Pharol Sgps Sa Stock Market Value
| PHRZF Stock | USD 0.03 0.00 0.00% |
| Symbol | Pharol |
Pharol SGPS '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 Pharol SGPS's 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 Pharol SGPS.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Pharol SGPS on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Pharol SGPS SA or generate 0.0% return on investment in Pharol SGPS over 30 days. Pharol SGPS is related to or competes with Western Digital, Stratasys, Ultra Clean, Freedom Internet, Northstar Clean, and Xponential Fitness. Pharol, SGPS S.A., through its investment in Oi, S.A., provides fiber to the home services to residential customers in B... More
Pharol SGPS 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 Pharol SGPS's 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 Pharol SGPS SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 16.67 |
Pharol SGPS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pharol SGPS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pharol SGPS's standard deviation. In reality, there are many statistical measures that can use Pharol SGPS historical prices to predict the future Pharol SGPS's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.71) | |||
| Treynor Ratio | (2.86) |
Pharol SGPS SA Backtested Returns
Pharol SGPS SA maintains Sharpe Ratio (i.e., Efficiency) of -0.17, which implies the firm had a -0.17% return per unit of risk over the last 3 months. Pharol SGPS SA exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pharol SGPS's Variance of 5.65, coefficient of variation of (588.10), and Risk Adjusted Performance of (0.12) to confirm the risk estimate we provide. The company holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pharol SGPS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pharol SGPS is expected to be smaller as well. At this point, Pharol SGPS SA has a negative expected return of -0.41%. Please make sure to check Pharol SGPS's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if Pharol SGPS SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Pharol SGPS SA has no correlation between past and present. Overlapping area represents the amount of predictability between Pharol SGPS time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Pharol SGPS SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Pharol SGPS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pharol SGPS SA lagged returns against current returns
Autocorrelation, which is Pharol SGPS 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 Pharol SGPS's pink sheet expected returns. We can calculate the autocorrelation of Pharol SGPS returns to help us make a trade decision. For example, suppose you find that Pharol SGPS 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 |
Pharol SGPS 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 Pharol SGPS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pharol SGPS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pharol SGPS pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pharol SGPS Lagged Returns
When evaluating Pharol SGPS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pharol SGPS pink sheet have on its future price. Pharol SGPS 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, Pharol SGPS autocorrelation shows the relationship between Pharol SGPS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pharol SGPS SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pharol Pink Sheet
Pharol SGPS financial ratios help investors to determine whether Pharol 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 Pharol with respect to the benefits of owning Pharol SGPS security.