Pegasus Tel Stock Market Value
| PTEL Stock | USD 0 0.0001 7.69% |
| Symbol | Pegasus |
Pegasus Tel '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 Pegasus Tel'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 Pegasus Tel.
| 11/06/2024 |
| 12/06/2024 |
If you would invest 0.00 in Pegasus Tel on November 6, 2024 and sell it all today you would earn a total of 0.00 from holding Pegasus Tel or generate 0.0% return on investment in Pegasus Tel over 30 days. Pegasus Tel is related to or competes with BCE, Advanced Info, SwissCom, Hellenic Telecommunicatio, and KonaTel. The company, through its subsidiary, Blue Bull Ventures B.V., also provides venture capital from European private equity... More
Pegasus Tel 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 Pegasus Tel'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 Pegasus Tel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.26 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 51.65 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 16.67 |
Pegasus Tel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pegasus Tel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pegasus Tel's standard deviation. In reality, there are many statistical measures that can use Pegasus Tel historical prices to predict the future Pegasus Tel's volatility.| Risk Adjusted Performance | 0.0166 | |||
| Jensen Alpha | 0.0166 | |||
| Total Risk Alpha | (1.43) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1611 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pegasus Tel's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Pegasus Tel Backtested Returns
Pegasus Tel appears to be out of control, given 3 months investment horizon. Pegasus Tel maintains Sharpe Ratio (i.e., Efficiency) of 0.0378, which implies the firm had a 0.0378% return per unit of risk over the last 3 months. We have found thirty technical indicators for Pegasus Tel, which you can use to evaluate the volatility of the company. Please evaluate Pegasus Tel's Semi Deviation of 6.43, risk adjusted performance of 0.0166, and Coefficient Of Variation of 10058.77 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pegasus Tel holds a performance score of 2. The company holds a Beta of 0.48, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pegasus Tel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pegasus Tel is expected to be smaller as well. Please check Pegasus Tel's sortino ratio and the relationship between the downside variance and market facilitation index , to make a quick decision on whether Pegasus Tel's historical price patterns will revert.
Auto-correlation | 0.25 |
Poor predictability
Pegasus Tel has poor predictability. Overlapping area represents the amount of predictability between Pegasus Tel time series from 6th of November 2024 to 21st of November 2024 and 21st of November 2024 to 6th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pegasus Tel price movement. The serial correlation of 0.25 indicates that over 25.0% of current Pegasus Tel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pegasus Tel lagged returns against current returns
Autocorrelation, which is Pegasus Tel 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 Pegasus Tel's pink sheet expected returns. We can calculate the autocorrelation of Pegasus Tel returns to help us make a trade decision. For example, suppose you find that Pegasus Tel 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 |
Pegasus Tel 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 Pegasus Tel pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pegasus Tel pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pegasus Tel pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pegasus Tel Lagged Returns
When evaluating Pegasus Tel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pegasus Tel pink sheet have on its future price. Pegasus Tel 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, Pegasus Tel autocorrelation shows the relationship between Pegasus Tel pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pegasus Tel.
Regressed Prices |
| Timeline |
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Pegasus Tel financial ratios help investors to determine whether Pegasus 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 Pegasus with respect to the benefits of owning Pegasus Tel security.