Pensionbee Group (UK) Market Value
| PBEE Stock | 147.00 2.00 1.38% |
| Symbol | Pensionbee |
Pensionbee Group '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 Pensionbee Group'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 Pensionbee Group.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Pensionbee Group on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Pensionbee Group PLC or generate 0.0% return on investment in Pensionbee Group over 90 days. Pensionbee Group is related to or competes with Hansa Investment, Seraphim Space, Tavistock Investments, Livermore Investments, OneSavings Bank, Jade Road, and Mercantile Investment. Pensionbee Group is entity of United Kingdom More
Pensionbee Group 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 Pensionbee Group'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 Pensionbee Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.95 | |||
| Information Ratio | 0.0375 | |||
| Maximum Drawdown | 16.27 | |||
| Value At Risk | (3.60) | |||
| Potential Upside | 5.0 |
Pensionbee Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pensionbee Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pensionbee Group's standard deviation. In reality, there are many statistical measures that can use Pensionbee Group historical prices to predict the future Pensionbee Group's volatility.| Risk Adjusted Performance | 0.0104 | |||
| Jensen Alpha | 0.0092 | |||
| Total Risk Alpha | 0.3705 | |||
| Sortino Ratio | 0.0374 | |||
| Treynor Ratio | 0.0192 |
Pensionbee Group PLC Backtested Returns
Pensionbee Group PLC maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Pensionbee Group PLC exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pensionbee Group's Semi Deviation of 2.54, coefficient of variation of 25919.83, and Risk Adjusted Performance of 0.0104 to confirm the risk estimate we provide. The company holds a Beta of 0.0715, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pensionbee Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pensionbee Group is expected to be smaller as well. At this point, Pensionbee Group PLC has a negative expected return of -0.0229%. Please make sure to check Pensionbee Group's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Pensionbee Group PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Pensionbee Group PLC has insignificant reverse predictability. Overlapping area represents the amount of predictability between Pensionbee Group 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 Pensionbee Group PLC price movement. The serial correlation of -0.18 indicates that over 18.0% of current Pensionbee Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 31.66 |
Pensionbee Group PLC lagged returns against current returns
Autocorrelation, which is Pensionbee Group 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 Pensionbee Group's stock expected returns. We can calculate the autocorrelation of Pensionbee Group returns to help us make a trade decision. For example, suppose you find that Pensionbee Group 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 |
Pensionbee Group 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 Pensionbee Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pensionbee Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pensionbee Group stock over time.
Current vs Lagged Prices |
| Timeline |
Pensionbee Group Lagged Returns
When evaluating Pensionbee Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pensionbee Group stock have on its future price. Pensionbee Group 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, Pensionbee Group autocorrelation shows the relationship between Pensionbee Group stock current value and its past values and can show if there is a momentum factor associated with investing in Pensionbee Group PLC.
Regressed Prices |
| Timeline |
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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 Pensionbee Stock Analysis
When running Pensionbee Group's price analysis, check to measure Pensionbee Group'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 Pensionbee Group is operating at the current time. Most of Pensionbee Group's value examination focuses on studying past and present price action to predict the probability of Pensionbee Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pensionbee Group's price. Additionally, you may evaluate how the addition of Pensionbee Group to your portfolios can decrease your overall portfolio volatility.