Pershing Square (Netherlands) Market Value
| PSH Stock | USD 51.60 0.00 0.00% |
| Symbol | Pershing |
Pershing Square '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 Pershing Square'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 Pershing Square.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Pershing Square on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Pershing Square Holdings or generate 0.0% return on investment in Pershing Square over 90 days. Pershing Square is related to or competes with Pershing Square, and Universal Music. Pershing Square Holdings, Ltd. is a closed-ended balanced hedge fund launched and managed by Pershing Square Capital Man... More
Pershing Square 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 Pershing Square'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 Pershing Square Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.01 | |||
| Information Ratio | 0.1303 | |||
| Maximum Drawdown | 6.5 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.92 |
Pershing Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pershing Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pershing Square's standard deviation. In reality, there are many statistical measures that can use Pershing Square historical prices to predict the future Pershing Square's volatility.| Risk Adjusted Performance | 0.0421 | |||
| Jensen Alpha | 0.0519 | |||
| Total Risk Alpha | 0.2636 | |||
| Sortino Ratio | 0.0895 | |||
| Treynor Ratio | (4.97) |
Pershing Square Holdings Backtested Returns
Currently, Pershing Square Holdings is very steady. Pershing Square Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.0578, which implies the firm had a 0.0578 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Pershing Square Holdings, which you can use to evaluate the volatility of the company. Please check Pershing Square's Coefficient Of Variation of 2183.94, risk adjusted performance of 0.0421, and Semi Deviation of 1.12 to confirm if the risk estimate we provide is consistent with the expected return of 0.0812%. Pershing Square has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of -0.0107, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pershing Square are expected to decrease at a much lower rate. During the bear market, Pershing Square is likely to outperform the market. Pershing Square Holdings right now holds a risk of 1.4%. Please check Pershing Square Holdings sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Pershing Square Holdings will be following its historical price patterns.
Auto-correlation | 0.25 |
Poor predictability
Pershing Square Holdings has poor predictability. Overlapping area represents the amount of predictability between Pershing Square 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 Pershing Square Holdings price movement. The serial correlation of 0.25 indicates that over 25.0% of current Pershing Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pershing Square Holdings lagged returns against current returns
Autocorrelation, which is Pershing Square 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 Pershing Square's stock expected returns. We can calculate the autocorrelation of Pershing Square returns to help us make a trade decision. For example, suppose you find that Pershing Square 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 |
Pershing Square 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 Pershing Square stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pershing Square stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pershing Square stock over time.
Current vs Lagged Prices |
| Timeline |
Pershing Square Lagged Returns
When evaluating Pershing Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pershing Square stock have on its future price. Pershing Square 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, Pershing Square autocorrelation shows the relationship between Pershing Square stock current value and its past values and can show if there is a momentum factor associated with investing in Pershing Square Holdings.
Regressed Prices |
| Timeline |
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Additional Tools for Pershing Stock Analysis
When running Pershing Square's price analysis, check to measure Pershing Square'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 Pershing Square is operating at the current time. Most of Pershing Square's value examination focuses on studying past and present price action to predict the probability of Pershing Square's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pershing Square's price. Additionally, you may evaluate how the addition of Pershing Square to your portfolios can decrease your overall portfolio volatility.