Private Equity (Switzerland) Market Value
| PEHN Stock | CHF 74.00 2.00 2.63% |
| Symbol | Private |
Private Equity '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 Private Equity'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 Private Equity.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Private Equity on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Private Equity Holding or generate 0.0% return on investment in Private Equity over 30 days. Private Equity is related to or competes with Orior AG, HIAG Immobilien, Bellevue Group, and Feintool International. Private Equity Holding AG specializes in fund of funds, secondary indirect investments and selective direct co-investmen... More
Private Equity 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 Private Equity'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 Private Equity Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.0637 | |||
| Maximum Drawdown | 8.97 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 2.99 |
Private Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Private Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Private Equity's standard deviation. In reality, there are many statistical measures that can use Private Equity historical prices to predict the future Private Equity's volatility.| Risk Adjusted Performance | 0.0547 | |||
| Jensen Alpha | 0.1026 | |||
| Total Risk Alpha | 0.1117 | |||
| Sortino Ratio | 0.0577 | |||
| Treynor Ratio | 0.2792 |
Private Equity Holding Backtested Returns
At this stage we consider Private Stock to be very steady. Private Equity Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.0763, which implies the firm had a 0.0763 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Private Equity Holding, which you can use to evaluate the volatility of the company. Please check Private Equity's Semi Deviation of 1.48, risk adjusted performance of 0.0547, and Coefficient Of Variation of 1496.22 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Private Equity has a performance score of 6 on a scale of 0 to 100. The company holds a Beta of 0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Private Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Private Equity is expected to be smaller as well. Private Equity Holding right now holds a risk of 1.68%. Please check Private Equity Holding jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Private Equity Holding will be following its historical price patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Private Equity Holding has poor reverse predictability. Overlapping area represents the amount of predictability between Private Equity time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 Private Equity Holding price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Private Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 1.14 |
Private Equity Holding lagged returns against current returns
Autocorrelation, which is Private Equity 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 Private Equity's stock expected returns. We can calculate the autocorrelation of Private Equity returns to help us make a trade decision. For example, suppose you find that Private Equity 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 |
Private Equity 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 Private Equity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Private Equity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Private Equity stock over time.
Current vs Lagged Prices |
| Timeline |
Private Equity Lagged Returns
When evaluating Private Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Private Equity stock have on its future price. Private Equity 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, Private Equity autocorrelation shows the relationship between Private Equity stock current value and its past values and can show if there is a momentum factor associated with investing in Private Equity Holding.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Private Stock Analysis
When running Private Equity's price analysis, check to measure Private Equity'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 Private Equity is operating at the current time. Most of Private Equity's value examination focuses on studying past and present price action to predict the probability of Private Equity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Private Equity's price. Additionally, you may evaluate how the addition of Private Equity to your portfolios can decrease your overall portfolio volatility.