Ps Business Parks Stock Market Value
| PSBZP Stock | 9.15 0.05 0.54% |
| Symbol | PSBZP |
PS Business '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 PS Business' 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 PS Business.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in PS Business on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding PS Business Parks or generate 0.0% return on investment in PS Business over 180 days. PS Business is related to or competes with Peakstone Realty, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, Sitka Gold, and MSCI ACWI. More
PS Business 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 PS Business' 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 PS Business Parks upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 17.86 | |||
| Value At Risk | (6.34) | |||
| Potential Upside | 5.41 |
PS Business Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PS Business' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PS Business' standard deviation. In reality, there are many statistical measures that can use PS Business historical prices to predict the future PS Business' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 1.11 |
PS Business Parks Backtested Returns
PS Business Parks retains Efficiency (Sharpe Ratio) of -0.0214, which implies the firm had a -0.0214 % return per unit of price deviation over the last 3 months. PS Business exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PS Business' information ratio of (0.05), and Market Risk Adjusted Performance of 1.12 to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.0794, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PS Business are expected to decrease at a much lower rate. During the bear market, PS Business is likely to outperform the market. At this point, PS Business Parks has a negative expected return of -0.0683%. Please make sure to check PS Business' jensen alpha, as well as the relationship between the kurtosis and period momentum indicator , to decide if PS Business Parks performance from the past will be repeated at some future date.
Auto-correlation | 0.41 |
Average predictability
PS Business Parks has average predictability. Overlapping area represents the amount of predictability between PS Business time series from 1st of July 2025 to 29th of September 2025 and 29th of September 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 PS Business Parks price movement. The serial correlation of 0.41 indicates that just about 41.0% of current PS Business price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
PS Business Parks lagged returns against current returns
Autocorrelation, which is PS Business 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 PS Business' pink sheet expected returns. We can calculate the autocorrelation of PS Business returns to help us make a trade decision. For example, suppose you find that PS Business 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 |
PS Business 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 PS Business pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PS Business pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PS Business pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PS Business Lagged Returns
When evaluating PS Business' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PS Business pink sheet have on its future price. PS Business 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, PS Business autocorrelation shows the relationship between PS Business pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PS Business Parks.
Regressed Prices |
| Timeline |
Pair Trading with PS Business
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if PS Business position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in PS Business will appreciate offsetting losses from the drop in the long position's value.Moving against PSBZP Pink Sheet
| 0.7 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.66 | MCHHF | Macmahon Holdings | PairCorr |
| 0.63 | BNEFF | Bonterra Energy Corp | PairCorr |
| 0.63 | SPB | Spectrum Brands Holdings | PairCorr |
| 0.58 | JTEKY | JTEKT Corp ADR | PairCorr |
The ability to find closely correlated positions to PS Business could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace PS Business when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back PS Business - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling PS Business Parks to buy it.
The correlation of PS Business is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as PS Business moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if PS Business Parks moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for PS Business can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for PSBZP Pink Sheet Analysis
When running PS Business' price analysis, check to measure PS Business' 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 PS Business is operating at the current time. Most of PS Business' value examination focuses on studying past and present price action to predict the probability of PS Business' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PS Business' price. Additionally, you may evaluate how the addition of PS Business to your portfolios can decrease your overall portfolio volatility.