Penumbra Stock Market Value
| PEN Stock | USD 338.72 0.46 0.14% |
| Symbol | Penumbra |
Will Health Care Equipment & Supplies sector continue expanding? Could Penumbra diversify its offerings? Factors like these will boost the valuation of Penumbra. Anticipated expansion of Penumbra directly elevates investor willingness to pay premium valuations. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Penumbra data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 0.56 | Earnings Share 4.19 | Revenue Per Share | Quarterly Revenue Growth 0.178 | Return On Assets |
Investors evaluate Penumbra using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Penumbra's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Penumbra's market price to deviate significantly from intrinsic value.
It's important to distinguish between Penumbra's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Penumbra should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Penumbra's market price signifies the transaction level at which participants voluntarily complete trades.
Penumbra '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 Penumbra'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 Penumbra.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Penumbra on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Penumbra or generate 0.0% return on investment in Penumbra over 90 days. Penumbra is related to or competes with Globus Medical, Bio Rad, Align Technology, HealthEquity, Hims Hers, DaVita HealthCare, and Charles River. Penumbra, Inc. designs, develops, manufactures, and markets medical devices in the United States and internationally More
Penumbra 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 Penumbra'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 Penumbra upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.1367 | |||
| Maximum Drawdown | 16.34 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 3.37 |
Penumbra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Penumbra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Penumbra's standard deviation. In reality, there are many statistical measures that can use Penumbra historical prices to predict the future Penumbra's volatility.| Risk Adjusted Performance | 0.1463 | |||
| Jensen Alpha | 0.3285 | |||
| Total Risk Alpha | 0.183 | |||
| Sortino Ratio | 0.1984 | |||
| Treynor Ratio | 0.5195 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Penumbra'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.
Penumbra February 13, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1463 | |||
| Market Risk Adjusted Performance | 0.5295 | |||
| Mean Deviation | 1.4 | |||
| Semi Deviation | 1.16 | |||
| Downside Deviation | 1.56 | |||
| Coefficient Of Variation | 580.36 | |||
| Standard Deviation | 2.27 | |||
| Variance | 5.13 | |||
| Information Ratio | 0.1367 | |||
| Jensen Alpha | 0.3285 | |||
| Total Risk Alpha | 0.183 | |||
| Sortino Ratio | 0.1984 | |||
| Treynor Ratio | 0.5195 | |||
| Maximum Drawdown | 16.34 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 3.37 | |||
| Downside Variance | 2.44 | |||
| Semi Variance | 1.35 | |||
| Expected Short fall | (1.77) | |||
| Skewness | 1.89 | |||
| Kurtosis | 10.02 |
Penumbra Backtested Returns
Penumbra appears to be very steady, given 3 months investment horizon. Penumbra maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Penumbra, which you can use to evaluate the volatility of the company. Please evaluate Penumbra's Coefficient Of Variation of 580.36, semi deviation of 1.16, and Risk Adjusted Performance of 0.1463 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Penumbra holds a performance score of 12. The company holds a Beta of 0.73, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Penumbra's returns are expected to increase less than the market. However, during the bear market, the loss of holding Penumbra is expected to be smaller as well. Please check Penumbra's maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to make a quick decision on whether Penumbra's historical price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Penumbra has modest predictability. Overlapping area represents the amount of predictability between Penumbra time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Penumbra price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Penumbra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 377.8 |
Pair Trading with Penumbra
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Penumbra position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Penumbra will appreciate offsetting losses from the drop in the long position's value.Moving against Penumbra Stock
| 0.78 | OTC | Ocumetics Technology Corp | PairCorr |
| 0.77 | AHC | Austco Healthcare | PairCorr |
| 0.71 | RHT | Resonance Health | PairCorr |
| 0.69 | IHC | Inspiration Healthcare | PairCorr |
| 0.67 | NTI | Neurotech International | PairCorr |
The ability to find closely correlated positions to Penumbra could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Penumbra when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Penumbra - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Penumbra to buy it.
The correlation of Penumbra is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Penumbra moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Penumbra moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Penumbra can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Penumbra Correlation, Penumbra Volatility and Penumbra Performance module to complement your research on Penumbra. To learn how to invest in Penumbra Stock, please use our How to Invest in Penumbra guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Penumbra technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.