Power Integrations (Germany) Market Value
| PWI Stock | 54.50 0.50 0.91% |
| 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.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Power Integrations on December 12, 2024 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 90 days. Power Integrations is related to or competes with Sligro Food, BLUESCOPE STEEL, AUSNUTRIA DAIRY, Nomad Foods, BRIT AMER, MAANSHAN IRON, and British American. 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.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.61 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 3.37 |
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 | (0.08) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.094 | |||
| Treynor Ratio | (4.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Power Integrations' 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.
Power Integrations Backtested Returns
Power Integrations maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the firm had a -0.11 % return per unit of risk over the last 3 months. Power Integrations exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Power Integrations' Coefficient Of Variation of (947.64), variance of 3.86, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The company holds a Beta of 0.0508, which implies not very significant fluctuations relative to the market. As returns on the market increase, Power Integrations' returns are expected to increase less than the market. However, during the bear market, the loss of holding Power Integrations is expected to be smaller as well. At this point, Power Integrations has a negative expected return of -0.22%. Please make sure to check Power Integrations' potential upside, daily balance of power, as well as the relationship between the Daily Balance Of Power and market facilitation index , to decide if Power Integrations performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Power Integrations has very weak reverse predictability. Overlapping area represents the amount of predictability between Power Integrations time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Power Integrations price movement. The serial correlation of -0.03 indicates that only 3.0% of current Power Integrations price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 4.52 |
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 |
Thematic Opportunities
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Additional Tools for Power Stock Analysis
When running Power Integrations' price analysis, check to measure Power Integrations' 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 Power Integrations is operating at the current time. Most of Power Integrations' value examination focuses on studying past and present price action to predict the probability of Power Integrations' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Power Integrations' price. Additionally, you may evaluate how the addition of Power Integrations to your portfolios can decrease your overall portfolio volatility.