Pernod Ricard Sa Stock Market Value
| PDRDF Stock | USD 99.39 1.32 1.35% |
| Symbol | Pernod |
Pernod Ricard '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 Pernod Ricard'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 Pernod Ricard.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Pernod Ricard on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Pernod Ricard SA or generate 0.0% return on investment in Pernod Ricard over 90 days. Pernod Ricard is related to or competes with Associated British, Beiersdorf, Beiersdorf Aktiengesellscha, Associated British, Essity AB, Heineken Holding, and Heineken Holding. Pernod Ricard SA produces and sells wines and spirits worldwide More
Pernod Ricard 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 Pernod Ricard'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 Pernod Ricard SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.41 | |||
| Information Ratio | 0.0364 | |||
| Maximum Drawdown | 12.21 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 5.04 |
Pernod Ricard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pernod Ricard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pernod Ricard's standard deviation. In reality, there are many statistical measures that can use Pernod Ricard historical prices to predict the future Pernod Ricard's volatility.| Risk Adjusted Performance | 0.0593 | |||
| Jensen Alpha | 0.1418 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0377 | |||
| Treynor Ratio | 0.5793 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pernod Ricard's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Pernod Ricard February 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0593 | |||
| Market Risk Adjusted Performance | 0.5893 | |||
| Mean Deviation | 1.88 | |||
| Semi Deviation | 2.19 | |||
| Downside Deviation | 2.41 | |||
| Coefficient Of Variation | 1457.72 | |||
| Standard Deviation | 2.5 | |||
| Variance | 6.25 | |||
| Information Ratio | 0.0364 | |||
| Jensen Alpha | 0.1418 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0377 | |||
| Treynor Ratio | 0.5793 | |||
| Maximum Drawdown | 12.21 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 5.04 | |||
| Downside Variance | 5.81 | |||
| Semi Variance | 4.81 | |||
| Expected Short fall | (2.11) | |||
| Skewness | 0.0354 | |||
| Kurtosis | 0.4433 |
Pernod Ricard SA Backtested Returns
Pernod Ricard appears to be very steady, given 3 months investment horizon. Pernod Ricard SA maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Pernod Ricard SA, which you can use to evaluate the volatility of the company. Please evaluate Pernod Ricard's Risk Adjusted Performance of 0.0593, semi deviation of 2.19, and Coefficient Of Variation of 1457.72 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pernod Ricard holds a performance score of 8. The company holds a Beta of 0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pernod Ricard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pernod Ricard is expected to be smaller as well. Please check Pernod Ricard's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to make a quick decision on whether Pernod Ricard's historical price patterns will revert.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Pernod Ricard SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Pernod Ricard time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pernod Ricard SA price movement. The serial correlation of -0.73 indicates that around 73.0% of current Pernod Ricard price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 28.45 |
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Other Information on Investing in Pernod Pink Sheet
Pernod Ricard financial ratios help investors to determine whether Pernod Pink Sheet 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 Pernod with respect to the benefits of owning Pernod Ricard security.