Palantir Cdr Stock Market Value
| PLTR Stock | 14.92 0.02 0.13% |
| Symbol | Palantir |
Palantir CDR '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 Palantir CDR'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 Palantir CDR.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Palantir CDR on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Palantir CDR or generate 0.0% return on investment in Palantir CDR over 30 days. Palantir CDR is related to or competes with Microsoft CDR, Oracle CDR, Adobe, PALO ALTO, CrowdStrike Holdings,, and BTQ Technologies. More
Palantir CDR 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 Palantir CDR'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 Palantir CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.74 | |||
| Information Ratio | 0.0147 | |||
| Maximum Drawdown | 15.55 | |||
| Value At Risk | (6.68) | |||
| Potential Upside | 4.76 |
Palantir CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Palantir CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Palantir CDR's standard deviation. In reality, there are many statistical measures that can use Palantir CDR historical prices to predict the future Palantir CDR's volatility.| Risk Adjusted Performance | 0.0364 | |||
| Jensen Alpha | 0.017 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.0128 | |||
| Treynor Ratio | 0.0873 |
Palantir CDR Backtested Returns
At this point, Palantir CDR is somewhat reliable. Palantir CDR maintains Sharpe Ratio (i.e., Efficiency) of 0.0523, which implies the firm had a 0.0523 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Palantir CDR, which you can use to evaluate the volatility of the company. Please check Palantir CDR's Risk Adjusted Performance of 0.0364, coefficient of variation of 2453.92, and Semi Deviation of 3.52 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Palantir CDR has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of 1.41, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Palantir CDR will likely underperform. Palantir CDR right now holds a risk of 3.34%. Please check Palantir CDR sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Palantir CDR will be following its historical price patterns.
Auto-correlation | 0.68 |
Good predictability
Palantir CDR has good predictability. Overlapping area represents the amount of predictability between Palantir CDR 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 Palantir CDR price movement. The serial correlation of 0.68 indicates that around 68.0% of current Palantir CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Palantir CDR lagged returns against current returns
Autocorrelation, which is Palantir CDR 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 Palantir CDR's stock expected returns. We can calculate the autocorrelation of Palantir CDR returns to help us make a trade decision. For example, suppose you find that Palantir CDR 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 |
| Timeline |
Palantir CDR 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 Palantir CDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Palantir CDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Palantir CDR stock over time.
Current vs Lagged Prices |
| Timeline |
Palantir CDR Lagged Returns
When evaluating Palantir CDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Palantir CDR stock have on its future price. Palantir CDR 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, Palantir CDR autocorrelation shows the relationship between Palantir CDR stock current value and its past values and can show if there is a momentum factor associated with investing in Palantir CDR.
Regressed Prices |
| Timeline |
Pair Trading with Palantir CDR
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 Palantir CDR 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 Palantir CDR will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Palantir CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Palantir CDR 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 Palantir CDR - 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 Palantir CDR to buy it.
The correlation of Palantir CDR 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 Palantir CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Palantir CDR 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 Palantir CDR 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.Other Information on Investing in Palantir Stock
Palantir CDR financial ratios help investors to determine whether Palantir Stock 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 Palantir with respect to the benefits of owning Palantir CDR security.