Pinnacle Investment (Australia) Market Value
| PNI Stock | 18.23 0.29 1.62% |
| Symbol | Pinnacle |
Pinnacle Investment '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 Pinnacle Investment'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 Pinnacle Investment.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Pinnacle Investment on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Pinnacle Investment Management or generate 0.0% return on investment in Pinnacle Investment over 90 days. Pinnacle Investment is related to or competes with Treasury Wine, Thorney Technologies, Clime Investment, Ramsay Health, and Austco Healthcare. Pinnacle Investment is entity of Australia More
Pinnacle Investment 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 Pinnacle Investment'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 Pinnacle Investment Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 13.55 | |||
| Value At Risk | (5.29) | |||
| Potential Upside | 2.98 |
Pinnacle Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pinnacle Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pinnacle Investment's standard deviation. In reality, there are many statistical measures that can use Pinnacle Investment historical prices to predict the future Pinnacle Investment's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.48) |
Pinnacle Investment Backtested Returns
Pinnacle Investment maintains Sharpe Ratio (i.e., Efficiency) of -0.15, which implies the firm had a -0.15 % return per unit of risk over the last 3 months. Pinnacle Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pinnacle Investment's Risk Adjusted Performance of (0.13), coefficient of variation of (658.49), and Variance of 5.99 to confirm the risk estimate we provide. The company holds a Beta of 0.8, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pinnacle Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pinnacle Investment is expected to be smaller as well. At this point, Pinnacle Investment has a negative expected return of -0.35%. Please make sure to check Pinnacle Investment's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Pinnacle Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.84 |
Excellent reverse predictability
Pinnacle Investment Management has excellent reverse predictability. Overlapping area represents the amount of predictability between Pinnacle Investment time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Pinnacle Investment price movement. The serial correlation of -0.84 indicates that around 84.0% of current Pinnacle Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 4.74 |
Pinnacle Investment lagged returns against current returns
Autocorrelation, which is Pinnacle Investment 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 Pinnacle Investment's stock expected returns. We can calculate the autocorrelation of Pinnacle Investment returns to help us make a trade decision. For example, suppose you find that Pinnacle Investment 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 |
Pinnacle Investment 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 Pinnacle Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pinnacle Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pinnacle Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Pinnacle Investment Lagged Returns
When evaluating Pinnacle Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pinnacle Investment stock have on its future price. Pinnacle Investment 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, Pinnacle Investment autocorrelation shows the relationship between Pinnacle Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Pinnacle Investment Management.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Pinnacle Stock Analysis
When running Pinnacle Investment's price analysis, check to measure Pinnacle Investment'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 Pinnacle Investment is operating at the current time. Most of Pinnacle Investment's value examination focuses on studying past and present price action to predict the probability of Pinnacle Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pinnacle Investment's price. Additionally, you may evaluate how the addition of Pinnacle Investment to your portfolios can decrease your overall portfolio volatility.