PCI-PAL PLC (UK) Market Value
| PCIP Stock | 54.00 0.50 0.93% |
| Symbol | PCI-PAL |
PCI-PAL PLC '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 PCI-PAL PLC'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 PCI-PAL PLC.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in PCI-PAL PLC on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding PCI PAL PLC or generate 0.0% return on investment in PCI-PAL PLC over 90 days. PCI-PAL PLC is related to or competes with Axway Software, Lendinvest PLC, Direct Line, STMicroelectronics, Compagnie Plastic, Sydbank, and Morgan Advanced. More
PCI-PAL PLC 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 PCI-PAL PLC'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 PCI PAL PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.7 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 1.52 |
PCI-PAL PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PCI-PAL PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PCI-PAL PLC's standard deviation. In reality, there are many statistical measures that can use PCI-PAL PLC historical prices to predict the future PCI-PAL PLC's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 1.27 |
PCI PAL PLC Backtested Returns
PCI PAL PLC maintains Sharpe Ratio (i.e., Efficiency) of -0.15, which implies the company had a -0.15 % return per unit of volatility over the last 3 months. PCI PAL PLC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PCI-PAL PLC's market risk adjusted performance of 1.28, and Variance of 2.12 to confirm the risk estimate we provide. The firm holds a Beta of -0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PCI-PAL PLC are expected to decrease at a much lower rate. During the bear market, PCI-PAL PLC is likely to outperform the market. At this point, PCI PAL PLC has a negative expected return of -0.22%. Please make sure to check PCI-PAL PLC's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if PCI PAL PLC performance from the past will be repeated in the future.
Auto-correlation | -0.83 |
Excellent reverse predictability
PCI PAL PLC has excellent reverse predictability. Overlapping area represents the amount of predictability between PCI-PAL PLC 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 PCI PAL PLC price movement. The serial correlation of -0.83 indicates that around 83.0% of current PCI-PAL PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 39.05 |
PCI PAL PLC lagged returns against current returns
Autocorrelation, which is PCI-PAL PLC 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 PCI-PAL PLC's stock expected returns. We can calculate the autocorrelation of PCI-PAL PLC returns to help us make a trade decision. For example, suppose you find that PCI-PAL PLC 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 |
PCI-PAL PLC 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 PCI-PAL PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PCI-PAL PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PCI-PAL PLC stock over time.
Current vs Lagged Prices |
| Timeline |
PCI-PAL PLC Lagged Returns
When evaluating PCI-PAL PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PCI-PAL PLC stock have on its future price. PCI-PAL PLC 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, PCI-PAL PLC autocorrelation shows the relationship between PCI-PAL PLC stock current value and its past values and can show if there is a momentum factor associated with investing in PCI PAL 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 PCI-PAL Stock Analysis
When running PCI-PAL PLC's price analysis, check to measure PCI-PAL PLC'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 PCI-PAL PLC is operating at the current time. Most of PCI-PAL PLC's value examination focuses on studying past and present price action to predict the probability of PCI-PAL PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PCI-PAL PLC's price. Additionally, you may evaluate how the addition of PCI-PAL PLC to your portfolios can decrease your overall portfolio volatility.