Physiomics Plc (UK) Market Value
| PYC Stock | 1.13 0.03 2.73% |
| Symbol | Physiomics |
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.
| 02/14/2023 |
| 02/03/2025 |
If you would invest 0.00 in Physiomics Plc on February 14, 2023 and sell it all today you would earn a total of 0.00 from holding Physiomics Plc or generate 0.0% return on investment in Physiomics Plc over 720 days. Physiomics Plc is related to or competes with Impax Asset, DFS Furniture, Naked Wines, Cairn Homes, Tatton Asset, Young Cos, and Geely Automobile. Physiomics Plc is entity of United Kingdom More
Physiomics Plc 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 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.
| Downside Deviation | 5.71 | |||
| Information Ratio | 0.1536 | |||
| Maximum Drawdown | 40.21 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 11.11 |
Physiomics Plc Market Risk Indicators
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.| Risk Adjusted Performance | 0.1477 | |||
| Jensen Alpha | 0.9657 | |||
| Total Risk Alpha | 0.5379 | |||
| Sortino Ratio | 0.1759 | |||
| Treynor Ratio | 0.6845 |
Physiomics Plc Backtested Returns
Physiomics Plc is abnormally volatile given 3 months investment horizon. Physiomics Plc maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the firm had a 0.17 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.15% are justified by taking the suggested risk. Use Physiomics Plc Coefficient Of Variation of 603.63, risk adjusted performance of 0.1477, and Semi Deviation of 3.31 to evaluate company specific risk that cannot be diversified away. Physiomics Plc holds a performance score of 13 on a scale of zero to a hundred. The company holds a Beta of 1.57, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Physiomics Plc will likely underperform. Use Physiomics Plc expected short fall, daily balance of power, and the relationship between the downside variance and kurtosis , to analyze future returns on Physiomics Plc.
Auto-correlation | 0.73 |
Good predictability
Physiomics Plc has good predictability. Overlapping area represents the amount of predictability between Physiomics Plc time series from 14th of February 2023 to 9th of February 2024 and 9th of February 2024 to 3rd 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 Physiomics Plc price movement. The serial correlation of 0.73 indicates that around 73.0% of current Physiomics Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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 |
| Timeline |
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 |
| Timeline |
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 |
| Timeline |
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.