Pet Valu Holdings Stock Market Value
| PET Stock | 34.15 0.10 0.29% |
| Symbol | Pet |
Pet Valu '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 Pet Valu'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 Pet Valu.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Pet Valu on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Pet Valu Holdings or generate 0.0% return on investment in Pet Valu over 90 days. Pet Valu is related to or competes with Dentalcorp Holdings, Definity Financial, and Trisura. More
Pet Valu 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 Pet Valu'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 Pet Valu Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.1754 | |||
| Maximum Drawdown | 9.11 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 2.63 |
Pet Valu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pet Valu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pet Valu's standard deviation. In reality, there are many statistical measures that can use Pet Valu historical prices to predict the future Pet Valu's volatility.| Risk Adjusted Performance | 0.2557 | |||
| Jensen Alpha | 0.4002 | |||
| Total Risk Alpha | 0.1815 | |||
| Sortino Ratio | 0.1863 | |||
| Treynor Ratio | 9.21 |
Pet Valu Holdings Backtested Returns
Pet Valu appears to be very steady, given 3 months investment horizon. Pet Valu Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.27, which implies the firm had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pet Valu Holdings, which you can use to evaluate the volatility of the company. Please evaluate Pet Valu's Coefficient Of Variation of 370.16, risk adjusted performance of 0.2557, and Semi Deviation of 1.05 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pet Valu holds a performance score of 21. The company holds a Beta of 0.0441, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pet Valu's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pet Valu is expected to be smaller as well. Please check Pet Valu's skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether Pet Valu's historical price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Pet Valu Holdings has very good predictability. Overlapping area represents the amount of predictability between Pet Valu time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Pet Valu Holdings price movement. The serial correlation of 0.82 indicates that around 82.0% of current Pet Valu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
Pet Valu Holdings lagged returns against current returns
Autocorrelation, which is Pet Valu 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 Pet Valu's stock expected returns. We can calculate the autocorrelation of Pet Valu returns to help us make a trade decision. For example, suppose you find that Pet Valu 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 |
Pet Valu 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 Pet Valu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pet Valu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pet Valu stock over time.
Current vs Lagged Prices |
| Timeline |
Pet Valu Lagged Returns
When evaluating Pet Valu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pet Valu stock have on its future price. Pet Valu 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, Pet Valu autocorrelation shows the relationship between Pet Valu stock current value and its past values and can show if there is a momentum factor associated with investing in Pet Valu Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Pet Valu
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Pet Valu position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Pet Valu will appreciate offsetting losses from the drop in the long position's value.Moving together with Pet Stock
Moving against Pet Stock
The ability to find closely correlated positions to Pet Valu could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Pet Valu when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Pet Valu - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Pet Valu Holdings to buy it.
The correlation of Pet Valu is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Pet Valu moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Pet Valu Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Pet Valu can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Pet Stock
Pet Valu financial ratios help investors to determine whether Pet Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Pet with respect to the benefits of owning Pet Valu security.