Power Solutions International, Stock Market Value
| PSIX Stock | USD 29.75 0.55 1.82% |
| Symbol | Power |
Power Solutions Inte Price To Book Ratio
Is Heavy Electrical Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Power Solutions. If investors know Power will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Power Solutions listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.21 | Earnings Share 2.37 | Revenue Per Share | Quarterly Revenue Growth 0.086 | Return On Assets |
The market value of Power Solutions Inte is measured differently than its book value, which is the value of Power that is recorded on the company's balance sheet. Investors also form their own opinion of Power Solutions' value that differs from its market value or its book value, called intrinsic value, which is Power Solutions' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Power Solutions' market value can be influenced by many factors that don't directly affect Power Solutions' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Power Solutions' value and its price as these two are different measures arrived at by different means. Investors typically determine if Power Solutions is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Power Solutions' 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.
Power Solutions '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 Power Solutions' 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 Power Solutions.
| 12/08/2023 |
| 01/01/2025 |
If you would invest 0.00 in Power Solutions on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Power Solutions International, or generate 0.0% return on investment in Power Solutions over 390 days. Power Solutions is related to or competes with Enerpac Tool, Gorman Rupp, Crane, Franklin Electric, Luxfer Holdings, Hurco Companies, and Enpro Industries. Power Solutions International, Inc. designs, engineers, manufactures, markets, and sells engines and power systems in th... More
Power Solutions 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 Power Solutions' 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 Power Solutions International, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.71 | |||
| Information Ratio | 0.1072 | |||
| Maximum Drawdown | 52.16 | |||
| Value At Risk | (10.41) | |||
| Potential Upside | 15.0 |
Power Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Power Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Power Solutions' standard deviation. In reality, there are many statistical measures that can use Power Solutions historical prices to predict the future Power Solutions' volatility.| Risk Adjusted Performance | 0.0965 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 1.02 | |||
| Sortino Ratio | 0.1334 | |||
| Treynor Ratio | 0.9566 |
Power Solutions Inte Backtested Returns
Power Solutions is somewhat reliable given 3 months investment horizon. Power Solutions Inte maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1% return per unit of risk over the last 3 months. We were able to collect and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.04% are justified by taking the suggested risk. Use Power Solutions Semi Deviation of 7.05, risk adjusted performance of 0.0965, and Coefficient Of Variation of 923.14 to evaluate company specific risk that cannot be diversified away. Power Solutions holds a performance score of 8 on a scale of zero to a hundred. The company holds a Beta of 1.08, which implies a somewhat significant risk relative to the market. Power Solutions returns are very sensitive to returns on the market. As the market goes up or down, Power Solutions is expected to follow. Use Power Solutions treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to analyze future returns on Power Solutions.
Auto-correlation | 0.55 |
Modest predictability
Power Solutions International, has modest predictability. Overlapping area represents the amount of predictability between Power Solutions time series from 8th of December 2023 to 20th of June 2024 and 20th of June 2024 to 1st of January 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 Power Solutions Inte price movement. The serial correlation of 0.55 indicates that about 55.0% of current Power Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 51.87 |
Power Solutions Inte lagged returns against current returns
Autocorrelation, which is Power Solutions 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 Power Solutions' stock expected returns. We can calculate the autocorrelation of Power Solutions returns to help us make a trade decision. For example, suppose you find that Power Solutions 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 |
Power Solutions 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 Power Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Power Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Power Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Power Solutions Lagged Returns
When evaluating Power Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Power Solutions stock have on its future price. Power Solutions 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, Power Solutions autocorrelation shows the relationship between Power Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Power Solutions International,.
Regressed Prices |
| Timeline |
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Additional Tools for Power Stock Analysis
When running Power Solutions' price analysis, check to measure Power Solutions' 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 Power Solutions is operating at the current time. Most of Power Solutions' value examination focuses on studying past and present price action to predict the probability of Power Solutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Power Solutions' price. Additionally, you may evaluate how the addition of Power Solutions to your portfolios can decrease your overall portfolio volatility.