Premier Foods Plc Stock Market Value
| PFODF Stock | USD 2.75 0.00 0.00% |
| Symbol | Premier |
Premier Foods '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 Premier Foods' pink sheet 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 Premier Foods.
| 04/02/2025 |
| 07/01/2025 |
If you would invest 0.00 in Premier Foods on April 2, 2025 and sell it all today you would earn a total of 0.00 from holding Premier Foods plc or generate 0.0% return on investment in Premier Foods over 90 days. Premier Foods is related to or competes with Lion One, Aldel Financial, Park Electrochemical, Allegion PLC, Perseus Mining, Contango ORE, and Griffon. Premier Foods plc, together with its subsidiaries, manufactures and distributes branded and own label food products in t... More
Premier Foods 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 Premier Foods' pink sheet 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 Premier Foods plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.92 | |||
| Information Ratio | 0.2073 | |||
| Maximum Drawdown | 29.91 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 11.43 |
Premier Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Premier Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Premier Foods' standard deviation. In reality, there are many statistical measures that can use Premier Foods historical prices to predict the future Premier Foods' volatility.| Risk Adjusted Performance | 0.3726 | |||
| Jensen Alpha | 1.08 | |||
| Total Risk Alpha | 0.8522 | |||
| Sortino Ratio | 0.1627 | |||
| Treynor Ratio | (1.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Premier Foods' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Premier Foods plc Backtested Returns
Premier Foods appears to be out of control, given 3 months investment horizon. Premier Foods plc maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Premier Foods plc, which you can use to evaluate the volatility of the company. Please evaluate Premier Foods' Semi Deviation of 1.51, coefficient of variation of 449.38, and Risk Adjusted Performance of 0.3726 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Premier Foods holds a performance score of 14. The company holds a Beta of -0.88, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Premier Foods are expected to decrease slowly. On the other hand, during market turmoil, Premier Foods is expected to outperform it slightly. Please check Premier Foods' value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Premier Foods' historical price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Premier Foods plc has good predictability. Overlapping area represents the amount of predictability between Premier Foods time series from 2nd of April 2025 to 17th of May 2025 and 17th of May 2025 to 1st 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 Premier Foods plc price movement. The serial correlation of 0.73 indicates that around 73.0% of current Premier Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Premier Foods plc lagged returns against current returns
Autocorrelation, which is Premier Foods pink sheet'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 Premier Foods' pink sheet expected returns. We can calculate the autocorrelation of Premier Foods returns to help us make a trade decision. For example, suppose you find that Premier Foods has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Premier Foods 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 Premier Foods pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Premier Foods pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Premier Foods pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Premier Foods Lagged Returns
When evaluating Premier Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Premier Foods pink sheet have on its future price. Premier Foods 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, Premier Foods autocorrelation shows the relationship between Premier Foods pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Premier Foods plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Premier Pink Sheet
Premier Foods financial ratios help investors to determine whether Premier Pink Sheet 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 Premier with respect to the benefits of owning Premier Foods security.