Picton Property's market value is the price at which a share of Picton Property trades on a public exchange. It measures the collective expectations of Picton Property Income investors about its performance. Picton Property is selling for under 79.10 as of the 23rd of July 2025; that is 1.13 percent decrease since the beginning of the trading day. The stock's lowest day price was 79.1. With this module, you can estimate the performance of a buy and hold strategy of Picton Property Income and determine expected loss or profit from investing in Picton Property over a given investment horizon. Check out Picton Property Correlation, Picton Property Volatility and Picton Property Alpha and Beta module to complement your research on Picton Property.
Please note, there is a significant difference between Picton Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Picton Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Picton Property's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
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.
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.
Currently, Picton Property Income is very steady. Picton Property Income 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 Picton Property Income, which you can use to evaluate the volatility of the company. Please check Picton Property's Semi Deviation of 0.7635, risk adjusted performance of 0.1223, and Coefficient Of Variation of 730.76 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Picton Property has a performance score of 10 on a scale of 0 to 100. The company holds a Beta of 0.0639, which implies not very significant fluctuations relative to the market. As returns on the market increase, Picton Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Picton Property is expected to be smaller as well. Picton Property Income right now holds a risk of 0.94%. Please check Picton Property Income coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Picton Property Income will be following its historical price patterns.
Auto-correlation
-0.26
Weak reverse predictability
Picton Property Income has weak reverse predictability. Overlapping area represents the amount of predictability between Picton Property time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 -0.26 indicates that nearly 26.0% of current Picton Property price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.26
Spearman Rank Test
-0.42
Residual Average
0.0
Price Variance
0.56
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
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.
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.