Pergamon Status (Turkey) Market Value
| PSDTC Stock | TRY 76.55 0.80 1.03% |
| Symbol | Pergamon |
Pergamon Status '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 Pergamon Status' 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 Pergamon Status.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Pergamon Status on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Pergamon Status Dis or generate 0.0% return on investment in Pergamon Status over 540 days. Pergamon Status is related to or competes with Koc Holding, Alarko Holding, Dogan Sirketler, Eczacibasi Yatirim, and Bera Holding. Pergamon Status Dis Ticaret A.S. engages in the export of ready-to-wearready-made garment products in Turkey More
Pergamon Status 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 Pergamon Status' 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 Pergamon Status Dis upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.88 | |||
| Information Ratio | 0.0293 | |||
| Maximum Drawdown | 19.96 | |||
| Value At Risk | (6.65) | |||
| Potential Upside | 9.96 |
Pergamon Status Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pergamon Status' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pergamon Status' standard deviation. In reality, there are many statistical measures that can use Pergamon Status historical prices to predict the future Pergamon Status' volatility.| Risk Adjusted Performance | 0.0524 | |||
| Jensen Alpha | 0.2027 | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | 0.0336 | |||
| Treynor Ratio | 0.6601 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pergamon Status' 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.
Pergamon Status Dis Backtested Returns
Pergamon Status is very steady at the moment. Pergamon Status Dis maintains Sharpe Ratio (i.e., Efficiency) of 0.0432, which implies the firm had a 0.0432% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pergamon Status Dis, which you can use to evaluate the volatility of the company. Please check Pergamon Status' Risk Adjusted Performance of 0.0524, coefficient of variation of 1736.88, and Semi Deviation of 3.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Pergamon Status has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.37, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pergamon Status' returns are expected to increase less than the market. However, during the bear market, the loss of holding Pergamon Status is expected to be smaller as well. Pergamon Status Dis right now holds a risk of 4.47%. Please check Pergamon Status Dis expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Pergamon Status Dis will be following its historical price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Pergamon Status Dis has modest reverse predictability. Overlapping area represents the amount of predictability between Pergamon Status time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pergamon Status Dis price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Pergamon Status price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 333.48 |
Pergamon Status Dis lagged returns against current returns
Autocorrelation, which is Pergamon Status 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 Pergamon Status' stock expected returns. We can calculate the autocorrelation of Pergamon Status returns to help us make a trade decision. For example, suppose you find that Pergamon Status 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 |
Pergamon Status 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 Pergamon Status stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pergamon Status stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pergamon Status stock over time.
Current vs Lagged Prices |
| Timeline |
Pergamon Status Lagged Returns
When evaluating Pergamon Status' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pergamon Status stock have on its future price. Pergamon Status 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, Pergamon Status autocorrelation shows the relationship between Pergamon Status stock current value and its past values and can show if there is a momentum factor associated with investing in Pergamon Status Dis.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Pergamon Stock
Pergamon Status financial ratios help investors to determine whether Pergamon Stock 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 Pergamon with respect to the benefits of owning Pergamon Status security.