PVH Corp (Germany) Market Value
| PVH Stock | EUR 104.35 1.25 1.21% |
| Symbol | PVH |
PVH Corp '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 PVH Corp'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 PVH Corp.
| 12/25/2023 |
| 12/19/2024 |
If you would invest 0.00 in PVH Corp on December 25, 2023 and sell it all today you would earn a total of 0.00 from holding PVH Corp or generate 0.0% return on investment in PVH Corp over 360 days. PVH Corp is related to or competes with CHINA TELECOM, INTERSHOP Communications, Dairy Farm, Associated British, Performance Food, HF FOODS, and AUSNUTRIA DAIRY. More
PVH Corp 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 PVH Corp'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 PVH Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.1833 | |||
| Maximum Drawdown | 8.25 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 3.39 |
PVH Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PVH Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PVH Corp's standard deviation. In reality, there are many statistical measures that can use PVH Corp historical prices to predict the future PVH Corp's volatility.| Risk Adjusted Performance | 0.1655 | |||
| Jensen Alpha | 0.296 | |||
| Total Risk Alpha | 0.2653 | |||
| Sortino Ratio | 0.1547 | |||
| Treynor Ratio | 0.8881 |
PVH Corp Backtested Returns
PVH Corp appears to be very steady, given 3 months investment horizon. PVH Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for PVH Corp, which you can use to evaluate the volatility of the company. Please evaluate PVH Corp's risk adjusted performance of 0.1655, and Semi Deviation of 1.07 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PVH Corp holds a performance score of 15. The company holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PVH Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding PVH Corp is expected to be smaller as well. Please check PVH Corp's potential upside, daily balance of power, and the relationship between the treynor ratio and expected short fall , to make a quick decision on whether PVH Corp's historical price patterns will revert.
Auto-correlation | -0.26 |
Weak reverse predictability
PVH Corp has weak reverse predictability. Overlapping area represents the amount of predictability between PVH Corp time series from 25th of December 2023 to 22nd of June 2024 and 22nd of June 2024 to 19th of December 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 PVH Corp price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current PVH Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 33.64 |
PVH Corp lagged returns against current returns
Autocorrelation, which is PVH Corp 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 PVH Corp's stock expected returns. We can calculate the autocorrelation of PVH Corp returns to help us make a trade decision. For example, suppose you find that PVH Corp 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 |
PVH Corp 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 PVH Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PVH Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PVH Corp stock over time.
Current vs Lagged Prices |
| Timeline |
PVH Corp Lagged Returns
When evaluating PVH Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PVH Corp stock have on its future price. PVH Corp 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, PVH Corp autocorrelation shows the relationship between PVH Corp stock current value and its past values and can show if there is a momentum factor associated with investing in PVH Corp.
Regressed Prices |
| Timeline |
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Additional Tools for PVH Stock Analysis
When running PVH Corp's price analysis, check to measure PVH Corp'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 PVH Corp is operating at the current time. Most of PVH Corp's value examination focuses on studying past and present price action to predict the probability of PVH Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PVH Corp's price. Additionally, you may evaluate how the addition of PVH Corp to your portfolios can decrease your overall portfolio volatility.