Pullup Entertainment (France) Market Value
| ALPUL Stock | 19.86 0.34 1.68% |
| Symbol | Pullup |
Pullup Entertainment '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 Pullup Entertainment'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 Pullup Entertainment.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Pullup Entertainment on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Pullup Entertainment Socit or generate 0.0% return on investment in Pullup Entertainment over 30 days.
Pullup Entertainment 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 Pullup Entertainment'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 Pullup Entertainment Socit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.56 | |||
| Information Ratio | 0.0603 | |||
| Maximum Drawdown | 22.49 | |||
| Value At Risk | (4.63) | |||
| Potential Upside | 8.16 |
Pullup Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pullup Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pullup Entertainment's standard deviation. In reality, there are many statistical measures that can use Pullup Entertainment historical prices to predict the future Pullup Entertainment's volatility.| Risk Adjusted Performance | 0.0792 | |||
| Jensen Alpha | 0.2484 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.0648 | |||
| Treynor Ratio | 0.4085 |
Pullup Entertainment Backtested Returns
Pullup Entertainment appears to be not too volatile, given 3 months investment horizon. Pullup Entertainment maintains Sharpe Ratio (i.e., Efficiency) of 0.0862, which implies the firm had a 0.0862% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pullup Entertainment, which you can use to evaluate the volatility of the company. Please evaluate Pullup Entertainment's Coefficient Of Variation of 1075.52, risk adjusted performance of 0.0792, and Semi Deviation of 3.07 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pullup Entertainment holds a performance score of 6. The company holds a Beta of 0.85, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pullup Entertainment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pullup Entertainment is expected to be smaller as well. Please check Pullup Entertainment's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Pullup Entertainment's historical price patterns will revert.
Auto-correlation | -0.08 |
Very weak reverse predictability
Pullup Entertainment Socit has very weak reverse predictability. Overlapping area represents the amount of predictability between Pullup Entertainment time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pullup Entertainment price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Pullup Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Pullup Entertainment lagged returns against current returns
Autocorrelation, which is Pullup Entertainment 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 Pullup Entertainment's stock expected returns. We can calculate the autocorrelation of Pullup Entertainment returns to help us make a trade decision. For example, suppose you find that Pullup Entertainment 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 |
Pullup Entertainment 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 Pullup Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pullup Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pullup Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
Pullup Entertainment Lagged Returns
When evaluating Pullup Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pullup Entertainment stock have on its future price. Pullup Entertainment 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, Pullup Entertainment autocorrelation shows the relationship between Pullup Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in Pullup Entertainment Socit.
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 Pullup Stock Analysis
When running Pullup Entertainment's price analysis, check to measure Pullup Entertainment'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 Pullup Entertainment is operating at the current time. Most of Pullup Entertainment's value examination focuses on studying past and present price action to predict the probability of Pullup Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pullup Entertainment's price. Additionally, you may evaluate how the addition of Pullup Entertainment to your portfolios can decrease your overall portfolio volatility.