PEPKOR (Germany) Market Value
| S1VA Stock | EUR 1.33 0.03 2.31% |
| Symbol | PEPKOR |
PEPKOR '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 PEPKOR'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 PEPKOR.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in PEPKOR on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding PEPKOR LTD or generate 0.0% return on investment in PEPKOR over 360 days. PEPKOR is related to or competes with DiamondRock Hospitality, Sabra Health, HOCHSCHILD MINING, TSOGO SUN, QINGCI GAMES, Games Workshop, and EHEALTH. Pepkor Holdings Limited, together with its subsidiaries, operates as a retailer focusing on discount, value, and special... More
PEPKOR 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 PEPKOR'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 PEPKOR LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.85 | |||
| Information Ratio | 0.1404 | |||
| Maximum Drawdown | 13.93 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 3.91 |
PEPKOR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PEPKOR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PEPKOR's standard deviation. In reality, there are many statistical measures that can use PEPKOR historical prices to predict the future PEPKOR's volatility.| Risk Adjusted Performance | 0.1605 | |||
| Jensen Alpha | 0.3933 | |||
| Total Risk Alpha | 0.0958 | |||
| Sortino Ratio | 0.1532 | |||
| Treynor Ratio | 10.36 |
PEPKOR LTD Backtested Returns
PEPKOR appears to be risky, given 3 months investment horizon. PEPKOR LTD maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the firm had a 0.2% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for PEPKOR LTD, which you can use to evaluate the volatility of the company. Please evaluate PEPKOR's Market Risk Adjusted Performance of 10.37, risk adjusted performance of 0.1605, and Semi Deviation of 1.12 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PEPKOR holds a performance score of 15. The company holds a Beta of 0.0384, which implies not very significant fluctuations relative to the market. As returns on the market increase, PEPKOR's returns are expected to increase less than the market. However, during the bear market, the loss of holding PEPKOR is expected to be smaller as well. Please check PEPKOR's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether PEPKOR's historical price patterns will revert.
Auto-correlation | 0.52 |
Modest predictability
PEPKOR LTD has modest predictability. Overlapping area represents the amount of predictability between PEPKOR time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 PEPKOR LTD price movement. The serial correlation of 0.52 indicates that about 52.0% of current PEPKOR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
PEPKOR LTD lagged returns against current returns
Autocorrelation, which is PEPKOR 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 PEPKOR's stock expected returns. We can calculate the autocorrelation of PEPKOR returns to help us make a trade decision. For example, suppose you find that PEPKOR 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 |
PEPKOR 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 PEPKOR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PEPKOR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PEPKOR stock over time.
Current vs Lagged Prices |
| Timeline |
PEPKOR Lagged Returns
When evaluating PEPKOR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PEPKOR stock have on its future price. PEPKOR 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, PEPKOR autocorrelation shows the relationship between PEPKOR stock current value and its past values and can show if there is a momentum factor associated with investing in PEPKOR LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PEPKOR Stock
PEPKOR financial ratios help investors to determine whether PEPKOR 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 PEPKOR with respect to the benefits of owning PEPKOR security.