Prysmian Spa Stock Market Value
| PRYMF Stock | USD 111.37 0.16 0.14% |
| Symbol | Prysmian |
Prysmian SpA '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 Prysmian SpA'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 Prysmian SpA.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Prysmian SpA on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Prysmian SpA or generate 0.0% return on investment in Prysmian SpA over 30 days. Prysmian SpA is related to or competes with FUJIFILM Holdings, Wolters Kluwer, FUJIFILM Holdings, Wolters Kluwer, East Japan, Ashtead Group, and AP Mller. Prysmian S.p.A., together with its subsidiaries, produces, distributes, and sells cables and systems, and related access... More
Prysmian SpA 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 Prysmian SpA'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 Prysmian SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.68 | |||
| Information Ratio | 0.0183 | |||
| Maximum Drawdown | 11.12 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 4.7 |
Prysmian SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prysmian SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prysmian SpA's standard deviation. In reality, there are many statistical measures that can use Prysmian SpA historical prices to predict the future Prysmian SpA's volatility.| Risk Adjusted Performance | 0.0419 | |||
| Jensen Alpha | 0.0547 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0172 | |||
| Treynor Ratio | 0.1272 |
Prysmian SpA Backtested Returns
At this point, Prysmian SpA is very steady. Prysmian SpA maintains Sharpe Ratio (i.e., Efficiency) of 0.052, which implies the firm had a 0.052 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Prysmian SpA, which you can use to evaluate the volatility of the company. Please check Prysmian SpA's Risk Adjusted Performance of 0.0419, coefficient of variation of 2096.89, and Semi Deviation of 2.16 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Prysmian SpA has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of 0.87, which implies possible diversification benefits within a given portfolio. Prysmian SpA returns are very sensitive to returns on the market. As the market goes up or down, Prysmian SpA is expected to follow. Prysmian SpA right now holds a risk of 2.58%. Please check Prysmian SpA semi variance, as well as the relationship between the daily balance of power and price action indicator , to decide if Prysmian SpA will be following its historical price patterns.
Auto-correlation | 0.32 |
Below average predictability
Prysmian SpA has below average predictability. Overlapping area represents the amount of predictability between Prysmian SpA 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 Prysmian SpA price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Prysmian SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 15.33 |
Prysmian SpA lagged returns against current returns
Autocorrelation, which is Prysmian SpA 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 Prysmian SpA's pink sheet expected returns. We can calculate the autocorrelation of Prysmian SpA returns to help us make a trade decision. For example, suppose you find that Prysmian SpA 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 |
Prysmian SpA 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 Prysmian SpA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prysmian SpA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prysmian SpA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Prysmian SpA Lagged Returns
When evaluating Prysmian SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prysmian SpA pink sheet have on its future price. Prysmian SpA 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, Prysmian SpA autocorrelation shows the relationship between Prysmian SpA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Prysmian SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Prysmian Pink Sheet
Prysmian SpA financial ratios help investors to determine whether Prysmian 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 Prysmian with respect to the benefits of owning Prysmian SpA security.