Partners Value Investments Stock Market Value
| PVF-UN Stock | CAD 149.00 0.99 0.66% |
| Symbol | Partners |
Partners Value '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 Partners Value'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 Partners Value.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Partners Value on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Partners Value Investments or generate 0.0% return on investment in Partners Value over 30 days. Partners Value is related to or competes with CVS HEALTH, NorthWest Healthcare, Jamieson Wellness, Diversified Royalty, Verizon Communications, and Bausch Health. Partners Value Investments LP operates as an investment holding company that engages in the securities and financing tra... More
Partners Value 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 Partners Value'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 Partners Value Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.02 | |||
| Information Ratio | 0.1742 | |||
| Maximum Drawdown | 14.33 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 4.84 |
Partners Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Partners Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Partners Value's standard deviation. In reality, there are many statistical measures that can use Partners Value historical prices to predict the future Partners Value's volatility.| Risk Adjusted Performance | 0.1337 | |||
| Jensen Alpha | 0.3873 | |||
| Total Risk Alpha | 0.3838 | |||
| Sortino Ratio | 0.1279 | |||
| Treynor Ratio | (7.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Partners Value's 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.
Partners Value Inves Backtested Returns
Partners Value appears to be very steady, given 3 months investment horizon. Partners Value Inves maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Partners Value Inves, which you can use to evaluate the volatility of the company. Please evaluate Partners Value's Semi Deviation of 1.08, risk adjusted performance of 0.1337, and Coefficient Of Variation of 557.95 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Partners Value holds a performance score of 9. The company holds a Beta of -0.055, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Partners Value are expected to decrease at a much lower rate. During the bear market, Partners Value is likely to outperform the market. Please check Partners Value's expected short fall, and the relationship between the value at risk and rate of daily change , to make a quick decision on whether Partners Value's historical price patterns will revert.
Auto-correlation | -0.34 |
Poor reverse predictability
Partners Value Investments has poor reverse predictability. Overlapping area represents the amount of predictability between Partners Value time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Partners Value Inves price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Partners Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Partners Value Inves lagged returns against current returns
Autocorrelation, which is Partners Value 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 Partners Value's stock expected returns. We can calculate the autocorrelation of Partners Value returns to help us make a trade decision. For example, suppose you find that Partners Value 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 |
Partners Value 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 Partners Value stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Partners Value stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Partners Value stock over time.
Current vs Lagged Prices |
| Timeline |
Partners Value Lagged Returns
When evaluating Partners Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Partners Value stock have on its future price. Partners Value 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, Partners Value autocorrelation shows the relationship between Partners Value stock current value and its past values and can show if there is a momentum factor associated with investing in Partners Value Investments.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Partners Stock
Partners Value financial ratios help investors to determine whether Partners 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 Partners with respect to the benefits of owning Partners Value security.