Pensana Rare (UK) Market Value
| PRE Stock | 97.80 5.20 5.62% |
| Symbol | Pensana |
Pensana Rare '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 Pensana Rare'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 Pensana Rare.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Pensana Rare on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Pensana Rare Earths or generate 0.0% return on investment in Pensana Rare over 360 days. Pensana Rare is related to or competes with Indutrade, Tyson Foods, Ebro Foods, Sligro Food, Auto Trader, and Flow Traders. Pensana Rare is entity of United Kingdom More
Pensana Rare 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 Pensana Rare'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 Pensana Rare Earths upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 24.68 | |||
| Value At Risk | (9.12) | |||
| Potential Upside | 7.73 |
Pensana Rare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pensana Rare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pensana Rare's standard deviation. In reality, there are many statistical measures that can use Pensana Rare historical prices to predict the future Pensana Rare's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.69) | |||
| Total Risk Alpha | (1.42) | |||
| Treynor Ratio | (2.43) |
Pensana Rare Earths Backtested Returns
Pensana Rare Earths maintains Sharpe Ratio (i.e., Efficiency) of -0.0957, which implies the firm had a -0.0957 % return per unit of risk over the last 3 months. Pensana Rare Earths exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pensana Rare's Coefficient Of Variation of (817.34), variance of 28.09, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The company holds a Beta of 0.27, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pensana Rare's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pensana Rare is expected to be smaller as well. At this point, Pensana Rare Earths has a negative expected return of -0.46%. Please make sure to check Pensana Rare's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Pensana Rare Earths performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Pensana Rare Earths has weak reverse predictability. Overlapping area represents the amount of predictability between Pensana Rare time series from 21st of January 2025 to 20th of July 2025 and 20th of July 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 Pensana Rare Earths price movement. The serial correlation of -0.22 indicates that over 22.0% of current Pensana Rare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 596.66 |
Pensana Rare Earths lagged returns against current returns
Autocorrelation, which is Pensana Rare 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 Pensana Rare's stock expected returns. We can calculate the autocorrelation of Pensana Rare returns to help us make a trade decision. For example, suppose you find that Pensana Rare 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 |
Pensana Rare 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 Pensana Rare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pensana Rare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pensana Rare stock over time.
Current vs Lagged Prices |
| Timeline |
Pensana Rare Lagged Returns
When evaluating Pensana Rare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pensana Rare stock have on its future price. Pensana Rare 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, Pensana Rare autocorrelation shows the relationship between Pensana Rare stock current value and its past values and can show if there is a momentum factor associated with investing in Pensana Rare Earths.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Pensana Stock
Pensana Rare financial ratios help investors to determine whether Pensana 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 Pensana with respect to the benefits of owning Pensana Rare security.