Picton Property (UK) Market Value
| PCTN Stock | 80.10 0.40 0.50% |
| Symbol | Picton |
Picton Property '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 Picton Property'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 Picton Property.
| 01/09/2025 |
| 07/08/2025 |
If you would invest 0.00 in Picton Property on January 9, 2025 and sell it all today you would earn a total of 0.00 from holding Picton Property Income or generate 0.0% return on investment in Picton Property over 180 days. Picton Property is related to or competes with X-FAB Silicon, Various Eateries, Westlake Chemical, Gruppo MutuiOnline, Dairy Farm, Spotify Technology, and Check Point. Picton Property is entity of United Kingdom More
Picton Property 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 Picton Property'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 Picton Property Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.0619 | |||
| Maximum Drawdown | 8.01 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.67 |
Picton Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Picton Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Picton Property's standard deviation. In reality, there are many statistical measures that can use Picton Property historical prices to predict the future Picton Property's volatility.| Risk Adjusted Performance | 0.1993 | |||
| Jensen Alpha | 0.1993 | |||
| Total Risk Alpha | 0.1012 | |||
| Sortino Ratio | 0.0456 | |||
| Treynor Ratio | (1.61) |
Picton Property Income Backtested Returns
Picton Property appears to be very steady, given 3 months investment horizon. Picton Property Income maintains Sharpe Ratio (i.e., Efficiency) of 0.34, which implies the firm had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Picton Property Income, which you can use to evaluate the volatility of the company. Please evaluate Picton Property's Risk Adjusted Performance of 0.1993, semi deviation of 1.82, and Coefficient Of Variation of 820.74 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Picton Property holds a performance score of 26. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Picton Property are expected to decrease at a much lower rate. During the bear market, Picton Property is likely to outperform the market. Please check Picton Property's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Picton Property's historical price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
Picton Property Income has good predictability. Overlapping area represents the amount of predictability between Picton Property time series from 9th of January 2025 to 9th of April 2025 and 9th of April 2025 to 8th 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 Picton Property Income price movement. The serial correlation of 0.78 indicates that around 78.0% of current Picton Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 17.67 |
Picton Property Income lagged returns against current returns
Autocorrelation, which is Picton Property 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 Picton Property's stock expected returns. We can calculate the autocorrelation of Picton Property returns to help us make a trade decision. For example, suppose you find that Picton Property 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 |
Picton Property 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 Picton Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Picton Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Picton Property stock over time.
Current vs Lagged Prices |
| Timeline |
Picton Property Lagged Returns
When evaluating Picton Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Picton Property stock have on its future price. Picton Property 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, Picton Property autocorrelation shows the relationship between Picton Property stock current value and its past values and can show if there is a momentum factor associated with investing in Picton Property Income.
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 Picton Stock Analysis
When running Picton Property's price analysis, check to measure Picton Property'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 Picton Property is operating at the current time. Most of Picton Property's value examination focuses on studying past and present price action to predict the probability of Picton Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Picton Property's price. Additionally, you may evaluate how the addition of Picton Property to your portfolios can decrease your overall portfolio volatility.