PORR AG (Austria) Market Value
| POS Stock | EUR 33.40 1.20 3.73% |
| Symbol | PORR |
PORR AG '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 PORR AG'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 PORR AG.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in PORR AG on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding PORR AG or generate 0.0% return on investment in PORR AG over 720 days. PORR AG is related to or competes with Palfinger, RHI Magnesita, Rosenbauer International, Oesterr Post, Facc AG, RATH Aktiengesellscha, and Semperit Aktiengesellscha. More
PORR AG 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 PORR AG'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 PORR AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | 0.0856 | |||
| Maximum Drawdown | 10.82 | |||
| Value At Risk | (3.24) | |||
| Potential Upside | 3.95 |
PORR AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PORR AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PORR AG's standard deviation. In reality, there are many statistical measures that can use PORR AG historical prices to predict the future PORR AG's volatility.| Risk Adjusted Performance | 0.1015 | |||
| Jensen Alpha | 0.2323 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0945 | |||
| Treynor Ratio | 0.5554 |
PORR AG Backtested Returns
PORR AG appears to be very steady, given 3 months investment horizon. PORR AG maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for PORR AG, which you can use to evaluate the volatility of the company. Please evaluate PORR AG's Risk Adjusted Performance of 0.1015, market risk adjusted performance of 0.5654, and Semi Deviation of 1.78 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PORR AG holds a performance score of 9. The company holds a Beta of 0.51, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PORR AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding PORR AG is expected to be smaller as well. Please check PORR AG's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether PORR AG's historical price patterns will revert.
Auto-correlation | 0.62 |
Good predictability
PORR AG has good predictability. Overlapping area represents the amount of predictability between PORR AG time series from 27th of January 2024 to 21st of January 2025 and 21st of January 2025 to 16th 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 PORR AG price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current PORR AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 11.46 |
PORR AG lagged returns against current returns
Autocorrelation, which is PORR AG 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 PORR AG's stock expected returns. We can calculate the autocorrelation of PORR AG returns to help us make a trade decision. For example, suppose you find that PORR AG 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 |
PORR AG 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 PORR AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PORR AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PORR AG stock over time.
Current vs Lagged Prices |
| Timeline |
PORR AG Lagged Returns
When evaluating PORR AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PORR AG stock have on its future price. PORR AG 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, PORR AG autocorrelation shows the relationship between PORR AG stock current value and its past values and can show if there is a momentum factor associated with investing in PORR AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PORR Stock
PORR AG financial ratios help investors to determine whether PORR 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 PORR with respect to the benefits of owning PORR AG security.