Pennon Group Plc Stock Market Value
| PEGRF Stock | USD 7.20 0.27 3.61% |
| Symbol | Pennon |
Pennon Group '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 Pennon Group'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 Pennon Group.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Pennon Group on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Pennon Group Plc or generate 0.0% return on investment in Pennon Group over 30 days. Pennon Group is related to or competes with Beijing Enterprises, Drax Group, Public Power, Drax Group, Electric Power, Scatec ASA, and Pge Polska. Pennon Group Plc provides clean water and wastewater services in the United Kingdom More
Pennon Group 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 Pennon Group'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 Pennon Group Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.38 | |||
| Information Ratio | 0.0034 | |||
| Maximum Drawdown | 27.35 | |||
| Value At Risk | (5.97) | |||
| Potential Upside | 7.41 |
Pennon Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pennon Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pennon Group's standard deviation. In reality, there are many statistical measures that can use Pennon Group historical prices to predict the future Pennon Group's volatility.| Risk Adjusted Performance | 0.0276 | |||
| Jensen Alpha | 0.1034 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.0019 | |||
| Treynor Ratio | 10.22 |
Pennon Group Plc Backtested Returns
At this point, Pennon Group is moderately volatile. Pennon Group Plc maintains Sharpe Ratio (i.e., Efficiency) of 0.0367, which implies the firm had a 0.0367 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Pennon Group Plc, which you can use to evaluate the volatility of the company. Please check Pennon Group's Semi Deviation of 3.02, coefficient of variation of 3585.19, and Risk Adjusted Performance of 0.0276 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Pennon Group has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.0102, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pennon Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pennon Group is expected to be smaller as well. Pennon Group Plc right now holds a risk of 4.19%. Please check Pennon Group Plc treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Pennon Group Plc will be following its historical price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Pennon Group Plc has good reverse predictability. Overlapping area represents the amount of predictability between Pennon Group time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th of January 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 Pennon Group Plc price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Pennon Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Pennon Group Plc lagged returns against current returns
Autocorrelation, which is Pennon Group 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 Pennon Group's pink sheet expected returns. We can calculate the autocorrelation of Pennon Group returns to help us make a trade decision. For example, suppose you find that Pennon Group 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 |
Pennon Group 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 Pennon Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pennon Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pennon Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pennon Group Lagged Returns
When evaluating Pennon Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pennon Group pink sheet have on its future price. Pennon Group 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, Pennon Group autocorrelation shows the relationship between Pennon Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pennon Group Plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pennon Pink Sheet
Pennon Group financial ratios help investors to determine whether Pennon 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 Pennon with respect to the benefits of owning Pennon Group security.