Pershing Square Holdings Stock Market Value

PSHZF Stock  USD 47.69  0.05  0.10%   
Pershing Square's market value is the price at which a share of Pershing Square trades on a public exchange. It measures the collective expectations of Pershing Square Holdings investors about its performance. Pershing Square is trading at 47.69 as of the 14th of March 2025. This is a 0.10 percent increase since the beginning of the trading day. The stock's lowest day price was 46.52.
With this module, you can estimate the performance of a buy and hold strategy of Pershing Square Holdings and determine expected loss or profit from investing in Pershing Square over a given investment horizon. Check out Pershing Square Correlation, Pershing Square Volatility and Pershing Square Alpha and Beta module to complement your research on Pershing Square.
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Please note, there is a significant difference between Pershing Square's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pershing Square is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pershing Square'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.

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.
0.00
12/14/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/14/2025
0.00
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, 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.

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.
Hype
Prediction
LowEstimatedHigh
45.9847.6449.30
Details
Intrinsic
Valuation
LowRealHigh
41.6943.3552.40
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Pershing Square. Your research has to be compared to or analyzed against Pershing Square's peers to derive any actionable benefits. When done correctly, Pershing Square's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Pershing Square Holdings.

Pershing Square Holdings Backtested Returns

Pershing Square Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.0357, which implies the firm had a -0.0357 % return per unit of risk over the last 3 months. Pershing Square Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pershing Square's Variance of 2.56, coefficient of variation of (4,009), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The company holds a Beta of 0.62, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pershing Square's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pershing Square is expected to be smaller as well. At this point, Pershing Square Holdings has a negative expected return of -0.0588%. Please make sure to check Pershing Square's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Pershing Square Holdings performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.18  

Very weak predictability

Pershing Square Holdings has very weak 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 0.18 indicates that over 18.0% of current Pershing Square price fluctuation can be explain by its past prices.
Correlation Coefficient0.18
Spearman Rank Test0.19
Residual Average0.0
Price Variance3.77

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.