Porsche Automobil (Germany) Market Value
| PAH3 Stock | 38.02 0.10 0.26% |
| Symbol | Porsche |
Porsche Automobil '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 Porsche Automobil'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 Porsche Automobil.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Porsche Automobil on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Porsche Automobil Holding or generate 0.0% return on investment in Porsche Automobil over 90 days. Porsche Automobil is related to or competes with Micron Technology, United Internet, Lattice Semiconductor, Microchip Technology, LG Display, and Nordic Semiconductor. More
Porsche Automobil 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 Porsche Automobil'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 Porsche Automobil Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.1583 | |||
| Maximum Drawdown | 7.92 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 2.59 |
Porsche Automobil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Porsche Automobil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Porsche Automobil's standard deviation. In reality, there are many statistical measures that can use Porsche Automobil historical prices to predict the future Porsche Automobil's volatility.| Risk Adjusted Performance | 0.0853 | |||
| Jensen Alpha | 0.1187 | |||
| Total Risk Alpha | 0.3211 | |||
| Sortino Ratio | 0.1566 | |||
| Treynor Ratio | (1.15) |
Porsche Automobil Holding Backtested Returns
At this point, Porsche Automobil is very steady. Porsche Automobil Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.076, which implies the firm had a 0.076 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Porsche Automobil Holding, which you can use to evaluate the volatility of the company. Please check Porsche Automobil's Coefficient Of Variation of 1074.86, risk adjusted performance of 0.0853, and Semi Deviation of 1.36 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Porsche Automobil has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of -0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Porsche Automobil are expected to decrease at a much lower rate. During the bear market, Porsche Automobil is likely to outperform the market. Porsche Automobil Holding right now holds a risk of 1.54%. Please check Porsche Automobil Holding maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Porsche Automobil Holding will be following its historical price patterns.
Auto-correlation | 0.64 |
Good predictability
Porsche Automobil Holding has good predictability. Overlapping area represents the amount of predictability between Porsche Automobil time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Porsche Automobil Holding price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Porsche Automobil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
Porsche Automobil Holding lagged returns against current returns
Autocorrelation, which is Porsche Automobil 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 Porsche Automobil's stock expected returns. We can calculate the autocorrelation of Porsche Automobil returns to help us make a trade decision. For example, suppose you find that Porsche Automobil 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 |
Porsche Automobil 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 Porsche Automobil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Porsche Automobil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Porsche Automobil stock over time.
Current vs Lagged Prices |
| Timeline |
Porsche Automobil Lagged Returns
When evaluating Porsche Automobil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Porsche Automobil stock have on its future price. Porsche Automobil 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, Porsche Automobil autocorrelation shows the relationship between Porsche Automobil stock current value and its past values and can show if there is a momentum factor associated with investing in Porsche Automobil Holding.
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 Porsche Stock
Porsche Automobil financial ratios help investors to determine whether Porsche 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 Porsche with respect to the benefits of owning Porsche Automobil security.