PUMA SE (Germany) Market Value
| PUM Stock | EUR 22.70 4.19 15.58% |
| Symbol | PUMA |
PUMA SE '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 PUMA SE'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 PUMA SE.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in PUMA SE on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding PUMA SE or generate 0.0% return on investment in PUMA SE over 90 days. PUMA SE is related to or competes with NAKED WINES, ONWARD MEDICAL, Japan Medical, SEDANA MEDICAL, Nufarm, and Daito Trust. PUMA SE, together with its subsidiaries, designs, develops, sells, and markets footwear, apparel, and accessories in Eur... More
PUMA SE 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 PUMA SE'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 PUMA SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 21.52 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 2.89 |
PUMA SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PUMA SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PUMA SE's standard deviation. In reality, there are many statistical measures that can use PUMA SE historical prices to predict the future PUMA SE's volatility.| Risk Adjusted Performance | (0.22) | |||
| Jensen Alpha | (0.87) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (1.91) |
PUMA SE Backtested Returns
PUMA SE maintains Sharpe Ratio (i.e., Efficiency) of -0.31, which implies the firm had a -0.31 % return per unit of volatility over the last 3 months. PUMA SE exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PUMA SE's coefficient of variation of (374.49), and Risk Adjusted Performance of (0.22) to confirm the risk estimate we provide. The company holds a Beta of 0.49, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PUMA SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding PUMA SE is expected to be smaller as well. At this point, PUMA SE has a negative expected return of -1.1%. Please make sure to check PUMA SE's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if PUMA SE performance from the past will be repeated at some future point.
Auto-correlation | 0.55 |
Modest predictability
PUMA SE has modest predictability. Overlapping area represents the amount of predictability between PUMA SE 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 PUMA SE price movement. The serial correlation of 0.55 indicates that about 55.0% of current PUMA SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.95 |
PUMA SE lagged returns against current returns
Autocorrelation, which is PUMA SE 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 PUMA SE's stock expected returns. We can calculate the autocorrelation of PUMA SE returns to help us make a trade decision. For example, suppose you find that PUMA SE 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 |
PUMA SE 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 PUMA SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PUMA SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PUMA SE stock over time.
Current vs Lagged Prices |
| Timeline |
PUMA SE Lagged Returns
When evaluating PUMA SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PUMA SE stock have on its future price. PUMA SE 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, PUMA SE autocorrelation shows the relationship between PUMA SE stock current value and its past values and can show if there is a momentum factor associated with investing in PUMA SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PUMA Stock
PUMA SE financial ratios help investors to determine whether PUMA 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 PUMA with respect to the benefits of owning PUMA SE security.