Paragon Banking (Germany) Market Value
| 46P1 Stock | EUR 11.00 0.20 1.85% |
| Symbol | Paragon |
Paragon Banking '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 Paragon Banking'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 Paragon Banking.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Paragon Banking on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Paragon Banking Group or generate 0.0% return on investment in Paragon Banking over 90 days. Paragon Banking is related to or competes with Ally Financial, Walker Dunlop, and Federal Home. Paragon Banking Group PLC provides financial services in the United Kingdom More
Paragon Banking 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 Paragon Banking'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 Paragon Banking Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.1524 | |||
| Maximum Drawdown | 8.31 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 2.86 |
Paragon Banking Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Paragon Banking's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Paragon Banking's standard deviation. In reality, there are many statistical measures that can use Paragon Banking historical prices to predict the future Paragon Banking's volatility.| Risk Adjusted Performance | 0.2326 | |||
| Jensen Alpha | 0.3934 | |||
| Total Risk Alpha | 0.1496 | |||
| Sortino Ratio | 0.1337 | |||
| Treynor Ratio | (1.55) |
Paragon Banking Group Backtested Returns
Paragon Banking appears to be not too volatile, given 3 months investment horizon. Paragon Banking Group maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the firm had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Paragon Banking Group, which you can use to evaluate the volatility of the company. Please evaluate Paragon Banking's Risk Adjusted Performance of 0.2326, coefficient of variation of 408.29, and Semi Deviation of 1.18 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Paragon Banking holds a performance score of 15. The company holds a Beta of -0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Paragon Banking are expected to decrease at a much lower rate. During the bear market, Paragon Banking is likely to outperform the market. Please check Paragon Banking's jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Paragon Banking's historical price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Paragon Banking Group has very good predictability. Overlapping area represents the amount of predictability between Paragon Banking time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Paragon Banking Group price movement. The serial correlation of 0.82 indicates that around 82.0% of current Paragon Banking price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Paragon Banking Group lagged returns against current returns
Autocorrelation, which is Paragon Banking 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 Paragon Banking's stock expected returns. We can calculate the autocorrelation of Paragon Banking returns to help us make a trade decision. For example, suppose you find that Paragon Banking 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 |
Paragon Banking 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 Paragon Banking stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Paragon Banking stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Paragon Banking stock over time.
Current vs Lagged Prices |
| Timeline |
Paragon Banking Lagged Returns
When evaluating Paragon Banking's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Paragon Banking stock have on its future price. Paragon Banking 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, Paragon Banking autocorrelation shows the relationship between Paragon Banking stock current value and its past values and can show if there is a momentum factor associated with investing in Paragon Banking Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Paragon Stock
Paragon Banking financial ratios help investors to determine whether Paragon 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 Paragon with respect to the benefits of owning Paragon Banking security.