Public Policy (UK) Market Value
| PPHC Stock | 1,070 5.00 0.47% |
| Symbol | Public |
Public Policy '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 Public Policy'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 Public Policy.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Public Policy on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Public Policy Holding or generate 0.0% return on investment in Public Policy over 30 days. Public Policy is related to or competes with Games Workshop, DXC Technology, Medical Properties, Ondine Biomedical, Software Circle, Impax Environmental, and Micron Technology. Public Policy is entity of United Kingdom More
Public Policy 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 Public Policy'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 Public Policy Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.0745 | |||
| Maximum Drawdown | 9.02 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.63 |
Public Policy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Public Policy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Public Policy's standard deviation. In reality, there are many statistical measures that can use Public Policy historical prices to predict the future Public Policy's volatility.| Risk Adjusted Performance | 0.1059 | |||
| Jensen Alpha | 0.1614 | |||
| Total Risk Alpha | 0.0356 | |||
| Sortino Ratio | 0.078 | |||
| Treynor Ratio | 3.05 |
Public Policy Holding Backtested Returns
Currently, Public Policy Holding is very steady. Public Policy Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.0962, which implies the firm had a 0.0962 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Public Policy Holding, which you can use to evaluate the volatility of the company. Please check Public Policy's Risk Adjusted Performance of 0.1059, coefficient of variation of 690.16, and Semi Deviation of 0.5074 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Public Policy has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of 0.0542, which implies not very significant fluctuations relative to the market. As returns on the market increase, Public Policy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Public Policy is expected to be smaller as well. Public Policy Holding right now holds a risk of 1.19%. Please check Public Policy Holding semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Public Policy Holding will be following its historical price patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Public Policy Holding has virtually no predictability. Overlapping area represents the amount of predictability between Public Policy time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Public Policy Holding price movement. The serial correlation of 0.02 indicates that only 2.0% of current Public Policy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 178.4 |
Public Policy Holding lagged returns against current returns
Autocorrelation, which is Public Policy 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 Public Policy's stock expected returns. We can calculate the autocorrelation of Public Policy returns to help us make a trade decision. For example, suppose you find that Public Policy 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 |
Public Policy 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 Public Policy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Public Policy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Public Policy stock over time.
Current vs Lagged Prices |
| Timeline |
Public Policy Lagged Returns
When evaluating Public Policy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Public Policy stock have on its future price. Public Policy 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, Public Policy autocorrelation shows the relationship between Public Policy stock current value and its past values and can show if there is a momentum factor associated with investing in Public Policy Holding.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Public Stock Analysis
When running Public Policy's price analysis, check to measure Public Policy'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 Public Policy is operating at the current time. Most of Public Policy's value examination focuses on studying past and present price action to predict the probability of Public Policy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Public Policy's price. Additionally, you may evaluate how the addition of Public Policy to your portfolios can decrease your overall portfolio volatility.