Physiomics Plc's market value is the price at which a share of Physiomics Plc trades on a public exchange. It measures the collective expectations of Physiomics Plc investors about its performance. Physiomics Plc is trading at 0.75 as of the 21st of December 2024, a 6.25 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.73. With this module, you can estimate the performance of a buy and hold strategy of Physiomics Plc and determine expected loss or profit from investing in Physiomics Plc over a given investment horizon. Check out Physiomics Plc Correlation, Physiomics Plc Volatility and Physiomics Plc Alpha and Beta module to complement your research on Physiomics Plc.
Please note, there is a significant difference between Physiomics Plc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Physiomics Plc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Physiomics Plc'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.
Physiomics Plc '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 Physiomics Plc'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 Physiomics Plc.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Physiomics Plc'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 Physiomics Plc upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Physiomics Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Physiomics Plc's standard deviation. In reality, there are many statistical measures that can use Physiomics Plc historical prices to predict the future Physiomics Plc's volatility.
Physiomics Plc appears to be extremely dangerous, given 3 months investment horizon. Physiomics Plc maintains Sharpe Ratio (i.e., Efficiency) of 0.06, which implies the firm had a 0.06% return per unit of risk over the last 3 months. We have found thirty technical indicators for Physiomics Plc, which you can use to evaluate the volatility of the company. Please evaluate Physiomics Plc's Coefficient Of Variation of 1678.41, risk adjusted performance of 0.0549, and Semi Deviation of 2.0 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Physiomics Plc holds a performance score of 4. The company holds a Beta of -0.77, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Physiomics Plc are expected to decrease at a much lower rate. During the bear market, Physiomics Plc is likely to outperform the market. Please check Physiomics Plc's expected short fall, daily balance of power, and the relationship between the downside variance and kurtosis , to make a quick decision on whether Physiomics Plc's historical price patterns will revert.
Correlation Coefficient
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Spearman Rank Test
0.36
Residual Average
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Price Variance
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Physiomics Plc lagged returns against current returns
Autocorrelation, which is Physiomics Plc 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 Physiomics Plc's stock expected returns. We can calculate the autocorrelation of Physiomics Plc returns to help us make a trade decision. For example, suppose you find that Physiomics Plc 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
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Physiomics Plc 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 Physiomics Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Physiomics Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Physiomics Plc stock over time.
Current vs Lagged Prices
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Physiomics Plc Lagged Returns
When evaluating Physiomics Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Physiomics Plc stock have on its future price. Physiomics Plc 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, Physiomics Plc autocorrelation shows the relationship between Physiomics Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Physiomics Plc.
Regressed Prices
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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.
Other Information on Investing in Physiomics Stock
Physiomics Plc financial ratios help investors to determine whether Physiomics 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 Physiomics with respect to the benefits of owning Physiomics Plc security.