Pfeiffer Vacuum Technology Stock Market Value
| PFFVF Stock | USD 181.00 0.00 0.00% |
| Symbol | Pfeiffer |
Pfeiffer Vacuum '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 Pfeiffer Vacuum'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 Pfeiffer Vacuum.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Pfeiffer Vacuum on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Pfeiffer Vacuum Technology or generate 0.0% return on investment in Pfeiffer Vacuum over 30 days. Pfeiffer Vacuum is related to or competes with Electrolux Professional, Harmonic Drive, DEUTZ Aktiengesellscha, Dürr Aktiengesellscha, Bodycote Plc, Altair Corp, and Wacker Neuson. Pfeiffer Vacuum Technology AG develops, manufactures, and markets components and systems for vacuum generation, measurem... More
Pfeiffer Vacuum 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 Pfeiffer Vacuum'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 Pfeiffer Vacuum Technology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 8.8 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.011 |
Pfeiffer Vacuum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pfeiffer Vacuum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pfeiffer Vacuum's standard deviation. In reality, there are many statistical measures that can use Pfeiffer Vacuum historical prices to predict the future Pfeiffer Vacuum's volatility.| Risk Adjusted Performance | 0.0262 | |||
| Jensen Alpha | 0.0295 | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pfeiffer Vacuum'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.
Pfeiffer Vacuum Tech Backtested Returns
Pfeiffer Vacuum Tech maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the firm had a -0.11 % return per unit of risk over the last 3 months. Pfeiffer Vacuum Tech exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pfeiffer Vacuum's Coefficient Of Variation of 2925.05, risk adjusted performance of 0.0262, and Variance of 0.7943 to confirm the risk estimate we provide. The company holds a Beta of -0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pfeiffer Vacuum are expected to decrease at a much lower rate. During the bear market, Pfeiffer Vacuum is likely to outperform the market. At this point, Pfeiffer Vacuum Tech has a negative expected return of -0.0653%. Please make sure to check Pfeiffer Vacuum's jensen alpha, as well as the relationship between the skewness and day typical price , to decide if Pfeiffer Vacuum Tech performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Pfeiffer Vacuum Technology has no correlation between past and present. Overlapping area represents the amount of predictability between Pfeiffer Vacuum 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 Pfeiffer Vacuum Tech price movement. The serial correlation of 0.0 indicates that just 0.0% of current Pfeiffer Vacuum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pfeiffer Vacuum Tech lagged returns against current returns
Autocorrelation, which is Pfeiffer Vacuum 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 Pfeiffer Vacuum's pink sheet expected returns. We can calculate the autocorrelation of Pfeiffer Vacuum returns to help us make a trade decision. For example, suppose you find that Pfeiffer Vacuum 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 |
Pfeiffer Vacuum 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 Pfeiffer Vacuum pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pfeiffer Vacuum pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pfeiffer Vacuum pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pfeiffer Vacuum Lagged Returns
When evaluating Pfeiffer Vacuum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pfeiffer Vacuum pink sheet have on its future price. Pfeiffer Vacuum 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, Pfeiffer Vacuum autocorrelation shows the relationship between Pfeiffer Vacuum pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pfeiffer Vacuum Technology.
Regressed Prices |
| Timeline |
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Other Information on Investing in Pfeiffer Pink Sheet
Pfeiffer Vacuum financial ratios help investors to determine whether Pfeiffer 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 Pfeiffer with respect to the benefits of owning Pfeiffer Vacuum security.