Princess Private (UK) Market Value
| PEYS Stock | 891.00 9.00 1.02% |
| Symbol | Princess |
Princess Private '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 Princess Private'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 Princess Private.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Princess Private on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Princess Private Equity or generate 0.0% return on investment in Princess Private over 30 days. Princess Private is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, State Bank, SoftBank Group, and Reliance Industries. Princess Private is entity of United Kingdom More
Princess Private 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 Princess Private'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 Princess Private Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 6.86 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 1.89 |
Princess Private Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Princess Private's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Princess Private's standard deviation. In reality, there are many statistical measures that can use Princess Private historical prices to predict the future Princess Private's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.36) |
Princess Private Equity Backtested Returns
Princess Private Equity maintains Sharpe Ratio (i.e., Efficiency) of -0.0703, which implies the firm had a -0.0703% return per unit of risk over the last 3 months. Princess Private Equity exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Princess Private's Coefficient Of Variation of (1,501), variance of 1.49, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The company holds a Beta of 0.25, which implies not very significant fluctuations relative to the market. As returns on the market increase, Princess Private's returns are expected to increase less than the market. However, during the bear market, the loss of holding Princess Private is expected to be smaller as well. At this point, Princess Private Equity has a negative expected return of -0.087%. Please make sure to check Princess Private's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Princess Private Equity performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.39 |
Poor reverse predictability
Princess Private Equity has poor reverse predictability. Overlapping area represents the amount of predictability between Princess Private time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Princess Private Equity price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Princess Private price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 46.64 |
Princess Private Equity lagged returns against current returns
Autocorrelation, which is Princess Private 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 Princess Private's stock expected returns. We can calculate the autocorrelation of Princess Private returns to help us make a trade decision. For example, suppose you find that Princess Private 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 |
Princess Private 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 Princess Private stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Princess Private stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Princess Private stock over time.
Current vs Lagged Prices |
| Timeline |
Princess Private Lagged Returns
When evaluating Princess Private's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Princess Private stock have on its future price. Princess Private 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, Princess Private autocorrelation shows the relationship between Princess Private stock current value and its past values and can show if there is a momentum factor associated with investing in Princess Private Equity.
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 Princess Stock Analysis
When running Princess Private's price analysis, check to measure Princess Private'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 Princess Private is operating at the current time. Most of Princess Private's value examination focuses on studying past and present price action to predict the probability of Princess Private's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Princess Private's price. Additionally, you may evaluate how the addition of Princess Private to your portfolios can decrease your overall portfolio volatility.