PVH Corp (UK) Market Value
| 0KEQ Stock | 91.39 0.82 0.91% |
| Symbol | PVH |
PVH Corp '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 PVH Corp'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 PVH Corp.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in PVH Corp on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding PVH Corp or generate 0.0% return on investment in PVH Corp over 150 days. PVH Corp is related to or competes with Roebuck Food, Rheinmetall, Bell Food, Hilton Food, Eastinco Mining, Ross Stores, and First. More
PVH Corp 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 PVH Corp'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 PVH Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 15.74 | |||
| Value At Risk | (5.46) | |||
| Potential Upside | 4.19 |
PVH Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PVH Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PVH Corp's standard deviation. In reality, there are many statistical measures that can use PVH Corp historical prices to predict the future PVH Corp's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | 1.42 |
PVH Corp Backtested Returns
PVH Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.045, which implies the firm had a -0.045 % return per unit of volatility over the last 3 months. PVH Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PVH Corp's coefficient of variation of (2,224), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The company holds a Beta of -0.0976, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PVH Corp are expected to decrease at a much lower rate. During the bear market, PVH Corp is likely to outperform the market. At this point, PVH Corp has a negative expected return of -0.13%. Please make sure to check PVH Corp's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if PVH Corp performance from the past will be repeated at future time.
Auto-correlation | -0.12 |
Insignificant reverse predictability
PVH Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between PVH Corp time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st 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 PVH Corp price movement. The serial correlation of -0.12 indicates that less than 12.0% of current PVH Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 44.79 |
PVH Corp lagged returns against current returns
Autocorrelation, which is PVH Corp 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 PVH Corp's stock expected returns. We can calculate the autocorrelation of PVH Corp returns to help us make a trade decision. For example, suppose you find that PVH Corp 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 |
PVH Corp 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 PVH Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PVH Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PVH Corp stock over time.
Current vs Lagged Prices |
| Timeline |
PVH Corp Lagged Returns
When evaluating PVH Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PVH Corp stock have on its future price. PVH Corp 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, PVH Corp autocorrelation shows the relationship between PVH Corp stock current value and its past values and can show if there is a momentum factor associated with investing in PVH Corp.
Regressed Prices |
| Timeline |
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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 PVH Stock Analysis
When running PVH Corp's price analysis, check to measure PVH Corp'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 PVH Corp is operating at the current time. Most of PVH Corp's value examination focuses on studying past and present price action to predict the probability of PVH Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PVH Corp's price. Additionally, you may evaluate how the addition of PVH Corp to your portfolios can decrease your overall portfolio volatility.