PNC Financial (Germany) Market Value
| PNP Stock | 188.00 2.00 1.08% |
| 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.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in PNC Financial on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding PNC Financial Services or generate 0.0% return on investment in PNC Financial over 60 days.
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 PNC Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.1186 | |||
| Maximum Drawdown | 12.03 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.39 |
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 | 0.112 | |||
| Jensen Alpha | 0.2206 | |||
| Total Risk Alpha | 0.1923 | |||
| Sortino Ratio | 0.1642 | |||
| Treynor Ratio | (1.50) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PNC Financial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
PNC Financial Services Backtested Returns
PNC Financial appears to be very steady, given 3 months investment horizon. PNC Financial Services retains Efficiency (Sharpe Ratio) of 0.14, which implies the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for PNC Financial, which you can use to evaluate the volatility of the company. Please evaluate PNC Financial's semi deviation of 0.8179, and Market Risk Adjusted Performance of (1.49) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PNC Financial holds a performance score of 10. The company owns a Beta (Systematic Risk) of -0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PNC Financial are expected to decrease at a much lower rate. During the bear market, PNC Financial is likely to outperform the market. Please check PNC Financial's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether PNC Financial's current price history will revert.
Auto-correlation | -0.65 |
Very good reverse predictability
PNC Financial Services has very good reverse predictability. Overlapping area represents the amount of predictability between PNC Financial time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Financial Services price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current PNC Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 25.91 |
PNC Financial Services 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 PNC Financial Services.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for PNC Stock Analysis
When running PNC Financial's price analysis, check to measure PNC Financial'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 Financial is operating at the current time. Most of PNC Financial's value examination focuses on studying past and present price action to predict the probability of PNC Financial'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 Financial's price. Additionally, you may evaluate how the addition of PNC Financial to your portfolios can decrease your overall portfolio volatility.