Pantheon Resources (UK) Market Value
| PANR Stock | 23.50 0.10 0.43% |
| Symbol | Pantheon |
Pantheon Resources '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 Pantheon Resources' 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 Pantheon Resources.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Pantheon Resources on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Pantheon Resources or generate 0.0% return on investment in Pantheon Resources over 90 days. Pantheon Resources is related to or competes with Enbridge, Endo International, Empire Metals, Inspired Plc, Thungela Resources, Hiscox, and GlaxoSmithKline PLC. Pantheon Resources is entity of United Kingdom More
Pantheon Resources 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 Pantheon Resources' 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 Pantheon Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 46.86 | |||
| Value At Risk | (7.29) | |||
| Potential Upside | 7.71 |
Pantheon Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pantheon Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pantheon Resources' standard deviation. In reality, there are many statistical measures that can use Pantheon Resources historical prices to predict the future Pantheon Resources' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (1.15) | |||
| Treynor Ratio | 2.42 |
Pantheon Resources Backtested Returns
Pantheon Resources maintains Sharpe Ratio (i.e., Efficiency) of -0.0393, which implies the firm had a -0.0393 % return per unit of risk over the last 3 months. Pantheon Resources exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pantheon Resources' Variance of 53.51, risk adjusted performance of (0.01), and Coefficient Of Variation of (6,267) to confirm the risk estimate we provide. The company holds a Beta of -0.0523, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pantheon Resources are expected to decrease at a much lower rate. During the bear market, Pantheon Resources is likely to outperform the market. At this point, Pantheon Resources has a negative expected return of -0.29%. Please make sure to check Pantheon Resources' total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Pantheon Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.50 |
Modest predictability
Pantheon Resources has modest predictability. Overlapping area represents the amount of predictability between Pantheon Resources 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 Pantheon Resources price movement. The serial correlation of 0.5 indicates that about 50.0% of current Pantheon Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 5.08 |
Pantheon Resources lagged returns against current returns
Autocorrelation, which is Pantheon Resources 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 Pantheon Resources' stock expected returns. We can calculate the autocorrelation of Pantheon Resources returns to help us make a trade decision. For example, suppose you find that Pantheon Resources 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 |
Pantheon Resources 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 Pantheon Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pantheon Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pantheon Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Pantheon Resources Lagged Returns
When evaluating Pantheon Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pantheon Resources stock have on its future price. Pantheon Resources 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, Pantheon Resources autocorrelation shows the relationship between Pantheon Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Pantheon Resources.
Regressed Prices |
| Timeline |
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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 Pantheon Stock Analysis
When running Pantheon Resources' price analysis, check to measure Pantheon Resources' 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 Pantheon Resources is operating at the current time. Most of Pantheon Resources' value examination focuses on studying past and present price action to predict the probability of Pantheon Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pantheon Resources' price. Additionally, you may evaluate how the addition of Pantheon Resources to your portfolios can decrease your overall portfolio volatility.