PowerHouse Energy (Germany) Market Value
| BT81 Stock | EUR 0.01 0.0006 5.08% |
| Symbol | PowerHouse |
PowerHouse Energy '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 PowerHouse Energy'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 PowerHouse Energy.
| 08/30/2024 |
| 11/28/2024 |
If you would invest 0.00 in PowerHouse Energy on August 30, 2024 and sell it all today you would earn a total of 0.00 from holding PowerHouse Energy Group or generate 0.0% return on investment in PowerHouse Energy over 90 days. PowerHouse Energy is related to or competes with Pebblebrook Hotel, TRAINLINE PLC, Gaztransport Technigaz, Dalata Hotel, Hyatt Hotels, MELIA HOTELS, and QUEEN S. PowerHouse Energy Group Plc designs, delivers, and licenses plastic regeneration processes to generate hydrogen and elec... More
PowerHouse Energy 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 PowerHouse Energy'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 PowerHouse Energy Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 27.2 | |||
| Value At Risk | (5.71) | |||
| Potential Upside | 8.2 |
PowerHouse Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PowerHouse Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PowerHouse Energy's standard deviation. In reality, there are many statistical measures that can use PowerHouse Energy historical prices to predict the future PowerHouse Energy's volatility.| Risk Adjusted Performance | 0.0013 | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | (0.07) |
PowerHouse Energy Backtested Returns
PowerHouse Energy maintains Sharpe Ratio (i.e., Efficiency) of -0.0091, which implies the firm had a -0.0091% return per unit of risk over the last 3 months. PowerHouse Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PowerHouse Energy's Coefficient Of Variation of (10,973), variance of 20.76, and Risk Adjusted Performance of 0.0013 to confirm the risk estimate we provide. The company holds a Beta of 0.79, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PowerHouse Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding PowerHouse Energy is expected to be smaller as well. At this point, PowerHouse Energy has a negative expected return of -0.0415%. Please make sure to check PowerHouse Energy's maximum drawdown, skewness, daily balance of power, as well as the relationship between the potential upside and kurtosis , to decide if PowerHouse Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
PowerHouse Energy Group has modest predictability. Overlapping area represents the amount of predictability between PowerHouse Energy time series from 30th of August 2024 to 14th of October 2024 and 14th of October 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 PowerHouse Energy price movement. The serial correlation of 0.55 indicates that about 55.0% of current PowerHouse Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PowerHouse Energy lagged returns against current returns
Autocorrelation, which is PowerHouse Energy 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 PowerHouse Energy's stock expected returns. We can calculate the autocorrelation of PowerHouse Energy returns to help us make a trade decision. For example, suppose you find that PowerHouse Energy 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 |
PowerHouse Energy 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 PowerHouse Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PowerHouse Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PowerHouse Energy stock over time.
Current vs Lagged Prices |
| Timeline |
PowerHouse Energy Lagged Returns
When evaluating PowerHouse Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PowerHouse Energy stock have on its future price. PowerHouse Energy 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, PowerHouse Energy autocorrelation shows the relationship between PowerHouse Energy stock current value and its past values and can show if there is a momentum factor associated with investing in PowerHouse Energy Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PowerHouse Stock
PowerHouse Energy financial ratios help investors to determine whether PowerHouse Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in PowerHouse with respect to the benefits of owning PowerHouse Energy security.