Pesorama Stock Market Value
| PESO Stock | 0.31 0.01 3.13% |
| Symbol | Pesorama |
Pesorama '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 Pesorama'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 Pesorama.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Pesorama on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Pesorama or generate 0.0% return on investment in Pesorama over 30 days. Pesorama is related to or competes with Burcon NutraScience, Big Rock, Eastwood Bio, and Swiss Water. More
Pesorama 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 Pesorama'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 Pesorama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.79 | |||
| Information Ratio | 0.0274 | |||
| Maximum Drawdown | 23.11 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 8.0 |
Pesorama Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pesorama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pesorama's standard deviation. In reality, there are many statistical measures that can use Pesorama historical prices to predict the future Pesorama's volatility.| Risk Adjusted Performance | 0.0406 | |||
| Jensen Alpha | 0.2403 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.022 | |||
| Treynor Ratio | (0.40) |
Pesorama Backtested Returns
Pesorama appears to be out of control, given 3 months investment horizon. Pesorama maintains Sharpe Ratio (i.e., Efficiency) of 0.0458, which implies the firm had a 0.0458 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pesorama, which you can use to evaluate the volatility of the company. Please evaluate Pesorama's Risk Adjusted Performance of 0.0406, semi deviation of 3.96, and Coefficient Of Variation of 2185.27 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pesorama holds a performance score of 3. The company holds a Beta of -0.5, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Pesorama are expected to decrease at a much lower rate. During the bear market, Pesorama is likely to outperform the market. Please check Pesorama's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Pesorama's historical price patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Pesorama has insignificant reverse predictability. Overlapping area represents the amount of predictability between Pesorama time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Pesorama price movement. The serial correlation of -0.19 indicates that over 19.0% of current Pesorama price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pesorama lagged returns against current returns
Autocorrelation, which is Pesorama 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 Pesorama's stock expected returns. We can calculate the autocorrelation of Pesorama returns to help us make a trade decision. For example, suppose you find that Pesorama 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 |
Pesorama 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 Pesorama stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pesorama stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pesorama stock over time.
Current vs Lagged Prices |
| Timeline |
Pesorama Lagged Returns
When evaluating Pesorama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pesorama stock have on its future price. Pesorama 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, Pesorama autocorrelation shows the relationship between Pesorama stock current value and its past values and can show if there is a momentum factor associated with investing in Pesorama.
Regressed Prices |
| Timeline |
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Additional Tools for Pesorama Stock Analysis
When running Pesorama's price analysis, check to measure Pesorama'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 Pesorama is operating at the current time. Most of Pesorama's value examination focuses on studying past and present price action to predict the probability of Pesorama's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pesorama's price. Additionally, you may evaluate how the addition of Pesorama to your portfolios can decrease your overall portfolio volatility.