Pampa Energia (Argentina) Market Value
| PAMP Stock | ARS 3,775 115.00 2.96% |
| Symbol | Pampa |
Pampa Energia '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 Pampa Energia'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 Pampa Energia.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Pampa Energia on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Pampa Energia SA or generate 0.0% return on investment in Pampa Energia over 30 days. Pampa Energia is related to or competes with Compania, Telecom Argentina, United States, Transportadora, and Verizon Communications. Pampa Energa S.A., an integrated power company, engages in the generation and transmission of electricity in Argentina More
Pampa Energia 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 Pampa Energia'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 Pampa Energia SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | 0.0158 | |||
| Maximum Drawdown | 12.94 | |||
| Value At Risk | (4.08) | |||
| Potential Upside | 5.29 |
Pampa Energia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pampa Energia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pampa Energia's standard deviation. In reality, there are many statistical measures that can use Pampa Energia historical prices to predict the future Pampa Energia's volatility.| Risk Adjusted Performance | 0.0228 | |||
| Jensen Alpha | 0.0529 | |||
| Total Risk Alpha | 0.0313 | |||
| Sortino Ratio | 0.0165 | |||
| Treynor Ratio | (0.13) |
Pampa Energia SA Backtested Returns
At this point, Pampa Energia is very steady. Pampa Energia SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0144, which implies the firm had a 0.0144 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Pampa Energia SA, which you can use to evaluate the volatility of the company. Please check Pampa Energia's Coefficient Of Variation of 4782.6, semi deviation of 2.73, and Risk Adjusted Performance of 0.0228 to confirm if the risk estimate we provide is consistent with the expected return of 0.0422%. Pampa Energia has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of -0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Pampa Energia are expected to decrease at a much lower rate. During the bear market, Pampa Energia is likely to outperform the market. Pampa Energia SA right now holds a risk of 2.94%. Please check Pampa Energia SA jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Pampa Energia SA will be following its historical price patterns.
Auto-correlation | 0.45 |
Average predictability
Pampa Energia SA has average predictability. Overlapping area represents the amount of predictability between Pampa Energia time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Pampa Energia SA price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Pampa Energia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 11.5 K |
Pampa Energia SA lagged returns against current returns
Autocorrelation, which is Pampa Energia 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 Pampa Energia's stock expected returns. We can calculate the autocorrelation of Pampa Energia returns to help us make a trade decision. For example, suppose you find that Pampa Energia 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 |
Pampa Energia 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 Pampa Energia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pampa Energia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pampa Energia stock over time.
Current vs Lagged Prices |
| Timeline |
Pampa Energia Lagged Returns
When evaluating Pampa Energia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pampa Energia stock have on its future price. Pampa Energia 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, Pampa Energia autocorrelation shows the relationship between Pampa Energia stock current value and its past values and can show if there is a momentum factor associated with investing in Pampa Energia SA.
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 Information and Resources on Investing in Pampa Stock
When determining whether Pampa Energia SA is a strong investment it is important to analyze Pampa Energia's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Pampa Energia's future performance. For an informed investment choice regarding Pampa Stock, refer to the following important reports:Check out Pampa Energia Correlation, Pampa Energia Volatility and Pampa Energia Alpha and Beta module to complement your research on Pampa Energia. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Pampa Energia 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.