Power Integrations (Germany) Market Value
| PWI Stock | EUR 59.50 0.50 0.85% |
| Symbol | Power |
Power Integrations '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 Power Integrations' 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 Power Integrations.
| 06/30/2023 |
| 01/20/2025 |
If you would invest 0.00 in Power Integrations on June 30, 2023 and sell it all today you would earn a total of 0.00 from holding Power Integrations or generate 0.0% return on investment in Power Integrations over 570 days. Power Integrations is related to or competes with Iridium Communications, AXWAY SOFTWARE, CyberArk Software, Infrastrutture Wireless, OFFICE DEPOT, FIH MOBILE, and Unity Software. Power Integrations, Inc. designs, develops, and markets analog and mixed-signal integrated circuits , and other electron... More
Power Integrations 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 Power Integrations' 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 Power Integrations upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.0199 | |||
| Maximum Drawdown | 11.43 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 3.62 |
Power Integrations Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Power Integrations' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Power Integrations' standard deviation. In reality, there are many statistical measures that can use Power Integrations historical prices to predict the future Power Integrations' volatility.| Risk Adjusted Performance | 0.0342 | |||
| Jensen Alpha | 0.0729 | |||
| Total Risk Alpha | 0.0118 | |||
| Sortino Ratio | 0.0185 | |||
| Treynor Ratio | (0.13) |
Power Integrations Backtested Returns
At this point, Power Integrations is very steady. Power Integrations maintains Sharpe Ratio (i.e., Efficiency) of 0.0336, which implies the firm had a 0.0336 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Power Integrations, which you can use to evaluate the volatility of the company. Please check Power Integrations' Semi Deviation of 1.88, risk adjusted performance of 0.0342, and Coefficient Of Variation of 2976.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.073%. Power Integrations has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of -0.5, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Power Integrations are expected to decrease at a much lower rate. During the bear market, Power Integrations is likely to outperform the market. Power Integrations right now holds a risk of 2.17%. Please check Power Integrations value at risk, expected short fall, rate of daily change, as well as the relationship between the downside variance and kurtosis , to decide if Power Integrations will be following its historical price patterns.
Auto-correlation | 0.36 |
Below average predictability
Power Integrations has below average predictability. Overlapping area represents the amount of predictability between Power Integrations time series from 30th of June 2023 to 10th of April 2024 and 10th of April 2024 to 20th 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 Power Integrations price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Power Integrations price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 26.16 |
Power Integrations lagged returns against current returns
Autocorrelation, which is Power Integrations 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 Power Integrations' stock expected returns. We can calculate the autocorrelation of Power Integrations returns to help us make a trade decision. For example, suppose you find that Power Integrations 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 |
Power Integrations 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 Power Integrations stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Power Integrations stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Power Integrations stock over time.
Current vs Lagged Prices |
| Timeline |
Power Integrations Lagged Returns
When evaluating Power Integrations' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Power Integrations stock have on its future price. Power Integrations 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, Power Integrations autocorrelation shows the relationship between Power Integrations stock current value and its past values and can show if there is a momentum factor associated with investing in Power Integrations.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Power Stock
When determining whether Power Integrations offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Power Integrations' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Power Integrations Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Power Integrations Stock:Check out Power Integrations Correlation, Power Integrations Volatility and Power Integrations Alpha and Beta module to complement your research on Power Integrations. For more detail on how to invest in Power Stock please use our How to Invest in Power Integrations guide.You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Power Integrations technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.