Prosegur Cash (Spain) Market Value
| CASH Stock | EUR 0.86 0.01 1.18% |
| Symbol | Prosegur |
Prosegur Cash '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 Prosegur Cash'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 Prosegur Cash.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Prosegur Cash on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Prosegur Cash SA or generate 0.0% return on investment in Prosegur Cash over 90 days. Prosegur Cash is related to or competes with Parlem Telecom, Arrienda Rental, Naturhouse Health, Media Investment, Ebro Foods, and Plasticos Compuestos. Prosegur Cash, S.A. provides cash logistics and cash management, and other outsourced services to financial institutions... More
Prosegur Cash 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 Prosegur Cash'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 Prosegur Cash SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.15 | |||
| Information Ratio | 0.1002 | |||
| Maximum Drawdown | 7.12 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 2.82 |
Prosegur Cash Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prosegur Cash's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prosegur Cash's standard deviation. In reality, there are many statistical measures that can use Prosegur Cash historical prices to predict the future Prosegur Cash's volatility.| Risk Adjusted Performance | 0.1729 | |||
| Jensen Alpha | 0.2919 | |||
| Total Risk Alpha | 0.0527 | |||
| Sortino Ratio | 0.0849 | |||
| Treynor Ratio | 1.62 |
Prosegur Cash SA Backtested Returns
Prosegur Cash appears to be very risky, given 3 months investment horizon. Prosegur Cash SA maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Prosegur Cash SA, which you can use to evaluate the volatility of the company. Please evaluate Prosegur Cash's Coefficient Of Variation of 554.66, risk adjusted performance of 0.1729, and Semi Deviation of 1.41 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Prosegur Cash holds a performance score of 11. The company holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, Prosegur Cash's returns are expected to increase less than the market. However, during the bear market, the loss of holding Prosegur Cash is expected to be smaller as well. Please check Prosegur Cash's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Prosegur Cash's historical price patterns will revert.
Auto-correlation | 0.26 |
Poor predictability
Prosegur Cash SA has poor predictability. Overlapping area represents the amount of predictability between Prosegur Cash time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Prosegur Cash SA price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Prosegur Cash price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Prosegur Cash SA lagged returns against current returns
Autocorrelation, which is Prosegur Cash 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 Prosegur Cash's stock expected returns. We can calculate the autocorrelation of Prosegur Cash returns to help us make a trade decision. For example, suppose you find that Prosegur Cash 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 |
Prosegur Cash 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 Prosegur Cash stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prosegur Cash stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prosegur Cash stock over time.
Current vs Lagged Prices |
| Timeline |
Prosegur Cash Lagged Returns
When evaluating Prosegur Cash's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prosegur Cash stock have on its future price. Prosegur Cash 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, Prosegur Cash autocorrelation shows the relationship between Prosegur Cash stock current value and its past values and can show if there is a momentum factor associated with investing in Prosegur Cash SA.
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.Other Information on Investing in Prosegur Stock
Prosegur Cash financial ratios help investors to determine whether Prosegur 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 Prosegur with respect to the benefits of owning Prosegur Cash security.