Prysmian Spa Adr Stock Market Value
| PRYMY Stock | USD 50.85 0.25 0.49% |
| 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.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Prysmian SPA on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Prysmian SPA ADR or generate 0.0% return on investment in Prysmian SPA over 180 days. Prysmian SPA is related to or competes with FUJIFILM Holdings, Wolters Kluwer, Wolters Kluwer, FUJIFILM Holdings, East Japan, Ashtead Group, and Daimler Truck. 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 ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.0208 | |||
| Maximum Drawdown | 8.87 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 3.49 |
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 | 0.0487 | |||
| Jensen Alpha | 0.0345 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0187 | |||
| Treynor Ratio | 0.1011 |
Prysmian SPA ADR Backtested Returns
At this stage we consider Prysmian Pink Sheet to be very steady. Prysmian SPA ADR maintains Sharpe Ratio (i.e., Efficiency) of 0.0599, which implies the firm had a 0.0599 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Prysmian SPA ADR, which you can use to evaluate the volatility of the company. Please check Prysmian SPA's Coefficient Of Variation of 1668.72, risk adjusted performance of 0.0487, and Semi Deviation of 2.08 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Prysmian SPA has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of 1.12, which implies a somewhat significant risk relative to the market. 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 ADR right now holds a risk of 2.05%. Please check Prysmian SPA ADR potential upside, accumulation distribution, price action indicator, as well as the relationship between the expected short fall and day median price , to decide if Prysmian SPA ADR will be following its historical price patterns.
Auto-correlation | -0.48 |
Modest reverse predictability
Prysmian SPA ADR has modest reverse predictability. Overlapping area represents the amount of predictability between Prysmian SPA 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 Prysmian SPA ADR price movement. The serial correlation of -0.48 indicates that about 48.0% of current Prysmian SPA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 2.36 |
Prysmian SPA ADR 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 ADR.
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.Additional Tools for Prysmian Pink Sheet Analysis
When running Prysmian SPA's price analysis, check to measure Prysmian SPA'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 Prysmian SPA is operating at the current time. Most of Prysmian SPA's value examination focuses on studying past and present price action to predict the probability of Prysmian SPA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Prysmian SPA's price. Additionally, you may evaluate how the addition of Prysmian SPA to your portfolios can decrease your overall portfolio volatility.