PETCO HEALTH (Germany) Market Value
| 7G9 Stock | 2.79 0.23 8.98% |
| Symbol | PETCO |
PETCO HEALTH '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 PETCO HEALTH'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 PETCO HEALTH.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in PETCO HEALTH on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding PETCO HEALTH CLA or generate 0.0% return on investment in PETCO HEALTH over 90 days. PETCO HEALTH is related to or competes with Tractor Supply, Best Buy, SIVERS SEMICONDUCTORS, INTUITIVE SURGICAL, BANK HANDLOWY, Reliance Steel, and Vanguard Funds. More
PETCO HEALTH 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 PETCO HEALTH'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 PETCO HEALTH CLA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.12 | |||
| Information Ratio | 0.0023 | |||
| Maximum Drawdown | 29.88 | |||
| Value At Risk | (5.42) | |||
| Potential Upside | 7.3 |
PETCO HEALTH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PETCO HEALTH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PETCO HEALTH's standard deviation. In reality, there are many statistical measures that can use PETCO HEALTH historical prices to predict the future PETCO HEALTH's volatility.| Risk Adjusted Performance | 0.0391 | |||
| Jensen Alpha | 0.0479 | |||
| Total Risk Alpha | (0.50) | |||
| Sortino Ratio | 0.0021 | |||
| Treynor Ratio | 0.1979 |
PETCO HEALTH CLA Backtested Returns
At this point, PETCO HEALTH is very risky. PETCO HEALTH CLA maintains Sharpe Ratio (i.e., Efficiency) of 0.0351, which implies the firm had a 0.0351 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for PETCO HEALTH CLA, which you can use to evaluate the volatility of the company. Please check PETCO HEALTH's Market Risk Adjusted Performance of 0.2079, semi deviation of 4.78, and Risk Adjusted Performance of 0.0391 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. PETCO HEALTH has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.71, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PETCO HEALTH's returns are expected to increase less than the market. However, during the bear market, the loss of holding PETCO HEALTH is expected to be smaller as well. PETCO HEALTH CLA currently holds a risk of 4.61%. Please check PETCO HEALTH CLA total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if PETCO HEALTH CLA will be following its historical price patterns.
Auto-correlation | 0.46 |
Average predictability
PETCO HEALTH CLA has average predictability. Overlapping area represents the amount of predictability between PETCO HEALTH time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 PETCO HEALTH CLA price movement. The serial correlation of 0.46 indicates that about 46.0% of current PETCO HEALTH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
PETCO HEALTH CLA lagged returns against current returns
Autocorrelation, which is PETCO HEALTH 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 PETCO HEALTH's stock expected returns. We can calculate the autocorrelation of PETCO HEALTH returns to help us make a trade decision. For example, suppose you find that PETCO HEALTH 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 |
PETCO HEALTH 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 PETCO HEALTH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PETCO HEALTH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PETCO HEALTH stock over time.
Current vs Lagged Prices |
| Timeline |
PETCO HEALTH Lagged Returns
When evaluating PETCO HEALTH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PETCO HEALTH stock have on its future price. PETCO HEALTH 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, PETCO HEALTH autocorrelation shows the relationship between PETCO HEALTH stock current value and its past values and can show if there is a momentum factor associated with investing in PETCO HEALTH CLA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PETCO Stock
PETCO HEALTH financial ratios help investors to determine whether PETCO 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 PETCO with respect to the benefits of owning PETCO HEALTH security.