Pershing Square Holdings Stock Market Value
| PSHZF Stock | USD 53.45 0.37 0.69% |
| 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 pink sheet 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.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Pershing Square on February 3, 2025 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 30 days. Pershing Square is related to or competes with Pershing Square, Hon Hai, and Glaukos Corp. 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 pink sheet 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 | 1.59 | |||
| Information Ratio | 0.2109 | |||
| Maximum Drawdown | 6.73 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.76 |
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 | 0.1285 | |||
| Jensen Alpha | 0.2228 | |||
| Total Risk Alpha | 0.4177 | |||
| Sortino Ratio | 0.2056 | |||
| Treynor Ratio | (1.27) |
Pershing Square Holdings Backtested Returns
At this point, Pershing Square is very steady. Pershing Square Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.0956, which implies the firm had a 0.0956 % return per unit of risk over the last 3 months. We have found twenty-seven 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 622.63, semi deviation of 1.28, and Risk Adjusted Performance of 0.1285 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Pershing Square has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of -0.19, 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 1.55%. Please check Pershing Square Holdings potential upside, as well as the relationship between the kurtosis and price action indicator , to decide if Pershing Square Holdings will be following its historical price patterns.
Auto-correlation | -0.9 |
Excellent reverse predictability
Pershing Square Holdings has excellent reverse predictability. Overlapping area represents the amount of predictability between Pershing Square time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 -0.9 indicates that approximately 90.0% of current Pershing Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 1.82 |
Pershing Square Holdings lagged returns against current returns
Autocorrelation, which is Pershing Square pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pershing Square pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pershing Square pink sheet 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 pink sheet 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 pink sheet 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Pershing Pink Sheet
Pershing Square financial ratios help investors to determine whether Pershing Pink Sheet 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 Pershing with respect to the benefits of owning Pershing Square security.