Permanent Tsb Group Stock Market Value
| ILPMY Stock | USD 1.74 0.21 10.77% |
| Symbol | Permanent |
Permanent TSB '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 Permanent TSB's pink sheet 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 Permanent TSB.
| 09/11/2024 |
| 03/10/2025 |
If you would invest 0.00 in Permanent TSB on September 11, 2024 and sell it all today you would earn a total of 0.00 from holding Permanent TSB Group or generate 0.0% return on investment in Permanent TSB over 180 days. Permanent TSB is related to or competes with Japan Post, Commercial International, Kasikornbank Public, China Merchants, Uwharrie Capital, Bankinter, and Turkiye Garanti. Permanent TSB Group Holdings plc provides financial services to retail, and small and medium sized enterprises More
Permanent TSB 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 Permanent TSB's pink sheet 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 Permanent TSB Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1033 | |||
| Maximum Drawdown | 25.48 |
Permanent TSB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Permanent TSB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Permanent TSB's standard deviation. In reality, there are many statistical measures that can use Permanent TSB historical prices to predict the future Permanent TSB's volatility.| Risk Adjusted Performance | 0.0698 | |||
| Jensen Alpha | 0.23 | |||
| Total Risk Alpha | 0.4653 | |||
| Treynor Ratio | 0.6429 |
Permanent TSB Group Backtested Returns
Permanent TSB appears to be very risky, given 3 months investment horizon. Permanent TSB Group maintains Sharpe Ratio (i.e., Efficiency) of 0.0793, which implies the firm had a 0.0793 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Permanent TSB Group, which you can use to evaluate the volatility of the company. Please evaluate Permanent TSB's Risk Adjusted Performance of 0.0698, variance of 7.41, and Coefficient Of Variation of 1261.42 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Permanent TSB holds a performance score of 6. The company holds a Beta of 0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Permanent TSB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Permanent TSB is expected to be smaller as well. Please check Permanent TSB's jensen alpha and day median price , to make a quick decision on whether Permanent TSB's historical price patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Permanent TSB Group has poor reverse predictability. Overlapping area represents the amount of predictability between Permanent TSB time series from 11th of September 2024 to 10th of December 2024 and 10th of December 2024 to 10th 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 Permanent TSB Group price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Permanent TSB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Permanent TSB Group lagged returns against current returns
Autocorrelation, which is Permanent TSB pink sheet'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 Permanent TSB's pink sheet expected returns. We can calculate the autocorrelation of Permanent TSB returns to help us make a trade decision. For example, suppose you find that Permanent TSB has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Permanent TSB 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 Permanent TSB pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Permanent TSB pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Permanent TSB pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Permanent TSB Lagged Returns
When evaluating Permanent TSB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Permanent TSB pink sheet have on its future price. Permanent TSB 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, Permanent TSB autocorrelation shows the relationship between Permanent TSB pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Permanent TSB Group.
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 Permanent Pink Sheet Analysis
When running Permanent TSB's price analysis, check to measure Permanent TSB'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 Permanent TSB is operating at the current time. Most of Permanent TSB's value examination focuses on studying past and present price action to predict the probability of Permanent TSB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Permanent TSB's price. Additionally, you may evaluate how the addition of Permanent TSB to your portfolios can decrease your overall portfolio volatility.