Panamera Holdings Stock Market Value
| PHCI Stock | USD 7.76 0.54 6.51% |
| Symbol | Panamera |
Panamera Holdings '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 Panamera Holdings' 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 Panamera Holdings.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in Panamera Holdings on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding Panamera Holdings or generate 0.0% return on investment in Panamera Holdings over 720 days. Panamera Holdings is related to or competes with WashTec AG, Life Healthcare, Extendicare, Rhoen Klinikum, Netcare, Arjo AB, and RHN KLINIKUM. Panamera Holdings Corporation does not have significant operations More
Panamera Holdings 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 Panamera Holdings' 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 Panamera Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 14.11 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 1.88 |
Panamera Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Panamera Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Panamera Holdings' standard deviation. In reality, there are many statistical measures that can use Panamera Holdings historical prices to predict the future Panamera Holdings' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Panamera Holdings' 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.
Panamera Holdings Backtested Returns
Panamera Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.0343, which implies the firm had a -0.0343 % return per unit of risk over the last 3 months. Panamera Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Panamera Holdings' Variance of 5.2, risk adjusted performance of (0.01), and Coefficient Of Variation of (3,258) to confirm the risk estimate we provide. The company holds a Beta of 0.25, which implies not very significant fluctuations relative to the market. As returns on the market increase, Panamera Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Panamera Holdings is expected to be smaller as well. At this point, Panamera Holdings has a negative expected return of -0.0788%. Please make sure to check Panamera Holdings' potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Panamera Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
Panamera Holdings has poor predictability. Overlapping area represents the amount of predictability between Panamera Holdings 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 Panamera Holdings price movement. The serial correlation of 0.25 indicates that over 25.0% of current Panamera Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 7.91 |
Panamera Holdings lagged returns against current returns
Autocorrelation, which is Panamera Holdings 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 Panamera Holdings' pink sheet expected returns. We can calculate the autocorrelation of Panamera Holdings returns to help us make a trade decision. For example, suppose you find that Panamera Holdings 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 |
Panamera Holdings 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 Panamera Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Panamera Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Panamera Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Panamera Holdings Lagged Returns
When evaluating Panamera Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Panamera Holdings pink sheet have on its future price. Panamera Holdings 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, Panamera Holdings autocorrelation shows the relationship between Panamera Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Panamera Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Panamera Pink Sheet
Panamera Holdings financial ratios help investors to determine whether Panamera 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 Panamera with respect to the benefits of owning Panamera Holdings security.