Pva Tepla Ag Stock Market Value
| TPLKF Stock | USD 30.41 4.96 19.49% |
| Symbol | PVA |
PVA TePla '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 PVA TePla's pink sheet 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 PVA TePla.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in PVA TePla on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding PVA TePla AG or generate 0.0% return on investment in PVA TePla over 360 days. PVA TePla is related to or competes with Heidelberger Druckmaschinen, Morgan Advanced, Daiwa Industries, Skellerup Holdings, Black Diamond, and Magellan Aerospace. PVA TePla AG, together with its subsidiaries, manufactures and sells systems for the production and refinement of high-t... More
PVA TePla 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 PVA TePla's pink sheet 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 PVA TePla AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 19.49 | |||
| Value At Risk | (0.46) |
PVA TePla Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PVA TePla's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PVA TePla's standard deviation. In reality, there are many statistical measures that can use PVA TePla historical prices to predict the future PVA TePla's volatility.| Risk Adjusted Performance | 0.0058 | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | 0.064 |
PVA TePla AG Backtested Returns
PVA TePla AG retains Efficiency (Sharpe Ratio) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. PVA TePla exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PVA TePla's coefficient of variation of (34,398), and Market Risk Adjusted Performance of 0.074 to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PVA TePla are expected to decrease at a much lower rate. During the bear market, PVA TePla is likely to outperform the market. At this point, PVA TePla AG has a negative expected return of -0.0103%. Please make sure to check PVA TePla's skewness, and the relationship between the jensen alpha and rate of daily change , to decide if PVA TePla AG performance from the past will be repeated at future time.
Auto-correlation | 0.12 |
Insignificant predictability
PVA TePla AG has insignificant predictability. Overlapping area represents the amount of predictability between PVA TePla time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PVA TePla AG price movement. The serial correlation of 0.12 indicates that less than 12.0% of current PVA TePla price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 13.04 |
PVA TePla AG lagged returns against current returns
Autocorrelation, which is PVA TePla pink sheet'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 PVA TePla's pink sheet expected returns. We can calculate the autocorrelation of PVA TePla returns to help us make a trade decision. For example, suppose you find that PVA TePla has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
PVA TePla 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 PVA TePla pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PVA TePla pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PVA TePla pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PVA TePla Lagged Returns
When evaluating PVA TePla's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PVA TePla pink sheet have on its future price. PVA TePla 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, PVA TePla autocorrelation shows the relationship between PVA TePla pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PVA TePla AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PVA Pink Sheet
PVA TePla financial ratios help investors to determine whether PVA Pink Sheet 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 PVA with respect to the benefits of owning PVA TePla security.