Puma Se Stock Market Value
| PUMSY Stock | USD 2.39 0.05 2.14% |
| 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 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 PUMA SE.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in PUMA SE on December 15, 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 Adidas AG, Nike, ASICS, Adidas AG, American Rebel, Skechers USA, and Forward Industries. PUMA SE, together with its subsidiaries, designs, develops, sells, and markets footwear, apparel, and accessories for me... 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 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 PUMA SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 19.12 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 3.07 |
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 | (0.25) | |||
| Jensen Alpha | (1.05) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | (4.53) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PUMA SE'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.
PUMA SE Backtested Returns
PUMA SE maintains Sharpe Ratio (i.e., Efficiency) of -0.3, which implies the firm had a -0.3 % 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 risk adjusted performance of (0.25), and Coefficient Of Variation of (335.31) to confirm the risk estimate we provide. The company holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. 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 -1.06%. Please make sure to check PUMA SE's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if PUMA SE performance from the past will be repeated at some future point.
Auto-correlation | -0.09 |
Very weak reverse predictability
PUMA SE has very weak reverse predictability. Overlapping area represents the amount of predictability between PUMA SE time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 -0.09 indicates that less than 9.0% of current PUMA SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
PUMA SE lagged returns against current returns
Autocorrelation, which is PUMA SE 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 PUMA SE's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PUMA SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PUMA SE pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PUMA SE.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for PUMA Pink Sheet Analysis
When running PUMA SE's price analysis, check to measure PUMA SE's 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 PUMA SE is operating at the current time. Most of PUMA SE's value examination focuses on studying past and present price action to predict the probability of PUMA SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PUMA SE's price. Additionally, you may evaluate how the addition of PUMA SE to your portfolios can decrease your overall portfolio volatility.