Partners Group Stock Market Value
| PGPHF Stock | USD 1,416 61.81 4.18% |
| Symbol | Partners |
Partners '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 Partners' pink sheet 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 Partners.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in Partners on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Partners Group or generate 0.0% return on investment in Partners over 720 days. Partners is related to or competes with 3i Group, Ares Management, Carlyle, 3i Group, Burford Capital, PennantPark Investment, and Eagle Point. Partners Group Holding AG is a private equity firm specializing in direct, secondary, and primary investments across pri... More
Partners 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 Partners' pink sheet 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 Partners Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 11.65 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 3.42 |
Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Partners' standard deviation. In reality, there are many statistical measures that can use Partners historical prices to predict the future Partners' volatility.| Risk Adjusted Performance | 0.0029 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | 0.1981 |
Partners Group Backtested Returns
At this point, Partners is very steady. Partners Group maintains Sharpe Ratio (i.e., Efficiency) of 0.0741, which implies the firm had a 0.0741% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Partners Group, which you can use to evaluate the volatility of the company. Please check Partners' Risk Adjusted Performance of 0.0029, coefficient of variation of (18,524), and Variance of 6.41 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Partners has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Partners are expected to decrease at a much lower rate. During the bear market, Partners is likely to outperform the market. Partners Group right now holds a risk of 2.23%. Please check Partners Group kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Partners Group will be following its historical price patterns.
Auto-correlation | 0.55 |
Modest predictability
Partners Group has modest predictability. Overlapping area represents the amount of predictability between Partners time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 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 Partners Group price movement. The serial correlation of 0.55 indicates that about 55.0% of current Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 4826.96 |
Partners Group lagged returns against current returns
Autocorrelation, which is Partners pink sheet'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 Partners' pink sheet expected returns. We can calculate the autocorrelation of Partners returns to help us make a trade decision. For example, suppose you find that Partners has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Partners 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 Partners pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Partners pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Partners pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Partners Lagged Returns
When evaluating Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Partners pink sheet have on its future price. Partners 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, Partners autocorrelation shows the relationship between Partners pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Partners Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Partners Pink Sheet
Partners financial ratios help investors to determine whether Partners Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Partners with respect to the benefits of owning Partners security.