PotlatchDeltic (Germany) Market Value
| P4C Stock | EUR 40.80 0.40 0.99% |
| Symbol | PotlatchDeltic |
PotlatchDeltic '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 PotlatchDeltic'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 PotlatchDeltic.
| 01/28/2024 |
| 01/22/2025 |
If you would invest 0.00 in PotlatchDeltic on January 28, 2024 and sell it all today you would earn a total of 0.00 from holding PotlatchDeltic or generate 0.0% return on investment in PotlatchDeltic over 360 days. PotlatchDeltic is related to or competes with American Tower, SBA Communications, Weyerhaeuser, Royal Caribbean, TEXAS ROADHOUSE, and Easy Software. PotlatchDeltic is a leading Real Estate Investment Trust that owns 1.8 million acres of timberlands in Alabama, Arkansas... More
PotlatchDeltic 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 PotlatchDeltic'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 PotlatchDeltic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.04 | |||
| Maximum Drawdown | 10.0 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 3.52 |
PotlatchDeltic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PotlatchDeltic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PotlatchDeltic's standard deviation. In reality, there are many statistical measures that can use PotlatchDeltic historical prices to predict the future PotlatchDeltic's volatility.| Risk Adjusted Performance | 0.056 | |||
| Jensen Alpha | 0.1047 | |||
| Total Risk Alpha | 0.0422 | |||
| Sortino Ratio | 0.0383 | |||
| Treynor Ratio | (0.50) |
PotlatchDeltic Backtested Returns
At this point, PotlatchDeltic is very steady. PotlatchDeltic maintains Sharpe Ratio (i.e., Efficiency) of 0.0944, which implies the firm had a 0.0944 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for PotlatchDeltic, which you can use to evaluate the volatility of the company. Please check PotlatchDeltic's Risk Adjusted Performance of 0.056, coefficient of variation of 1665.38, and Semi Deviation of 1.53 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. PotlatchDeltic has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of -0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PotlatchDeltic are expected to decrease at a much lower rate. During the bear market, PotlatchDeltic is likely to outperform the market. PotlatchDeltic right now holds a risk of 1.84%. Please check PotlatchDeltic treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if PotlatchDeltic will be following its historical price patterns.
Auto-correlation | -0.08 |
Very weak reverse predictability
PotlatchDeltic has very weak reverse predictability. Overlapping area represents the amount of predictability between PotlatchDeltic time series from 28th of January 2024 to 26th of July 2024 and 26th of July 2024 to 22nd of January 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 PotlatchDeltic price movement. The serial correlation of -0.08 indicates that barely 8.0% of current PotlatchDeltic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 2.54 |
PotlatchDeltic lagged returns against current returns
Autocorrelation, which is PotlatchDeltic 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 PotlatchDeltic's stock expected returns. We can calculate the autocorrelation of PotlatchDeltic returns to help us make a trade decision. For example, suppose you find that PotlatchDeltic 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 |
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PotlatchDeltic 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 PotlatchDeltic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PotlatchDeltic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PotlatchDeltic stock over time.
Current vs Lagged Prices |
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PotlatchDeltic Lagged Returns
When evaluating PotlatchDeltic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PotlatchDeltic stock have on its future price. PotlatchDeltic 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, PotlatchDeltic autocorrelation shows the relationship between PotlatchDeltic stock current value and its past values and can show if there is a momentum factor associated with investing in PotlatchDeltic.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in PotlatchDeltic Stock
PotlatchDeltic financial ratios help investors to determine whether PotlatchDeltic 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 PotlatchDeltic with respect to the benefits of owning PotlatchDeltic security.