Perpetual Credit (Australia) Market Value
| PCI Stock | 1.14 0.01 0.87% |
| Symbol | Perpetual |
Perpetual Credit '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 Perpetual Credit'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 Perpetual Credit.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Perpetual Credit on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Perpetual Credit Income or generate 0.0% return on investment in Perpetual Credit over 90 days. Perpetual Credit is related to or competes with Westpac Banking, COG Financial, Red Hill, BSP Financial, EMvision Medical, Mount Gibson, and Bluescope Steel. Perpetual Credit is entity of Australia. It is traded as Stock on AU exchange. More
Perpetual Credit 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 Perpetual Credit'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 Perpetual Credit Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.0873 | |||
| Maximum Drawdown | 7.67 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.75 |
Perpetual Credit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Perpetual Credit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Perpetual Credit's standard deviation. In reality, there are many statistical measures that can use Perpetual Credit historical prices to predict the future Perpetual Credit's volatility.| Risk Adjusted Performance | 0.0181 | |||
| Jensen Alpha | 0.0281 | |||
| Total Risk Alpha | 0.1878 | |||
| Sortino Ratio | 0.0591 | |||
| Treynor Ratio | 0.0931 |
Perpetual Credit Income Backtested Returns
Currently, Perpetual Credit Income is risky. Perpetual Credit Income 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. We have found twenty-eight technical indicators for Perpetual Credit Income, which you can use to evaluate the volatility of the company. Please check Perpetual Credit's Coefficient Of Variation of 6091.67, risk adjusted performance of 0.0181, and Semi Deviation of 1.29 to confirm if the risk estimate we provide is consistent with the expected return of 0.0104%. The company holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, Perpetual Credit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Perpetual Credit is expected to be smaller as well. Perpetual Credit Income right now holds a risk of 1.45%. Please check Perpetual Credit Income sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Perpetual Credit Income will be following its historical price patterns.
Auto-correlation | 0.09 |
Virtually no predictability
Perpetual Credit Income has virtually no predictability. Overlapping area represents the amount of predictability between Perpetual Credit 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 Perpetual Credit Income price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Perpetual Credit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Perpetual Credit Income lagged returns against current returns
Autocorrelation, which is Perpetual Credit 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 Perpetual Credit's stock expected returns. We can calculate the autocorrelation of Perpetual Credit returns to help us make a trade decision. For example, suppose you find that Perpetual Credit 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 |
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Perpetual Credit 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 Perpetual Credit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Perpetual Credit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Perpetual Credit stock over time.
Current vs Lagged Prices |
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Perpetual Credit Lagged Returns
When evaluating Perpetual Credit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Perpetual Credit stock have on its future price. Perpetual Credit 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, Perpetual Credit autocorrelation shows the relationship between Perpetual Credit stock current value and its past values and can show if there is a momentum factor associated with investing in Perpetual Credit Income.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Perpetual Stock Analysis
When running Perpetual Credit's price analysis, check to measure Perpetual Credit'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 Perpetual Credit is operating at the current time. Most of Perpetual Credit's value examination focuses on studying past and present price action to predict the probability of Perpetual Credit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Perpetual Credit's price. Additionally, you may evaluate how the addition of Perpetual Credit to your portfolios can decrease your overall portfolio volatility.