PULSION Medical (Germany) Market Value
| PUS Stock | EUR 16.00 0.10 0.63% |
| Symbol | PULSION |
PULSION Medical '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 PULSION Medical'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 PULSION Medical.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in PULSION Medical on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding PULSION Medical Systems or generate 0.0% return on investment in PULSION Medical over 60 days. PULSION Medical is related to or competes with Samsung Electronics, Samsung Electronics, Berkshire Hathaway, and WOORI FIN. More
PULSION Medical 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 PULSION Medical'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 PULSION Medical Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.6289 |
PULSION Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PULSION Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PULSION Medical's standard deviation. In reality, there are many statistical measures that can use PULSION Medical historical prices to predict the future PULSION Medical's volatility.| Risk Adjusted Performance | 0.0055 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0247 |
PULSION Medical Systems Backtested Returns
Currently, PULSION Medical Systems is very steady. PULSION Medical Systems maintains Sharpe Ratio (i.e., Efficiency) of 0.005, which implies the firm had a 0.005% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for PULSION Medical Systems, which you can use to evaluate the volatility of the company. Please check PULSION Medical's semi deviation of 0.6904, and Risk Adjusted Performance of 0.0055 to confirm if the risk estimate we provide is consistent with the expected return of 0.0051%. The company holds a Beta of -0.22, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PULSION Medical are expected to decrease at a much lower rate. During the bear market, PULSION Medical is likely to outperform the market. PULSION Medical Systems presently holds a risk of 1.02%. Please check PULSION Medical Systems semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if PULSION Medical Systems will be following its historical price patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
PULSION Medical Systems has weak reverse predictability. Overlapping area represents the amount of predictability between PULSION Medical time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 PULSION Medical Systems price movement. The serial correlation of -0.25 indicates that over 25.0% of current PULSION Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
PULSION Medical Systems lagged returns against current returns
Autocorrelation, which is PULSION Medical 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 PULSION Medical's stock expected returns. We can calculate the autocorrelation of PULSION Medical returns to help us make a trade decision. For example, suppose you find that PULSION Medical 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 |
PULSION Medical 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 PULSION Medical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PULSION Medical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PULSION Medical stock over time.
Current vs Lagged Prices |
| Timeline |
PULSION Medical Lagged Returns
When evaluating PULSION Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PULSION Medical stock have on its future price. PULSION Medical 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, PULSION Medical autocorrelation shows the relationship between PULSION Medical stock current value and its past values and can show if there is a momentum factor associated with investing in PULSION Medical Systems.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for PULSION Stock Analysis
When running PULSION Medical's price analysis, check to measure PULSION Medical'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 PULSION Medical is operating at the current time. Most of PULSION Medical's value examination focuses on studying past and present price action to predict the probability of PULSION Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PULSION Medical's price. Additionally, you may evaluate how the addition of PULSION Medical to your portfolios can decrease your overall portfolio volatility.