PNC Financial (Germany) Market Value
| PNP Stock | EUR 156.00 1.00 0.64% |
| Symbol | PNC |
PNC Financial '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 Financial'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 Financial.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in PNC Financial on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding The PNC Financial or generate 0.0% return on investment in PNC Financial over 90 days. PNC Financial is related to or competes with Television Broadcasts, GOLD ROAD, Liberty Broadband, SHELF DRILLING, BURLINGTON STORES, MARKET VECTR, and Kaufman Broad. The PNC Financial Services Group, Inc. operates as a diversified financial services company in the United States More
PNC Financial 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 Financial'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 The PNC Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 10.12 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 2.08 |
PNC Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PNC Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PNC Financial's standard deviation. In reality, there are many statistical measures that can use PNC Financial historical prices to predict the future PNC Financial's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.87) |
PNC Financial Backtested Returns
PNC Financial maintains Sharpe Ratio (i.e., Efficiency) of -0.19, which implies the firm had a -0.19 % return per unit of risk over the last 3 months. PNC Financial exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PNC Financial's Market Risk Adjusted Performance of (0.86), variance of 2.39, and Coefficient Of Variation of (482.36) to confirm the risk estimate we provide. The company holds a Beta of 0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PNC Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding PNC Financial is expected to be smaller as well. At this point, PNC Financial has a negative expected return of -0.3%. Please make sure to check PNC Financial's maximum drawdown, daily balance of power, and the relationship between the total risk alpha and skewness , to decide if PNC Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.64 |
Very good reverse predictability
The PNC Financial has very good reverse predictability. Overlapping area represents the amount of predictability between PNC Financial 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 PNC Financial price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current PNC Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 105.35 |
PNC Financial lagged returns against current returns
Autocorrelation, which is PNC Financial 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 Financial's stock expected returns. We can calculate the autocorrelation of PNC Financial returns to help us make a trade decision. For example, suppose you find that PNC Financial 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 Financial 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 Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PNC Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PNC Financial stock over time.
Current vs Lagged Prices |
| Timeline |
PNC Financial Lagged Returns
When evaluating PNC Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PNC Financial stock have on its future price. PNC Financial 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 Financial autocorrelation shows the relationship between PNC Financial stock current value and its past values and can show if there is a momentum factor associated with investing in The PNC Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PNC Stock
PNC Financial financial ratios help investors to determine whether PNC Stock 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 PNC with respect to the benefits of owning PNC Financial security.