Panther Metals (UK) Market Value
| PALM Stock | 45.50 2.00 4.60% |
| Symbol | Panther |
Panther Metals '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 Panther Metals' 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 Panther Metals.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Panther Metals on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Panther Metals PLC or generate 0.0% return on investment in Panther Metals over 90 days. Panther Metals is related to or competes with Ecclesiastical Insurance, Molson Coors, MTI Wireless, Associated British, Fevertree Drinks, and Science In. Panther Metals is entity of United Kingdom More
Panther Metals 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 Panther Metals' 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 Panther Metals PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 43.98 | |||
| Value At Risk | (8.05) | |||
| Potential Upside | 5.1 |
Panther Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Panther Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Panther Metals' standard deviation. In reality, there are many statistical measures that can use Panther Metals historical prices to predict the future Panther Metals' volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.89) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (1.53) |
Panther Metals PLC Backtested Returns
Panther Metals PLC maintains Sharpe Ratio (i.e., Efficiency) of -0.15, which implies the firm had a -0.15 % return per unit of risk over the last 3 months. Panther Metals PLC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Panther Metals' Risk Adjusted Performance of (0.15), coefficient of variation of (554.17), and Variance of 27.42 to confirm the risk estimate we provide. The company holds a Beta of 0.62, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Panther Metals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Panther Metals is expected to be smaller as well. At this point, Panther Metals PLC has a negative expected return of -0.79%. Please make sure to check Panther Metals' treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Panther Metals PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.89 |
Very good predictability
Panther Metals PLC has very good predictability. Overlapping area represents the amount of predictability between Panther Metals 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 Panther Metals PLC price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Panther Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 20.26 |
Panther Metals PLC lagged returns against current returns
Autocorrelation, which is Panther Metals 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 Panther Metals' stock expected returns. We can calculate the autocorrelation of Panther Metals returns to help us make a trade decision. For example, suppose you find that Panther Metals 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 |
Panther Metals 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 Panther Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Panther Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Panther Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Panther Metals Lagged Returns
When evaluating Panther Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Panther Metals stock have on its future price. Panther Metals 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, Panther Metals autocorrelation shows the relationship between Panther Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Panther Metals PLC.
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.Additional Tools for Panther Stock Analysis
When running Panther Metals' price analysis, check to measure Panther Metals' 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 Panther Metals is operating at the current time. Most of Panther Metals' value examination focuses on studying past and present price action to predict the probability of Panther Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Panther Metals' price. Additionally, you may evaluate how the addition of Panther Metals to your portfolios can decrease your overall portfolio volatility.