Pan African Resources Stock Market Value
| PAFRY Stock | USD 34.50 7.33 26.98% |
| Symbol | Pan |
Pan African '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 Pan African's otc 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 Pan African.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in Pan African on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding Pan African Resources or generate 0.0% return on investment in Pan African over 720 days. Pan African is related to or competes with FireFox Gold, Cabral Gold, Belo Sun, Xtra-Gold Resources, Majestic Gold, Aurion Resources, and Galane Gold. Pan African Resources PLC engages in the mining, extraction, production, and the sale of gold in South Africa More
Pan African 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 Pan African's otc 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 Pan African Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1764 | |||
| Maximum Drawdown | 52.86 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 12.51 |
Pan African Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pan African's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pan African's standard deviation. In reality, there are many statistical measures that can use Pan African historical prices to predict the future Pan African's volatility.| Risk Adjusted Performance | 0.1414 | |||
| Jensen Alpha | 1.29 | |||
| Total Risk Alpha | 0.5553 | |||
| Treynor Ratio | 7.1 |
Pan African Resources Backtested Returns
Pan African is not too volatile given 3 months investment horizon. Pan African Resources maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-two different technical indicators, which can help you to evaluate if expected returns of 1.35% are justified by taking the suggested risk. Use Pan African Risk Adjusted Performance of 0.1414, coefficient of variation of 529.93, and Variance of 48.14 to evaluate company specific risk that cannot be diversified away. Pan African holds a performance score of 15 on a scale of zero to a hundred. The company holds a Beta of 0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pan African's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pan African is expected to be smaller as well. Use Pan African jensen alpha, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to analyze future returns on Pan African.
Auto-correlation | 0.90 |
Excellent predictability
Pan African Resources has excellent predictability. Overlapping area represents the amount of predictability between Pan African time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th of December 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 Pan African Resources price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Pan African price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 34.05 |
Pan African Resources lagged returns against current returns
Autocorrelation, which is Pan African otc 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 Pan African's otc stock expected returns. We can calculate the autocorrelation of Pan African returns to help us make a trade decision. For example, suppose you find that Pan African has exhibited high autocorrelation historically, and you observe that the otc 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 |
Pan African 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 Pan African otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pan African otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pan African otc stock over time.
Current vs Lagged Prices |
| Timeline |
Pan African Lagged Returns
When evaluating Pan African's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pan African otc stock have on its future price. Pan African 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, Pan African autocorrelation shows the relationship between Pan African otc stock current value and its past values and can show if there is a momentum factor associated with investing in Pan African Resources.
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 Pan OTC Stock Analysis
When running Pan African's price analysis, check to measure Pan African'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 Pan African is operating at the current time. Most of Pan African's value examination focuses on studying past and present price action to predict the probability of Pan African's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pan African's price. Additionally, you may evaluate how the addition of Pan African to your portfolios can decrease your overall portfolio volatility.