Palmer Square Capital Stock Market Value
| PSBD Stock | 12.23 0.06 0.49% |
| Symbol | Palmer |
Palmer Square Capital Price To Book Ratio
Is Asset Management & Custody Banks 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 Palmer Square. If investors know Palmer 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 Palmer Square listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.43 |
The market value of Palmer Square Capital is measured differently than its book value, which is the value of Palmer that is recorded on the company's balance sheet. Investors also form their own opinion of Palmer Square's value that differs from its market value or its book value, called intrinsic value, which is Palmer Square'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 Palmer Square's market value can be influenced by many factors that don't directly affect Palmer Square'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 Palmer Square's value and its price as these two are different measures arrived at by different means. Investors typically determine if Palmer Square is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Palmer Square'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.
Palmer 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 Palmer Square'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 Palmer Square.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in Palmer Square on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Palmer Square Capital or generate 0.0% return on investment in Palmer Square over 720 days. Palmer Square is related to or competes with Source Capital, Barings Corporate, PennantPark Investment, Saratoga Investment, BNY Mellon, GigCapital7 Corp, and Gladstone Capital. Palmer Square is entity of United States More
Palmer 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 Palmer Square'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 Palmer Square Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 8.88 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 2.62 |
Palmer Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Palmer Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Palmer Square's standard deviation. In reality, there are many statistical measures that can use Palmer Square historical prices to predict the future Palmer Square's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.11) |
Palmer Square Capital Backtested Returns
Palmer Square Capital maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Palmer Square Capital exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Palmer Square's Risk Adjusted Performance of (0.02), variance of 2.46, and Coefficient Of Variation of (2,323) to confirm the risk estimate we provide. The company holds a Beta of 0.68, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Palmer Square's returns are expected to increase less than the market. However, during the bear market, the loss of holding Palmer Square is expected to be smaller as well. At this point, Palmer Square Capital has a negative expected return of -0.0088%. Please make sure to check Palmer Square's value at risk, rate of daily change, relative strength index, as well as the relationship between the kurtosis and market facilitation index , to decide if Palmer Square Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Palmer Square Capital has very good reverse predictability. Overlapping area represents the amount of predictability between Palmer Square time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th 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 Palmer Square Capital price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Palmer Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Palmer Square Capital lagged returns against current returns
Autocorrelation, which is Palmer Square 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 Palmer Square's stock expected returns. We can calculate the autocorrelation of Palmer Square returns to help us make a trade decision. For example, suppose you find that Palmer Square 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 |
Palmer 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 Palmer Square stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Palmer Square stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Palmer Square stock over time.
Current vs Lagged Prices |
| Timeline |
Palmer Square Lagged Returns
When evaluating Palmer Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Palmer Square stock have on its future price. Palmer 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, Palmer Square autocorrelation shows the relationship between Palmer Square stock current value and its past values and can show if there is a momentum factor associated with investing in Palmer Square Capital.
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.When determining whether Palmer Square Capital is a strong investment it is important to analyze Palmer Square's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Palmer Square's future performance. For an informed investment choice regarding Palmer Stock, refer to the following important reports:Check out Palmer Square Correlation, Palmer Square Volatility and Palmer Square Alpha and Beta module to complement your research on Palmer Square. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Palmer Square technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.