Performance Food (Germany) Market Value

P5F Stock  EUR 81.00  2.50  3.18%   
Performance Food's market value is the price at which a share of Performance Food trades on a public exchange. It measures the collective expectations of Performance Food Group investors about its performance. Performance Food is trading at 81.00 as of the 2nd of March 2025. This is a 3.18% up since the beginning of the trading day. The stock's lowest day price was 78.5.
With this module, you can estimate the performance of a buy and hold strategy of Performance Food Group and determine expected loss or profit from investing in Performance Food over a given investment horizon. Check out Performance Food Correlation, Performance Food Volatility and Performance Food Alpha and Beta module to complement your research on Performance Food.
Symbol

Please note, there is a significant difference between Performance Food's value and its price as these two are different measures arrived at by different means. Investors typically determine if Performance Food is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Performance Food's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Performance Food '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 Performance Food'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 Performance Food.
0.00
03/13/2023
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/02/2025
0.00
If you would invest  0.00  in Performance Food on March 13, 2023 and sell it all today you would earn a total of 0.00 from holding Performance Food Group or generate 0.0% return on investment in Performance Food over 720 days. Performance Food is related to or competes with Fast Retailing, CANON MARKETING, ScanSource, INSURANCE AUST, and MARKET VECTR. Performance Food Group Company, through its subsidiaries, markets and distributes food and food-related products in the ... More

Performance Food 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 Performance Food'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 Performance Food Group upside and downside potential and time the market with a certain degree of confidence.

Performance Food Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Performance Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Performance Food's standard deviation. In reality, there are many statistical measures that can use Performance Food historical prices to predict the future Performance Food's volatility.
Hype
Prediction
LowEstimatedHigh
79.6381.0082.37
Details
Intrinsic
Valuation
LowRealHigh
80.1381.5082.87
Details
Naive
Forecast
LowNextHigh
81.1382.5183.88
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
76.5681.1585.74
Details

Performance Food Backtested Returns

Performance Food maintains Sharpe Ratio (i.e., Efficiency) of -0.0295, which implies the firm had a -0.0295 % return per unit of risk over the last 3 months. Performance Food exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Performance Food's Risk Adjusted Performance of (0.02), variance of 1.89, and Coefficient Of Variation of (3,392) to confirm the risk estimate we provide. The company holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, Performance Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding Performance Food is expected to be smaller as well. At this point, Performance Food has a negative expected return of -0.0405%. Please make sure to check Performance Food's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Performance Food performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.73  

Good predictability

Performance Food Group has good predictability. Overlapping area represents the amount of predictability between Performance Food time series from 13th of March 2023 to 7th of March 2024 and 7th of March 2024 to 2nd 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 Performance Food price movement. The serial correlation of 0.73 indicates that around 73.0% of current Performance Food price fluctuation can be explain by its past prices.
Correlation Coefficient0.73
Spearman Rank Test0.69
Residual Average0.0
Price Variance74.91

Performance Food lagged returns against current returns

Autocorrelation, which is Performance Food 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 Performance Food's stock expected returns. We can calculate the autocorrelation of Performance Food returns to help us make a trade decision. For example, suppose you find that Performance Food 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  

Performance Food 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 Performance Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Performance Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Performance Food stock over time.
   Current vs Lagged Prices   
       Timeline  

Performance Food Lagged Returns

When evaluating Performance Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Performance Food stock have on its future price. Performance Food 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, Performance Food autocorrelation shows the relationship between Performance Food stock current value and its past values and can show if there is a momentum factor associated with investing in Performance Food Group.
   Regressed Prices   
       Timeline  

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Additional Information and Resources on Investing in Performance Stock

When determining whether Performance Food offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Performance Food's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Performance Food Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Performance Food Group Stock:
Check out Performance Food Correlation, Performance Food Volatility and Performance Food Alpha and Beta module to complement your research on Performance Food.
You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Performance Food technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Performance Food technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Performance Food trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...