Pharol SGPS's market value is the price at which a share of Pharol SGPS trades on a public exchange. It measures the collective expectations of Pharol SGPS SA investors about its performance. Pharol SGPS is trading at 0.0771 as of the 27th of December 2025. This is a 16.82% up since the beginning of the trading day. The stock's lowest day price was 0.0641. With this module, you can estimate the performance of a buy and hold strategy of Pharol SGPS SA and determine expected loss or profit from investing in Pharol SGPS over a given investment horizon. Check out Pharol SGPS Correlation, Pharol SGPS Volatility and Pharol SGPS Alpha and Beta module to complement your research on Pharol SGPS.
Please note, there is a significant difference between Pharol SGPS's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pharol SGPS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pharol SGPS's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Pharol SGPS '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 Pharol SGPS'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 Pharol SGPS.
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11/27/2025
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In 31 days
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If you would invest 0.00 in Pharol SGPS on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Pharol SGPS SA or generate 0.0% return on investment in Pharol SGPS over 30 days. Pharol SGPS is related to or competes with Uniserve Communications, I-Cable Communications, Space-Communication, Internet Gold, New Ulm, OpenDoor, and OtelloASA. Pharol, SGPS S.A., through its investment in Oi, S.A., provides fiber to the home services to residential customers in B... More
Pharol SGPS 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 Pharol SGPS'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 Pharol SGPS SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pharol SGPS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pharol SGPS's standard deviation. In reality, there are many statistical measures that can use Pharol SGPS historical prices to predict the future Pharol SGPS's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Pharol SGPS. Your research has to be compared to or analyzed against Pharol SGPS's peers to derive any actionable benefits. When done correctly, Pharol SGPS's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Pharol SGPS SA.
Pharol SGPS SA Backtested Returns
Pharol SGPS appears to be out of control, given 3 months investment horizon. Pharol SGPS SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0568, which implies the firm had a 0.0568 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Pharol SGPS SA, which you can use to evaluate the volatility of the company. Please evaluate Pharol SGPS's Risk Adjusted Performance of 0.0486, coefficient of variation of 1774.57, and Variance of 56.66 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pharol SGPS holds a performance score of 4. The company holds a Beta of 0.95, which implies possible diversification benefits within a given portfolio. Pharol SGPS returns are very sensitive to returns on the market. As the market goes up or down, Pharol SGPS is expected to follow. Please check Pharol SGPS's total risk alpha, as well as the relationship between the skewness and day median price , to make a quick decision on whether Pharol SGPS's historical price patterns will revert.
Auto-correlation
-0.92
Near perfect reversele predictability
Pharol SGPS SA has near perfect reversele predictability. Overlapping area represents the amount of predictability between Pharol SGPS 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 Pharol SGPS SA price movement. The serial correlation of -0.92 indicates that approximately 92.0% of current Pharol SGPS price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.92
Spearman Rank Test
-0.55
Residual Average
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Price Variance
0.0
Pharol SGPS SA lagged returns against current returns
Autocorrelation, which is Pharol SGPS 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 Pharol SGPS's pink sheet expected returns. We can calculate the autocorrelation of Pharol SGPS returns to help us make a trade decision. For example, suppose you find that Pharol SGPS 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
Pharol SGPS 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 Pharol SGPS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pharol SGPS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pharol SGPS pink sheet over time.
Current vs Lagged Prices
Timeline
Pharol SGPS Lagged Returns
When evaluating Pharol SGPS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pharol SGPS pink sheet have on its future price. Pharol SGPS 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, Pharol SGPS autocorrelation shows the relationship between Pharol SGPS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pharol SGPS SA.
Other Information on Investing in Pharol Pink Sheet
Pharol SGPS financial ratios help investors to determine whether Pharol 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 Pharol with respect to the benefits of owning Pharol SGPS security.