Prudential Financial's market value is the price at which a share of Prudential Financial trades on a public exchange. It measures the collective expectations of Prudential Financial investors about its performance. Prudential Financial is trading at 2440.00 as of the 26th of February 2025; that is 1.13 percent increase since the beginning of the trading day. The stock's open price was 2412.67. With this module, you can estimate the performance of a buy and hold strategy of Prudential Financial and determine expected loss or profit from investing in Prudential Financial over a given investment horizon. Check out Prudential Financial Correlation, Prudential Financial Volatility and Prudential Financial Alpha and Beta module to complement your research on Prudential Financial.
Please note, there is a significant difference between Prudential Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Prudential Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Prudential Financial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Prudential 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 Prudential 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 Prudential Financial.
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01/27/2025
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In 31 days
02/26/2025
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If you would invest 0.00 in Prudential Financial on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Prudential Financial or generate 0.0% return on investment in Prudential Financial over 30 days. Prudential Financial is related to or competes with Monster Beverage, McEwen Mining, Verizon Communications, DXC Technology, Samsung Electronics, GMxico Transportes, and Southern Copper. Prudential Financial, Inc., through its subsidiaries, provides insurance, investment management, and other financial pro... More
Prudential 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 Prudential 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 Prudential Financial upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prudential Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prudential Financial's standard deviation. In reality, there are many statistical measures that can use Prudential Financial historical prices to predict the future Prudential Financial's volatility.
Prudential Financial appears to be very steady, given 3 months investment horizon. Prudential Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Prudential Financial, which you can use to evaluate the volatility of the company. Please evaluate Prudential Financial's Risk Adjusted Performance of 0.1322, variance of 3.56, and Coefficient Of Variation of 582.98 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Prudential Financial holds a performance score of 14. The company holds a Beta of -0.0162, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Prudential Financial are expected to decrease at a much lower rate. During the bear market, Prudential Financial is likely to outperform the market. Please check Prudential Financial's skewness, rate of daily change, as well as the relationship between the Rate Of Daily Change and price action indicator , to make a quick decision on whether Prudential Financial's historical price patterns will revert.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
185.19
Prudential Financial lagged returns against current returns
Autocorrelation, which is Prudential 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 Prudential Financial's stock expected returns. We can calculate the autocorrelation of Prudential Financial returns to help us make a trade decision. For example, suppose you find that Prudential 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
Prudential 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 Prudential Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prudential Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prudential Financial stock over time.
Current vs Lagged Prices
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Prudential Financial Lagged Returns
When evaluating Prudential Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prudential Financial stock have on its future price. Prudential 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, Prudential Financial autocorrelation shows the relationship between Prudential Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Prudential Financial.
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.
When running Prudential Financial's price analysis, check to measure Prudential 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 Prudential Financial is operating at the current time. Most of Prudential Financial's value examination focuses on studying past and present price action to predict the probability of Prudential 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 Prudential Financial's price. Additionally, you may evaluate how the addition of Prudential Financial to your portfolios can decrease your overall portfolio volatility.