Panamera Holdings Stock Market Value
| PHCI Stock | USD 8.31 0.01 0.12% |
| 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.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Panamera Holdings on November 26, 2025 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 30 days. Panamera Holdings is related to or competes with WashTec AG, Life Healthcare, Extendicare, Rhoen Klinikum, Netcare, Arjo AB, and RHÖN-KLINIKUM Aktiengesellscha. 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.
| Downside Deviation | 5.83 | |||
| Information Ratio | 0.1378 | |||
| Maximum Drawdown | 37.74 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 9.09 |
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 | 0.1176 | |||
| Jensen Alpha | 0.7169 | |||
| Total Risk Alpha | 0.2478 | |||
| Sortino Ratio | 0.1104 | |||
| Treynor Ratio | (19.46) |
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 appears to be slightly risky, given 3 months investment horizon. Panamera Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.083, which implies the firm had a 0.083 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Panamera Holdings, which you can use to evaluate the volatility of the company. Please evaluate Panamera Holdings' Risk Adjusted Performance of 0.1176, coefficient of variation of 645.16, and Semi Deviation of 1.49 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Panamera Holdings holds a performance score of 6. The company holds a Beta of -0.0367, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Panamera Holdings are expected to decrease at a much lower rate. During the bear market, Panamera Holdings is likely to outperform the market. Please check Panamera Holdings' downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Panamera Holdings' historical price patterns will revert.
Auto-correlation | -0.83 |
Excellent reverse predictability
Panamera Holdings has excellent reverse predictability. Overlapping area represents the amount of predictability between Panamera Holdings time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Panamera Holdings price movement. The serial correlation of -0.83 indicates that around 83.0% of current Panamera Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
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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.