PCI PAL (UK) Market Value
| PCIP Stock | 46.00 0.60 1.29% |
| Symbol | PCI |
PCI PAL '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 PCI PAL'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 PCI PAL.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in PCI PAL on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding PCI PAL PLC or generate 0.0% return on investment in PCI PAL over 90 days. PCI PAL is related to or competes with CVR Energy, Norman Broadbent, Dollar Tree, Digital Realty, and News Corp. PCI PAL is entity of United Kingdom. It is traded as Stock on LSE exchange. More
PCI PAL 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 PCI PAL'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 PCI PAL PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.73 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.58 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 2.11 |
PCI PAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PCI PAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PCI PAL's standard deviation. In reality, there are many statistical measures that can use PCI PAL historical prices to predict the future PCI PAL's volatility.| Risk Adjusted Performance | 0.0127 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0136 |
PCI PAL PLC Backtested Returns
PCI PAL PLC maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the company had a close to zero % return per unit of volatility over the last 3 months. PCI PAL PLC exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PCI PAL's coefficient of variation of 11638.53, and Market Risk Adjusted Performance of 0.0236 to confirm the risk estimate we provide. The firm holds a Beta of 0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PCI PAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding PCI PAL is expected to be smaller as well. At this point, PCI PAL PLC has a negative expected return of -0.0013%. Please make sure to check PCI PAL's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if PCI PAL PLC performance from the past will be repeated in the future.
Auto-correlation | 0.55 |
Modest predictability
PCI PAL PLC has modest predictability. Overlapping area represents the amount of predictability between PCI PAL 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 PCI PAL PLC price movement. The serial correlation of 0.55 indicates that about 55.0% of current PCI PAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 5.6 |
PCI PAL PLC lagged returns against current returns
Autocorrelation, which is PCI PAL 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 PCI PAL's stock expected returns. We can calculate the autocorrelation of PCI PAL returns to help us make a trade decision. For example, suppose you find that PCI PAL 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 |
PCI PAL 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 PCI PAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PCI PAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PCI PAL stock over time.
Current vs Lagged Prices |
| Timeline |
PCI PAL Lagged Returns
When evaluating PCI PAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PCI PAL stock have on its future price. PCI PAL 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, PCI PAL autocorrelation shows the relationship between PCI PAL stock current value and its past values and can show if there is a momentum factor associated with investing in PCI PAL PLC.
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.Additional Tools for PCI Stock Analysis
When running PCI PAL's price analysis, check to measure PCI PAL's 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 PCI PAL is operating at the current time. Most of PCI PAL's value examination focuses on studying past and present price action to predict the probability of PCI PAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PCI PAL's price. Additionally, you may evaluate how the addition of PCI PAL to your portfolios can decrease your overall portfolio volatility.