PSI Software (Germany) Market Value
| PSAN Stock | 24.50 1.10 4.30% |
| Symbol | PSI |
PSI Software '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 PSI Software'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 PSI Software.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in PSI Software on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding PSI Software AG or generate 0.0% return on investment in PSI Software over 30 days. PSI Software is related to or competes with COREBRIDGE FINANCIAL, Major Drilling, ULTRA CLEAN, Ultra Clean, CVW CLEANTECH, and Cleanaway Waste. More
PSI Software 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 PSI Software'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 PSI Software AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | 0.0873 | |||
| Maximum Drawdown | 22.63 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 1.93 |
PSI Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PSI Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PSI Software's standard deviation. In reality, there are many statistical measures that can use PSI Software historical prices to predict the future PSI Software's volatility.| Risk Adjusted Performance | 0.0755 | |||
| Jensen Alpha | 0.2356 | |||
| Total Risk Alpha | 0.2164 | |||
| Sortino Ratio | 0.1162 | |||
| Treynor Ratio | (0.77) |
PSI Software AG Backtested Returns
PSI Software appears to be not too volatile, given 3 months investment horizon. PSI Software AG maintains Sharpe Ratio (i.e., Efficiency) of 0.0842, which implies the firm had a 0.0842 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for PSI Software AG, which you can use to evaluate the volatility of the company. Please evaluate PSI Software's risk adjusted performance of 0.0755, and Semi Deviation of 1.46 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PSI Software holds a performance score of 6. The company holds a Beta of -0.3, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PSI Software are expected to decrease at a much lower rate. During the bear market, PSI Software is likely to outperform the market. Please check PSI Software's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether PSI Software's historical price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
PSI Software AG has below average predictability. Overlapping area represents the amount of predictability between PSI Software time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 PSI Software AG price movement. The serial correlation of 0.36 indicates that just about 36.0% of current PSI Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1.87 |
PSI Software AG lagged returns against current returns
Autocorrelation, which is PSI Software 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 PSI Software's stock expected returns. We can calculate the autocorrelation of PSI Software returns to help us make a trade decision. For example, suppose you find that PSI Software 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 |
PSI Software 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 PSI Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PSI Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PSI Software stock over time.
Current vs Lagged Prices |
| Timeline |
PSI Software Lagged Returns
When evaluating PSI Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PSI Software stock have on its future price. PSI Software 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, PSI Software autocorrelation shows the relationship between PSI Software stock current value and its past values and can show if there is a momentum factor associated with investing in PSI Software AG.
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.Other Information on Investing in PSI Stock
PSI Software financial ratios help investors to determine whether PSI 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 PSI with respect to the benefits of owning PSI Software security.