Procaps Group Sa Stock Market Value
| PROCW Stock | USD 0.01 0 17.29% |
| Symbol | Procaps |
Is Biotechnology space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Procaps Group. If investors know Procaps will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Procaps Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Procaps Group SA is measured differently than its book value, which is the value of Procaps that is recorded on the company's balance sheet. Investors also form their own opinion of Procaps Group's value that differs from its market value or its book value, called intrinsic value, which is Procaps Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Procaps Group's market value can be influenced by many factors that don't directly affect Procaps Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Procaps Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Procaps Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Procaps Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Procaps Group '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 Procaps Group'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 Procaps Group.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Procaps Group on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Procaps Group SA or generate 0.0% return on investment in Procaps Group over 300 days. Procaps Group is related to or competes with Procaps Group, Quantum Si, and Jasper Therapeutics. Procaps Group, S.A. develops, manufactures, and markets over-the-counter and prescription drugs, nutritional supplements... More
Procaps Group 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 Procaps Group'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 Procaps Group SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.58 | |||
| Information Ratio | 0.1259 | |||
| Maximum Drawdown | 1045.53 | |||
| Value At Risk | (37.43) | |||
| Potential Upside | 32.84 |
Procaps Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Procaps Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Procaps Group's standard deviation. In reality, there are many statistical measures that can use Procaps Group historical prices to predict the future Procaps Group's volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | 18.65 | |||
| Total Risk Alpha | (4.37) | |||
| Sortino Ratio | 0.6512 | |||
| Treynor Ratio | 3.16 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Procaps Group's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Procaps Group SA Backtested Returns
Procaps Group is out of control given 3 months investment horizon. Procaps Group SA maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13% return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 19.39% are justified by taking the suggested risk. Use Procaps Group Risk Adjusted Performance of 0.1068, coefficient of variation of 789.23, and Semi Deviation of 22.37 to evaluate company specific risk that cannot be diversified away. Procaps Group holds a performance score of 9 on a scale of zero to a hundred. The company holds a Beta of 6.13, 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, Procaps Group will likely underperform. Use Procaps Group jensen alpha, potential upside, as well as the relationship between the Potential Upside and daily balance of power , to analyze future returns on Procaps Group.
Auto-correlation | 0.22 |
Weak predictability
Procaps Group SA has weak predictability. Overlapping area represents the amount of predictability between Procaps Group time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Procaps Group SA price movement. The serial correlation of 0.22 indicates that over 22.0% of current Procaps Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Procaps Group SA lagged returns against current returns
Autocorrelation, which is Procaps Group 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 Procaps Group's stock expected returns. We can calculate the autocorrelation of Procaps Group returns to help us make a trade decision. For example, suppose you find that Procaps Group 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 |
Procaps Group 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 Procaps Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Procaps Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Procaps Group stock over time.
Current vs Lagged Prices |
| Timeline |
Procaps Group Lagged Returns
When evaluating Procaps Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Procaps Group stock have on its future price. Procaps Group 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, Procaps Group autocorrelation shows the relationship between Procaps Group stock current value and its past values and can show if there is a momentum factor associated with investing in Procaps Group SA.
Regressed Prices |
| Timeline |
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When running Procaps Group's price analysis, check to measure Procaps Group'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 Procaps Group is operating at the current time. Most of Procaps Group's value examination focuses on studying past and present price action to predict the probability of Procaps Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Procaps Group's price. Additionally, you may evaluate how the addition of Procaps Group to your portfolios can decrease your overall portfolio volatility.