Pepkor Holdings (South Africa) Market Value
| PPH Stock | 2,444 33.00 1.37% |
| Symbol | Pepkor |
Pepkor Holdings '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 Pepkor Holdings' 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 Pepkor Holdings.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Pepkor Holdings on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Pepkor Holdings or generate 0.0% return on investment in Pepkor Holdings over 90 days. Pepkor Holdings is related to or competes with Frontier Transport, Hosken Consolidated, Astoria Investments, Reinet Investments, Kumba Iron, Harmony Gold, and RCL Foods. More
Pepkor Holdings 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 Pepkor Holdings' 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 Pepkor Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.04 | |||
| Information Ratio | 0.1218 | |||
| Maximum Drawdown | 9696.73 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 3.33 |
Pepkor Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pepkor Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pepkor Holdings' standard deviation. In reality, there are many statistical measures that can use Pepkor Holdings historical prices to predict the future Pepkor Holdings' volatility.| Risk Adjusted Performance | 0.1127 | |||
| Jensen Alpha | 156.59 | |||
| Total Risk Alpha | 346.29 | |||
| Sortino Ratio | 8.53 | |||
| Treynor Ratio | 1.81 |
Pepkor Holdings Backtested Returns
Pepkor Holdings is out of control given 3 months investment horizon. Pepkor Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 14.57% are justified by taking the suggested risk. Use Pepkor Holdings Semi Deviation of 2.79, coefficient of variation of 822.0, and Risk Adjusted Performance of 0.1127 to evaluate company specific risk that cannot be diversified away. Pepkor Holdings holds a performance score of 8 on a scale of zero to a hundred. The company holds a Beta of 80.23, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Pepkor Holdings will likely underperform. Use Pepkor Holdings sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to analyze future returns on Pepkor Holdings.
Auto-correlation | -0.25 |
Weak reverse predictability
Pepkor Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between Pepkor Holdings time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Pepkor Holdings price movement. The serial correlation of -0.25 indicates that over 25.0% of current Pepkor Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 6680.67 |
Pepkor Holdings lagged returns against current returns
Autocorrelation, which is Pepkor Holdings 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 Pepkor Holdings' stock expected returns. We can calculate the autocorrelation of Pepkor Holdings returns to help us make a trade decision. For example, suppose you find that Pepkor Holdings 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 |
Pepkor Holdings 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 Pepkor Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pepkor Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pepkor Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Pepkor Holdings Lagged Returns
When evaluating Pepkor Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pepkor Holdings stock have on its future price. Pepkor Holdings 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, Pepkor Holdings autocorrelation shows the relationship between Pepkor Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Pepkor Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Pepkor Stock
Pepkor Holdings financial ratios help investors to determine whether Pepkor 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 Pepkor with respect to the benefits of owning Pepkor Holdings security.