PENINSULA ENERG (Germany) Market Value
| P1M Stock | EUR 0.45 0.02 4.26% |
| Symbol | PENINSULA |
PENINSULA ENERG 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to PENINSULA ENERG's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of PENINSULA ENERG.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in PENINSULA ENERG on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding PENINSULA ENERG or generate 0.0% return on investment in PENINSULA ENERG over 30 days. PENINSULA ENERG is related to or competes with Perseus Mining, WT OFFSHORE, JAPAN TOBACCO, United Utilities, Canadian Utilities, Pembina Pipeline, and ADRIATIC METALS. More
PENINSULA ENERG Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure PENINSULA ENERG's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess PENINSULA ENERG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 26.16 | |||
| Value At Risk | (10.29) | |||
| Potential Upside | 7.5 |
PENINSULA ENERG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PENINSULA ENERG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PENINSULA ENERG's standard deviation. In reality, there are many statistical measures that can use PENINSULA ENERG historical prices to predict the future PENINSULA ENERG's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | 0.1428 | |||
| Treynor Ratio | 0.4719 |
PENINSULA ENERG Backtested Returns
PENINSULA ENERG maintains Sharpe Ratio (i.e., Efficiency) of -0.0609, which implies the firm had a -0.0609 % return per unit of volatility over the last 3 months. PENINSULA ENERG exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PENINSULA ENERG's coefficient of variation of (1,202), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The company holds a Beta of -0.88, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning PENINSULA ENERG are expected to decrease slowly. On the other hand, during market turmoil, PENINSULA ENERG is expected to outperform it slightly. At this point, PENINSULA ENERG has a negative expected return of -0.31%. Please make sure to check PENINSULA ENERG's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if PENINSULA ENERG performance from the past will be repeated at future time.
Auto-correlation | 0.73 |
Good predictability
PENINSULA ENERG has good predictability. Overlapping area represents the amount of predictability between PENINSULA ENERG time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PENINSULA ENERG price movement. The serial correlation of 0.73 indicates that around 73.0% of current PENINSULA ENERG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PENINSULA ENERG lagged returns against current returns
Autocorrelation, which is PENINSULA ENERG stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting PENINSULA ENERG's stock expected returns. We can calculate the autocorrelation of PENINSULA ENERG returns to help us make a trade decision. For example, suppose you find that PENINSULA ENERG has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
PENINSULA ENERG regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If PENINSULA ENERG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PENINSULA ENERG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PENINSULA ENERG stock over time.
Current vs Lagged Prices |
| Timeline |
PENINSULA ENERG Lagged Returns
When evaluating PENINSULA ENERG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PENINSULA ENERG stock have on its future price. PENINSULA ENERG autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, PENINSULA ENERG autocorrelation shows the relationship between PENINSULA ENERG stock current value and its past values and can show if there is a momentum factor associated with investing in PENINSULA ENERG.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in PENINSULA Stock
PENINSULA ENERG financial ratios help investors to determine whether PENINSULA Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in PENINSULA with respect to the benefits of owning PENINSULA ENERG security.