Portsmouth Square Stock Market Value
| PRSI Stock | USD 6.00 0.05 0.84% |
| Symbol | Portsmouth |
Portsmouth Square '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 Portsmouth Square's pink sheet 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 Portsmouth Square.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Portsmouth Square on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Portsmouth Square or generate 0.0% return on investment in Portsmouth Square over 180 days. Portsmouth Square is related to or competes with Littlefield, Retail Food, and Hengdeli Holdings. Portsmouth Square, Inc. owns and operates a hotel under the Hilton brand in San Francisco, California More
Portsmouth Square 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 Portsmouth Square's pink sheet 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 Portsmouth Square upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2091 | |||
| Maximum Drawdown | 74.65 | |||
| Potential Upside | 16.37 |
Portsmouth Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Portsmouth Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Portsmouth Square's standard deviation. In reality, there are many statistical measures that can use Portsmouth Square historical prices to predict the future Portsmouth Square's volatility.| Risk Adjusted Performance | 0.1612 | |||
| Jensen Alpha | 1.92 | |||
| Total Risk Alpha | 1.2 | |||
| Treynor Ratio | 2.72 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Portsmouth Square'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.
Portsmouth Square Backtested Returns
Portsmouth Square is risky given 3 months investment horizon. Portsmouth Square maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the firm had a 0.22 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty different technical indicators, which can help you to evaluate if expected returns of 2.06% are justified by taking the suggested risk. Use Portsmouth Square Risk Adjusted Performance of 0.1612, variance of 82.66, and Coefficient Of Variation of 461.58 to evaluate company specific risk that cannot be diversified away. Portsmouth Square holds a performance score of 17 on a scale of zero to a hundred. The company holds a Beta of 0.72, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Portsmouth Square's returns are expected to increase less than the market. However, during the bear market, the loss of holding Portsmouth Square is expected to be smaller as well. Use Portsmouth Square total risk alpha and rate of daily change , to analyze future returns on Portsmouth Square.
Auto-correlation | 0.10 |
Insignificant predictability
Portsmouth Square has insignificant predictability. Overlapping area represents the amount of predictability between Portsmouth Square time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Portsmouth Square price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Portsmouth Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Portsmouth Square lagged returns against current returns
Autocorrelation, which is Portsmouth Square pink sheet'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 Portsmouth Square's pink sheet expected returns. We can calculate the autocorrelation of Portsmouth Square returns to help us make a trade decision. For example, suppose you find that Portsmouth Square has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Portsmouth Square 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 Portsmouth Square pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Portsmouth Square pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Portsmouth Square pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Portsmouth Square Lagged Returns
When evaluating Portsmouth Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Portsmouth Square pink sheet have on its future price. Portsmouth Square 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, Portsmouth Square autocorrelation shows the relationship between Portsmouth Square pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Portsmouth Square.
Regressed Prices |
| Timeline |
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Other Information on Investing in Portsmouth Pink Sheet
Portsmouth Square financial ratios help investors to determine whether Portsmouth Pink Sheet 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 Portsmouth with respect to the benefits of owning Portsmouth Square security.