PENINSULA ENERG (Germany) Market Value
| P1M Stock | 0.38 0.02 5.00% |
| 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.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in PENINSULA ENERG on December 14, 2024 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 90 days. PENINSULA ENERG is related to or competes with Monument Mining, Direct Line, Vienna Insurance, MAG SILVER, UNIQA INSURANCE, and Perseus Mining. 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 | (0.1) | |||
| Maximum Drawdown | 29.18 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 11.11 |
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 | (0.09) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | 0.266 | |||
| Treynor Ratio | (0.47) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PENINSULA ENERG's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
PENINSULA ENERG Backtested Returns
PENINSULA ENERG maintains Sharpe Ratio (i.e., Efficiency) of -0.12, which implies the firm had a -0.12 % 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 risk adjusted performance of (0.09), and Coefficient Of Variation of (820.48) to confirm the risk estimate we provide. The company holds a Beta of 1.57, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, PENINSULA ENERG will likely underperform. At this point, PENINSULA ENERG has a negative expected return of -0.72%. Please make sure to check PENINSULA ENERG's treynor ratio and the relationship between the kurtosis and period momentum indicator , to decide if PENINSULA ENERG performance from the past will be repeated at future time.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
PENINSULA ENERG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between PENINSULA ENERG time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 -0.72 indicates that around 72.0% of current PENINSULA ENERG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 |
Thematic Opportunities
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Additional Tools for PENINSULA Stock Analysis
When running PENINSULA ENERG's price analysis, check to measure PENINSULA ENERG's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy PENINSULA ENERG is operating at the current time. Most of PENINSULA ENERG's value examination focuses on studying past and present price action to predict the probability of PENINSULA ENERG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PENINSULA ENERG's price. Additionally, you may evaluate how the addition of PENINSULA ENERG to your portfolios can decrease your overall portfolio volatility.