Phoenix Motor Stock Market Value
| PEVM Stock | 0.42 0.02 4.55% |
| Symbol | Phoenix |
Phoenix '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 Phoenix'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 Phoenix.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in Phoenix on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding Phoenix Motor or generate 0.0% return on investment in Phoenix over 720 days.
Phoenix 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 Phoenix'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 Phoenix Motor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.06 | |||
| Information Ratio | 0.0188 | |||
| Maximum Drawdown | 97.5 | |||
| Value At Risk | (21.74) | |||
| Potential Upside | 22.22 |
Phoenix Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Phoenix's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Phoenix's standard deviation. In reality, there are many statistical measures that can use Phoenix historical prices to predict the future Phoenix's volatility.| Risk Adjusted Performance | 0.0274 | |||
| Jensen Alpha | 0.361 | |||
| Total Risk Alpha | (1.86) | |||
| Sortino Ratio | 0.0184 | |||
| Treynor Ratio | 1.17 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Phoenix'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.
Phoenix Motor Backtested Returns
Phoenix appears to be out of control, given 3 months investment horizon. Phoenix Motor maintains Sharpe Ratio (i.e., Efficiency) of 0.0258, which implies the firm had a 0.0258 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Phoenix Motor, which you can use to evaluate the volatility of the company. Please evaluate Phoenix's Semi Deviation of 13.0, risk adjusted performance of 0.0274, and Coefficient Of Variation of 3876.99 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Phoenix holds a performance score of 2. The company holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Phoenix's returns are expected to increase less than the market. However, during the bear market, the loss of holding Phoenix is expected to be smaller as well. Please check Phoenix's value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Phoenix's historical price patterns will revert.
Auto-correlation | 0.57 |
Modest predictability
Phoenix Motor has modest predictability. Overlapping area represents the amount of predictability between Phoenix time series from 27th of January 2024 to 21st of January 2025 and 21st of January 2025 to 16th 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 Phoenix Motor price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Phoenix price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Phoenix Motor lagged returns against current returns
Autocorrelation, which is Phoenix 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 Phoenix's pink sheet expected returns. We can calculate the autocorrelation of Phoenix returns to help us make a trade decision. For example, suppose you find that Phoenix 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 |
Phoenix 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 Phoenix pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Phoenix pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Phoenix pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Phoenix Lagged Returns
When evaluating Phoenix's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Phoenix pink sheet have on its future price. Phoenix 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, Phoenix autocorrelation shows the relationship between Phoenix pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Phoenix Motor.
Regressed Prices |
| Timeline |
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