Phibro Animal (Germany) Market Value
| PB8 Stock | EUR 25.40 0.60 2.31% |
| Symbol | Phibro |
Phibro Animal '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 Phibro Animal'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 Phibro Animal.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Phibro Animal on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Phibro Animal Health or generate 0.0% return on investment in Phibro Animal over 90 days. Phibro Animal is related to or competes with Transport International, Australian Agricultural, SPORT LISBOA, ITALIAN WINE, Penta Ocean, TITAN MACHINERY, and AGRICULTBK HADR/25. Phibro Animal Health Corporation develops, manufactures, and supplies a range of animal health and mineral nutrition pro... More
Phibro Animal 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 Phibro Animal'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 Phibro Animal Health upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.62 | |||
| Information Ratio | 0.1969 | |||
| Maximum Drawdown | 20.06 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 7.5 |
Phibro Animal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Phibro Animal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Phibro Animal's standard deviation. In reality, there are many statistical measures that can use Phibro Animal historical prices to predict the future Phibro Animal's volatility.| Risk Adjusted Performance | 0.2302 | |||
| Jensen Alpha | 0.8802 | |||
| Total Risk Alpha | 0.322 | |||
| Sortino Ratio | 0.2532 | |||
| Treynor Ratio | (1.19) |
Phibro Animal Health Backtested Returns
Phibro Animal appears to be not too volatile, given 3 months investment horizon. Phibro Animal Health maintains Sharpe Ratio (i.e., Efficiency) of 0.3, which implies the firm had a 0.3 % return per unit of risk over the last 3 months. By analyzing Phibro Animal's technical indicators, you can evaluate if the expected return of 0.97% is justified by implied risk. Please evaluate Phibro Animal's Coefficient Of Variation of 418.94, semi deviation of 1.92, and Risk Adjusted Performance of 0.2302 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Phibro Animal holds a performance score of 23. The company holds a Beta of -0.67, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Phibro Animal are expected to decrease at a much lower rate. During the bear market, Phibro Animal is likely to outperform the market. Please check Phibro Animal's jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Phibro Animal's historical price patterns will revert.
Auto-correlation | 0.68 |
Good predictability
Phibro Animal Health has good predictability. Overlapping area represents the amount of predictability between Phibro Animal 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 Phibro Animal Health price movement. The serial correlation of 0.68 indicates that around 68.0% of current Phibro Animal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 5.03 |
Phibro Animal Health lagged returns against current returns
Autocorrelation, which is Phibro Animal 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 Phibro Animal's stock expected returns. We can calculate the autocorrelation of Phibro Animal returns to help us make a trade decision. For example, suppose you find that Phibro Animal 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 |
Phibro Animal 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 Phibro Animal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Phibro Animal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Phibro Animal stock over time.
Current vs Lagged Prices |
| Timeline |
Phibro Animal Lagged Returns
When evaluating Phibro Animal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Phibro Animal stock have on its future price. Phibro Animal 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, Phibro Animal autocorrelation shows the relationship between Phibro Animal stock current value and its past values and can show if there is a momentum factor associated with investing in Phibro Animal Health.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Phibro Stock
When determining whether Phibro Animal Health offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Phibro Animal's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Phibro Animal Health Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Phibro Animal Health Stock:Check out Phibro Animal Correlation, Phibro Animal Volatility and Phibro Animal Alpha and Beta module to complement your research on Phibro Animal. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Phibro Animal technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.