Publicis Groupe (Germany) Market Value
| PU4 Stock | EUR 95.36 5.74 5.68% |
| Symbol | Publicis |
Publicis Groupe '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 Publicis Groupe'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 Publicis Groupe.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Publicis Groupe on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Publicis Groupe SA or generate 0.0% return on investment in Publicis Groupe over 720 days. Publicis Groupe is related to or competes with Omnicom, Superior Plus, Origin Agritech, Identiv, Intel, and Volkswagen. Publicis Groupe S.A. provides communication, value chain, consulting, execution, and marketing and digital business tran... More
Publicis Groupe 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 Publicis Groupe'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 Publicis Groupe SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.0333 | |||
| Maximum Drawdown | 7.94 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 2.74 |
Publicis Groupe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Publicis Groupe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Publicis Groupe's standard deviation. In reality, there are many statistical measures that can use Publicis Groupe historical prices to predict the future Publicis Groupe's volatility.| Risk Adjusted Performance | 0.0221 | |||
| Jensen Alpha | 0.0217 | |||
| Total Risk Alpha | 0.0648 | |||
| Sortino Ratio | 0.0363 | |||
| Treynor Ratio | (0.91) |
Publicis Groupe SA Backtested Returns
Publicis Groupe SA maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Publicis Groupe SA exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Publicis Groupe's Semi Deviation of 1.15, risk adjusted performance of 0.0221, and Coefficient Of Variation of 4215.02 to confirm the risk estimate we provide. The company holds a Beta of -0.0246, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Publicis Groupe are expected to decrease at a much lower rate. During the bear market, Publicis Groupe is likely to outperform the market. At this point, Publicis Groupe SA has a negative expected return of -0.0023%. Please make sure to check Publicis Groupe's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Publicis Groupe SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.46 |
Average predictability
Publicis Groupe SA has average predictability. Overlapping area represents the amount of predictability between Publicis Groupe time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Publicis Groupe SA price movement. The serial correlation of 0.46 indicates that about 46.0% of current Publicis Groupe price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 12.93 |
Publicis Groupe SA lagged returns against current returns
Autocorrelation, which is Publicis Groupe 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 Publicis Groupe's stock expected returns. We can calculate the autocorrelation of Publicis Groupe returns to help us make a trade decision. For example, suppose you find that Publicis Groupe 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 |
Publicis Groupe 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 Publicis Groupe stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Publicis Groupe stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Publicis Groupe stock over time.
Current vs Lagged Prices |
| Timeline |
Publicis Groupe Lagged Returns
When evaluating Publicis Groupe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Publicis Groupe stock have on its future price. Publicis Groupe 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, Publicis Groupe autocorrelation shows the relationship between Publicis Groupe stock current value and its past values and can show if there is a momentum factor associated with investing in Publicis Groupe SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Publicis Stock
Publicis Groupe financial ratios help investors to determine whether Publicis Stock 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 Publicis with respect to the benefits of owning Publicis Groupe security.