Pentair PLC (UK) Market Value
| 0Y5X Stock | 105.86 0.35 0.33% |
| Symbol | Pentair |
Pentair 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 Pentair 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 Pentair PLC.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Pentair PLC on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Pentair PLC or generate 0.0% return on investment in Pentair PLC over 90 days. Pentair PLC is related to or competes with Synthomer Plc, Gaztransport, JB Hunt, Ecclesiastical Insurance, Fortune Brands, Pets At, and Cairn Homes. More
Pentair 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 Pentair 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 Pentair PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.1564 | |||
| Maximum Drawdown | 6.43 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 3.02 |
Pentair PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pentair PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pentair PLC's standard deviation. In reality, there are many statistical measures that can use Pentair PLC historical prices to predict the future Pentair PLC's volatility.| Risk Adjusted Performance | 0.2398 | |||
| Jensen Alpha | 0.2495 | |||
| Total Risk Alpha | 0.1546 | |||
| Sortino Ratio | 0.2214 | |||
| Treynor Ratio | 0.4291 |
Pentair PLC Backtested Returns
Pentair PLC appears to be very steady, given 3 months investment horizon. Pentair PLC maintains Sharpe Ratio (i.e., Efficiency) of 0.25, which implies the firm had a 0.25 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Pentair PLC, which you can use to evaluate the volatility of the company. Please evaluate Pentair PLC's Semi Deviation of 0.6854, risk adjusted performance of 0.2398, and Coefficient Of Variation of 395.49 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pentair PLC holds a performance score of 19. The company holds a Beta of 0.84, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pentair PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pentair PLC is expected to be smaller as well. Please check Pentair PLC's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Pentair PLC's historical price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Pentair PLC has good predictability. Overlapping area represents the amount of predictability between Pentair PLC time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 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 Pentair PLC price movement. The serial correlation of 0.76 indicates that around 76.0% of current Pentair PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 12.41 |
Pentair PLC lagged returns against current returns
Autocorrelation, which is Pentair 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 Pentair PLC's stock expected returns. We can calculate the autocorrelation of Pentair PLC returns to help us make a trade decision. For example, suppose you find that Pentair 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 |
Pentair 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 Pentair PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pentair PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pentair PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Pentair PLC Lagged Returns
When evaluating Pentair PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pentair PLC stock have on its future price. Pentair 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, Pentair PLC autocorrelation shows the relationship between Pentair PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Pentair 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.Additional Tools for Pentair Stock Analysis
When running Pentair PLC's price analysis, check to measure Pentair PLC'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 Pentair PLC is operating at the current time. Most of Pentair PLC's value examination focuses on studying past and present price action to predict the probability of Pentair PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pentair PLC's price. Additionally, you may evaluate how the addition of Pentair PLC to your portfolios can decrease your overall portfolio volatility.