PostNL NV (Netherlands) Market Value
| PNL Stock | EUR 1.00 0.02 2.04% |
| Symbol | PostNL |
PostNL NV '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 PostNL NV'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 PostNL NV.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in PostNL NV on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding PostNL NV or generate 0.0% return on investment in PostNL NV over 90 days. PostNL NV is related to or competes with Koninklijke Ahold, Bpost NV, Aegon NV, Koninklijke KPN, and ABN Amro. PostNL N.V. provides postal and logistics services to businesses and consumers in the Netherlands, rest of Europe, and i... More
PostNL NV 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 PostNL NV'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 PostNL NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0364 | |||
| Maximum Drawdown | 9.55 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 3.0 |
PostNL NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PostNL NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PostNL NV's standard deviation. In reality, there are many statistical measures that can use PostNL NV historical prices to predict the future PostNL NV's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.2062 | |||
| Treynor Ratio | 0.22 |
PostNL NV Backtested Returns
PostNL NV maintains Sharpe Ratio (i.e., Efficiency) of -0.0144, which implies the firm had a -0.0144 % return per unit of risk over the last 3 months. PostNL NV exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PostNL NV's Risk Adjusted Performance of (0.01), coefficient of variation of (6,954), and Variance of 3.8 to confirm the risk estimate we provide. The company holds a Beta of -0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PostNL NV are expected to decrease at a much lower rate. During the bear market, PostNL NV is likely to outperform the market. At this point, PostNL NV has a negative expected return of -0.028%. Please make sure to check PostNL NV's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if PostNL NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
PostNL NV has modest predictability. Overlapping area represents the amount of predictability between PostNL NV time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 PostNL NV price movement. The serial correlation of 0.53 indicates that about 53.0% of current PostNL NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PostNL NV lagged returns against current returns
Autocorrelation, which is PostNL NV 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 PostNL NV's stock expected returns. We can calculate the autocorrelation of PostNL NV returns to help us make a trade decision. For example, suppose you find that PostNL NV 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 |
PostNL NV 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 PostNL NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PostNL NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PostNL NV stock over time.
Current vs Lagged Prices |
| Timeline |
PostNL NV Lagged Returns
When evaluating PostNL NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PostNL NV stock have on its future price. PostNL NV 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, PostNL NV autocorrelation shows the relationship between PostNL NV stock current value and its past values and can show if there is a momentum factor associated with investing in PostNL NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for PostNL Stock Analysis
When running PostNL NV's price analysis, check to measure PostNL NV'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 PostNL NV is operating at the current time. Most of PostNL NV's value examination focuses on studying past and present price action to predict the probability of PostNL NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PostNL NV's price. Additionally, you may evaluate how the addition of PostNL NV to your portfolios can decrease your overall portfolio volatility.