Pressure Technologies (UK) Market Value
| PRES Stock | 31.50 0.50 1.61% |
| Symbol | Pressure |
Pressure Technologies '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 Pressure Technologies' 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 Pressure Technologies.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Pressure Technologies on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Pressure Technologies Plc or generate 0.0% return on investment in Pressure Technologies over 90 days. Pressure Technologies is related to or competes with Baker Steel, Heavitree Brewery, Flow Traders, Impax Environmental, Foresight Environmental, and Advanced Medical. Pressure Technologies is entity of United Kingdom More
Pressure Technologies 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 Pressure Technologies' 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 Pressure Technologies Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 16.24 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 2.63 |
Pressure Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pressure Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pressure Technologies' standard deviation. In reality, there are many statistical measures that can use Pressure Technologies historical prices to predict the future Pressure Technologies' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | 0.1346 | |||
| Treynor Ratio | 0.8471 |
Pressure Technologies Plc Backtested Returns
Pressure Technologies Plc maintains Sharpe Ratio (i.e., Efficiency) of -0.0835, which implies the firm had a -0.0835 % return per unit of risk over the last 3 months. Pressure Technologies Plc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pressure Technologies' Variance of 4.03, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,245) to confirm the risk estimate we provide. The company holds a Beta of -0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pressure Technologies are expected to decrease at a much lower rate. During the bear market, Pressure Technologies is likely to outperform the market. At this point, Pressure Technologies Plc has a negative expected return of -0.17%. Please make sure to check Pressure Technologies' standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Pressure Technologies Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Pressure Technologies Plc has very weak reverse predictability. Overlapping area represents the amount of predictability between Pressure Technologies 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 Pressure Technologies Plc price movement. The serial correlation of -0.03 indicates that only 3.0% of current Pressure Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 6.77 |
Pressure Technologies Plc lagged returns against current returns
Autocorrelation, which is Pressure Technologies 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 Pressure Technologies' stock expected returns. We can calculate the autocorrelation of Pressure Technologies returns to help us make a trade decision. For example, suppose you find that Pressure Technologies 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 |
Pressure Technologies 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 Pressure Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pressure Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pressure Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Pressure Technologies Lagged Returns
When evaluating Pressure Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pressure Technologies stock have on its future price. Pressure Technologies 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, Pressure Technologies autocorrelation shows the relationship between Pressure Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Pressure Technologies Plc.
Regressed Prices |
| Timeline |
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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.Additional Tools for Pressure Stock Analysis
When running Pressure Technologies' price analysis, check to measure Pressure Technologies' 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 Pressure Technologies is operating at the current time. Most of Pressure Technologies' value examination focuses on studying past and present price action to predict the probability of Pressure Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pressure Technologies' price. Additionally, you may evaluate how the addition of Pressure Technologies to your portfolios can decrease your overall portfolio volatility.