Publity AG (Germany) Market Value
| PBY Stock | EUR 0.16 0.02 14.29% |
| Symbol | Publity |
Publity AG '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 Publity AG'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 Publity AG.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Publity AG on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Publity AG or generate 0.0% return on investment in Publity AG over 90 days. Publity AG is related to or competes with JAPAN AIRLINES, Marie Brizard, DISTRICT METALS, GOLDQUEST MINING, and FIREWEED METALS. More
Publity AG 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 Publity AG'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 Publity AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 88.64 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 21.95 |
Publity AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Publity AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Publity AG's standard deviation. In reality, there are many statistical measures that can use Publity AG historical prices to predict the future Publity AG's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.72) | |||
| Total Risk Alpha | 1.62 | |||
| Treynor Ratio | (3.90) |
Publity AG Backtested Returns
Publity AG maintains Sharpe Ratio (i.e., Efficiency) of -0.0238, which implies the firm had a -0.0238 % return per unit of risk over the last 3 months. Publity AG exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Publity AG's Coefficient Of Variation of (2,113), risk adjusted performance of (0.03), and Variance of 240.41 to confirm the risk estimate we provide. The company holds a Beta of 0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, Publity AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Publity AG is expected to be smaller as well. At this point, Publity AG has a negative expected return of -0.38%. Please make sure to check Publity AG's total risk alpha, kurtosis, and the relationship between the information ratio and potential upside , to decide if Publity AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Publity AG has poor reverse predictability. Overlapping area represents the amount of predictability between Publity AG time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Publity AG price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Publity AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Publity AG lagged returns against current returns
Autocorrelation, which is Publity AG 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 Publity AG's stock expected returns. We can calculate the autocorrelation of Publity AG returns to help us make a trade decision. For example, suppose you find that Publity AG 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 |
Publity AG 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 Publity AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Publity AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Publity AG stock over time.
Current vs Lagged Prices |
| Timeline |
Publity AG Lagged Returns
When evaluating Publity AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Publity AG stock have on its future price. Publity AG 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, Publity AG autocorrelation shows the relationship between Publity AG stock current value and its past values and can show if there is a momentum factor associated with investing in Publity AG.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Publity Stock Analysis
When running Publity AG's price analysis, check to measure Publity AG'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 Publity AG is operating at the current time. Most of Publity AG's value examination focuses on studying past and present price action to predict the probability of Publity AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Publity AG's price. Additionally, you may evaluate how the addition of Publity AG to your portfolios can decrease your overall portfolio volatility.