Portmeirion Group Plc Stock Market Value
| POTMF Stock | USD 2.12 0.00 0.00% |
| Symbol | Portmeirion |
Portmeirion Group '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 Portmeirion Group's pink sheet 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 Portmeirion Group.
| 08/13/2023 |
| 03/05/2025 |
If you would invest 0.00 in Portmeirion Group on August 13, 2023 and sell it all today you would earn a total of 0.00 from holding Portmeirion Group PLC or generate 0.0% return on investment in Portmeirion Group over 570 days. Portmeirion Group is related to or competes with Inflection Point, AA Mission, Titan America, Futuretech, Perseus Mining, Zijin Mining, and Small Cap. Portmeirion Group PLC manufactures, markets, and distributes ceramics, home fragrances, and associated homeware products... More
Portmeirion Group 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 Portmeirion Group's pink sheet 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 Portmeirion Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 24.29 |
Portmeirion Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Portmeirion Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Portmeirion Group's standard deviation. In reality, there are many statistical measures that can use Portmeirion Group historical prices to predict the future Portmeirion Group's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (2.63) |
Portmeirion Group PLC Backtested Returns
Portmeirion Group PLC maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies the firm had a -0.13 % return per unit of risk over the last 3 months. Portmeirion Group PLC exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Portmeirion Group's Variance of 8.94, coefficient of variation of (812.40), and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The company holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, Portmeirion Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Portmeirion Group is expected to be smaller as well. At this point, Portmeirion Group PLC has a negative expected return of -0.41%. Please make sure to check Portmeirion Group's standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Portmeirion Group PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.79 |
Good predictability
Portmeirion Group PLC has good predictability. Overlapping area represents the amount of predictability between Portmeirion Group time series from 13th of August 2023 to 24th of May 2024 and 24th of May 2024 to 5th 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 Portmeirion Group PLC price movement. The serial correlation of 0.79 indicates that around 79.0% of current Portmeirion Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Portmeirion Group PLC lagged returns against current returns
Autocorrelation, which is Portmeirion Group pink sheet'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 Portmeirion Group's pink sheet expected returns. We can calculate the autocorrelation of Portmeirion Group returns to help us make a trade decision. For example, suppose you find that Portmeirion Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Portmeirion Group 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 Portmeirion Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Portmeirion Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Portmeirion Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Portmeirion Group Lagged Returns
When evaluating Portmeirion Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Portmeirion Group pink sheet have on its future price. Portmeirion Group 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, Portmeirion Group autocorrelation shows the relationship between Portmeirion Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Portmeirion Group PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Portmeirion Pink Sheet
Portmeirion Group financial ratios help investors to determine whether Portmeirion Pink Sheet 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 Portmeirion with respect to the benefits of owning Portmeirion Group security.