Performance Food (Germany) Market Value
| P5F Stock | 69.50 1.00 1.46% |
| Symbol | Performance |
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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Performance Food on December 16, 2024 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 90 days. Performance Food is related to or competes with VIENNA INSURANCE, Hanover Insurance, SPARTAN STORES, REVO INSURANCE, Universal Insurance, SBI Insurance, and RETAIL FOOD. 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.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.33 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 1.88 |
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.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Performance Food'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.
Performance Food Backtested Returns
Performance Food maintains Sharpe Ratio (i.e., Efficiency) of -0.19, which implies the firm had a -0.19 % 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 Variance of 2.4, coefficient of variation of (529.47), and Risk Adjusted Performance of (0.16) to confirm the risk estimate we provide. The company holds a Beta of 0.63, which implies possible diversification benefits within a given portfolio. 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 -0.3%. Please make sure to check Performance Food's daily balance of power, and the relationship between the skewness and day typical price , to decide if Performance Food performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Performance Food Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Performance Food time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 -0.79 indicates that around 79.0% of current Performance Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 24.41 |
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 |
Thematic Opportunities
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Additional Tools for Performance Stock Analysis
When running Performance Food's price analysis, check to measure Performance Food'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 Performance Food is operating at the current time. Most of Performance Food's value examination focuses on studying past and present price action to predict the probability of Performance Food's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Performance Food's price. Additionally, you may evaluate how the addition of Performance Food to your portfolios can decrease your overall portfolio volatility.