Piper Sandler Companies Stock Market Value
| PIPR Stock | USD 310.01 1.32 0.43% |
| Symbol | Piper |
Piper Sandler Companies Price To Book Ratio
Is Investment Banking & Brokerage space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Piper Sandler. If investors know Piper will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Piper Sandler listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 7.909 | Dividend Share 2.45 | Earnings Share 9.36 | Revenue Per Share | Quarterly Revenue Growth 0.242 |
The market value of Piper Sandler Companies is measured differently than its book value, which is the value of Piper that is recorded on the company's balance sheet. Investors also form their own opinion of Piper Sandler's value that differs from its market value or its book value, called intrinsic value, which is Piper Sandler's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Piper Sandler's market value can be influenced by many factors that don't directly affect Piper Sandler's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Piper Sandler's value and its price as these two are different measures arrived at by different means. Investors typically determine if Piper Sandler is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Piper Sandler'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.
Piper Sandler '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 Piper Sandler's stock 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 Piper Sandler.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Piper Sandler on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Piper Sandler Companies or generate 0.0% return on investment in Piper Sandler over 30 days. Piper Sandler is related to or competes with Perella Weinberg, Evercore Partners, Lazard, Moelis, PJT Partners, Stifel Financial, and Houlihan Lokey. Piper Sandler Companies operates as an investment bank and institutional securities firm that serves corporations, priva... More
Piper Sandler 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 Piper Sandler's stock 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 Piper Sandler Companies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.0158 | |||
| Maximum Drawdown | 24.59 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 3.13 |
Piper Sandler Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Piper Sandler's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Piper Sandler's standard deviation. In reality, there are many statistical measures that can use Piper Sandler historical prices to predict the future Piper Sandler's volatility.| Risk Adjusted Performance | 0.0486 | |||
| Jensen Alpha | 0.0733 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0258 | |||
| Treynor Ratio | 0.1938 |
Piper Sandler Companies Backtested Returns
Piper Sandler appears to be very steady, given 3 months investment horizon. Piper Sandler Companies maintains Sharpe Ratio (i.e., Efficiency) of 0.0649, which implies the firm had a 0.0649 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Piper Sandler Companies, which you can use to evaluate the volatility of the company. Please evaluate Piper Sandler's Coefficient Of Variation of 2015.0, semi deviation of 1.72, and Risk Adjusted Performance of 0.0486 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Piper Sandler holds a performance score of 5. The company holds a Beta of 0.71, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Piper Sandler's returns are expected to increase less than the market. However, during the bear market, the loss of holding Piper Sandler is expected to be smaller as well. Please check Piper Sandler's potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Piper Sandler's historical price patterns will revert.
Auto-correlation | 0.28 |
Poor predictability
Piper Sandler Companies has poor predictability. Overlapping area represents the amount of predictability between Piper Sandler time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Piper Sandler Companies price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Piper Sandler price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 9.44 |
Piper Sandler Companies lagged returns against current returns
Autocorrelation, which is Piper Sandler stock'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 Piper Sandler's stock expected returns. We can calculate the autocorrelation of Piper Sandler returns to help us make a trade decision. For example, suppose you find that Piper Sandler has exhibited high autocorrelation historically, and you observe that the stock 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 |
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Piper Sandler 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 Piper Sandler stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Piper Sandler stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Piper Sandler stock over time.
Current vs Lagged Prices |
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Piper Sandler Lagged Returns
When evaluating Piper Sandler's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Piper Sandler stock have on its future price. Piper Sandler 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, Piper Sandler autocorrelation shows the relationship between Piper Sandler stock current value and its past values and can show if there is a momentum factor associated with investing in Piper Sandler Companies.
Regressed Prices |
| Timeline |
Pair Trading with Piper Sandler
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Piper Sandler position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Piper Sandler will appreciate offsetting losses from the drop in the long position's value.Moving together with Piper Stock
The ability to find closely correlated positions to Piper Sandler could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Piper Sandler when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Piper Sandler - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Piper Sandler Companies to buy it.
The correlation of Piper Sandler is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Piper Sandler moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Piper Sandler Companies moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Piper Sandler can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Piper Stock Analysis
When running Piper Sandler's price analysis, check to measure Piper Sandler's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Piper Sandler is operating at the current time. Most of Piper Sandler's value examination focuses on studying past and present price action to predict the probability of Piper Sandler's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Piper Sandler's price. Additionally, you may evaluate how the addition of Piper Sandler to your portfolios can decrease your overall portfolio volatility.