Peet (Australia) Market Value
| PPC Stock | 2.02 0.03 1.46% |
| Symbol | Peet |
Peet '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 Peet'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 Peet.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Peet on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Peet or generate 0.0% return on investment in Peet over 30 days. Peet is related to or competes with Marimaca Copper, Centaurus Metals, Collins Foods, Regis Healthcare, Healthco Healthcare, and Perseus Mining. Peet is entity of Australia. It is traded as Stock on AU exchange. More
Peet 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 Peet'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 Peet upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0317 | |||
| Maximum Drawdown | 8.25 | |||
| Value At Risk | (2.62) | |||
| Potential Upside | 2.7 |
Peet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peet's standard deviation. In reality, there are many statistical measures that can use Peet historical prices to predict the future Peet's volatility.| Risk Adjusted Performance | 0.0593 | |||
| Jensen Alpha | 0.1358 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0324 | |||
| Treynor Ratio | (0.52) |
Peet Backtested Returns
Currently, Peet is unstable. Peet maintains Sharpe Ratio (i.e., Efficiency) of 0.0748, which implies the firm had a 0.0748 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Peet, which you can use to evaluate the volatility of the company. Please check Peet's Coefficient Of Variation of 1367.54, semi deviation of 1.5, and Risk Adjusted Performance of 0.0593 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Peet has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of -0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Peet are expected to decrease at a much lower rate. During the bear market, Peet is likely to outperform the market. Peet right now holds a risk of 1.78%. Please check Peet information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Peet will be following its historical price patterns.
Auto-correlation | 0.01 |
Virtually no predictability
Peet has virtually no predictability. Overlapping area represents the amount of predictability between Peet time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Peet price movement. The serial correlation of 0.01 indicates that just 1.0% of current Peet price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Peet lagged returns against current returns
Autocorrelation, which is Peet 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 Peet's stock expected returns. We can calculate the autocorrelation of Peet returns to help us make a trade decision. For example, suppose you find that Peet 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 |
Peet 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 Peet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peet stock over time.
Current vs Lagged Prices |
| Timeline |
Peet Lagged Returns
When evaluating Peet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peet stock have on its future price. Peet 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, Peet autocorrelation shows the relationship between Peet stock current value and its past values and can show if there is a momentum factor associated with investing in Peet.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Peet Stock Analysis
When running Peet's price analysis, check to measure Peet'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 Peet is operating at the current time. Most of Peet's value examination focuses on studying past and present price action to predict the probability of Peet's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Peet's price. Additionally, you may evaluate how the addition of Peet to your portfolios can decrease your overall portfolio volatility.