PNC FINL (Germany) Market Value
| PNP Stock | EUR 191.00 2.00 1.06% |
| Symbol | PNC |
PNC FINL '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 PNC FINL'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 PNC FINL.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in PNC FINL on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding PNC FINL SER or generate 0.0% return on investment in PNC FINL over 720 days. PNC FINL is related to or competes with Dalata Hotel, GREENX METALS, Xenia Hotels, Harmony Gold, Pebblebrook Hotel, HYATT HOTELS, and NH HOTEL. More
PNC FINL 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 PNC FINL'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 PNC FINL SER upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.1239 | |||
| Maximum Drawdown | 8.94 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 3.18 |
PNC FINL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PNC FINL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PNC FINL's standard deviation. In reality, there are many statistical measures that can use PNC FINL historical prices to predict the future PNC FINL's volatility.| Risk Adjusted Performance | 0.1233 | |||
| Jensen Alpha | 0.2274 | |||
| Total Risk Alpha | 0.1882 | |||
| Sortino Ratio | 0.1603 | |||
| Treynor Ratio | 12.58 |
PNC FINL SER Backtested Returns
PNC FINL appears to be very steady, given 3 months investment horizon. PNC FINL SER retains Efficiency (Sharpe Ratio) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for PNC FINL, which you can use to evaluate the volatility of the company. Please evaluate PNC FINL's market risk adjusted performance of 12.59, and Semi Deviation of 0.9453 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PNC FINL holds a performance score of 10. The company owns a Beta (Systematic Risk) of 0.0181, which implies not very significant fluctuations relative to the market. As returns on the market increase, PNC FINL's returns are expected to increase less than the market. However, during the bear market, the loss of holding PNC FINL is expected to be smaller as well. Please check PNC FINL's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to make a quick decision on whether PNC FINL's current price history will revert.
Auto-correlation | 0.21 |
Weak predictability
PNC FINL SER has weak predictability. Overlapping area represents the amount of predictability between PNC FINL time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st of January 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 PNC FINL SER price movement. The serial correlation of 0.21 indicates that over 21.0% of current PNC FINL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 445.77 |
PNC FINL SER lagged returns against current returns
Autocorrelation, which is PNC FINL 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 PNC FINL's stock expected returns. We can calculate the autocorrelation of PNC FINL returns to help us make a trade decision. For example, suppose you find that PNC FINL 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 |
PNC FINL 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 PNC FINL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PNC FINL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PNC FINL stock over time.
Current vs Lagged Prices |
| Timeline |
PNC FINL Lagged Returns
When evaluating PNC FINL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PNC FINL stock have on its future price. PNC FINL 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, PNC FINL autocorrelation shows the relationship between PNC FINL stock current value and its past values and can show if there is a momentum factor associated with investing in PNC FINL SER.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for PNC Stock Analysis
When running PNC FINL's price analysis, check to measure PNC FINL'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 PNC FINL is operating at the current time. Most of PNC FINL's value examination focuses on studying past and present price action to predict the probability of PNC FINL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PNC FINL's price. Additionally, you may evaluate how the addition of PNC FINL to your portfolios can decrease your overall portfolio volatility.