Prudential Financial (Germany) Market Value
| PLL Stock | EUR 100.20 1.15 1.13% |
| Symbol | Prudential |
Prudential Financial '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 Prudential Financial'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 Prudential Financial.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Prudential Financial on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Prudential Financial or generate 0.0% return on investment in Prudential Financial over 30 days. Prudential Financial is related to or competes with FUYO GENERAL, Warner Music, Ryman Healthcare, SHIP HEALTHCARE, Molina Healthcare, and GRENKELEASING. More
Prudential Financial 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 Prudential Financial'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 Prudential Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.1016 | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 2.13 |
Prudential Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prudential Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prudential Financial's standard deviation. In reality, there are many statistical measures that can use Prudential Financial historical prices to predict the future Prudential Financial's volatility.| Risk Adjusted Performance | 0.1361 | |||
| Jensen Alpha | 0.2004 | |||
| Total Risk Alpha | 0.0674 | |||
| Sortino Ratio | 0.0934 | |||
| Treynor Ratio | 1.12 |
Prudential Financial Backtested Returns
Prudential Financial appears to be very steady, given 3 months investment horizon. Prudential Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Prudential Financial, which you can use to evaluate the volatility of the company. Please evaluate Prudential Financial's Semi Deviation of 1.03, risk adjusted performance of 0.1361, and Coefficient Of Variation of 564.02 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Prudential Financial holds a performance score of 14. The company holds a Beta of 0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, Prudential Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Prudential Financial is expected to be smaller as well. Please check Prudential Financial's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Prudential Financial's historical price patterns will revert.
Auto-correlation | -0.89 |
Excellent reverse predictability
Prudential Financial has excellent reverse predictability. Overlapping area represents the amount of predictability between Prudential Financial time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Prudential Financial price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Prudential Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 3.99 |
Prudential Financial lagged returns against current returns
Autocorrelation, which is Prudential Financial 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 Prudential Financial's stock expected returns. We can calculate the autocorrelation of Prudential Financial returns to help us make a trade decision. For example, suppose you find that Prudential Financial 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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Prudential Financial 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 Prudential Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prudential Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prudential Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Prudential Financial Lagged Returns
When evaluating Prudential Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prudential Financial stock have on its future price. Prudential Financial 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, Prudential Financial autocorrelation shows the relationship between Prudential Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Prudential Financial.
Regressed Prices |
| Timeline |
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Additional Tools for Prudential Stock Analysis
When running Prudential Financial's price analysis, check to measure Prudential Financial'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 Prudential Financial is operating at the current time. Most of Prudential Financial's value examination focuses on studying past and present price action to predict the probability of Prudential Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Prudential Financial's price. Additionally, you may evaluate how the addition of Prudential Financial to your portfolios can decrease your overall portfolio volatility.