PRINCIPAL FINANCIAL (Germany) Market Value
| PG4 Stock | EUR 69.50 1.00 1.46% |
| Symbol | PRINCIPAL |
PRINCIPAL FINANCIAL '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 PRINCIPAL FINANCIAL'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 PRINCIPAL FINANCIAL.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in PRINCIPAL FINANCIAL on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding PRINCIPAL FINANCIAL or generate 0.0% return on investment in PRINCIPAL FINANCIAL over 90 days. PRINCIPAL FINANCIAL is related to or competes with SCANDMEDICAL SOLDK-040, GERATHERM MEDICAL, Postal Savings, SLR Investment, Genertec Universal, and Inspire Medical. More
PRINCIPAL FINANCIAL 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 PRINCIPAL FINANCIAL'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 PRINCIPAL FINANCIAL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.0073 | |||
| Maximum Drawdown | 10.16 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.32 |
PRINCIPAL FINANCIAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PRINCIPAL FINANCIAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PRINCIPAL FINANCIAL's standard deviation. In reality, there are many statistical measures that can use PRINCIPAL FINANCIAL historical prices to predict the future PRINCIPAL FINANCIAL's volatility.| Risk Adjusted Performance | 0.0923 | |||
| Jensen Alpha | 0.1762 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.007 | |||
| Treynor Ratio | (0.55) |
PRINCIPAL FINANCIAL Backtested Returns
PRINCIPAL FINANCIAL appears to be very steady, given 3 months investment horizon. PRINCIPAL FINANCIAL maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for PRINCIPAL FINANCIAL, which you can use to evaluate the volatility of the company. Please evaluate PRINCIPAL FINANCIAL's risk adjusted performance of 0.0923, and Semi Deviation of 1.2 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PRINCIPAL FINANCIAL holds a performance score of 12. The company holds a Beta of -0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PRINCIPAL FINANCIAL are expected to decrease at a much lower rate. During the bear market, PRINCIPAL FINANCIAL is likely to outperform the market. Please check PRINCIPAL FINANCIAL's jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether PRINCIPAL FINANCIAL's historical price patterns will revert.
Auto-correlation | 0.32 |
Below average predictability
PRINCIPAL FINANCIAL has below average predictability. Overlapping area represents the amount of predictability between PRINCIPAL FINANCIAL time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 PRINCIPAL FINANCIAL price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current PRINCIPAL FINANCIAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1.81 |
PRINCIPAL FINANCIAL lagged returns against current returns
Autocorrelation, which is PRINCIPAL FINANCIAL 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 PRINCIPAL FINANCIAL's stock expected returns. We can calculate the autocorrelation of PRINCIPAL FINANCIAL returns to help us make a trade decision. For example, suppose you find that PRINCIPAL FINANCIAL 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 |
PRINCIPAL FINANCIAL 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 PRINCIPAL FINANCIAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PRINCIPAL FINANCIAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PRINCIPAL FINANCIAL stock over time.
Current vs Lagged Prices |
| Timeline |
PRINCIPAL FINANCIAL Lagged Returns
When evaluating PRINCIPAL FINANCIAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PRINCIPAL FINANCIAL stock have on its future price. PRINCIPAL FINANCIAL 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, PRINCIPAL FINANCIAL autocorrelation shows the relationship between PRINCIPAL FINANCIAL stock current value and its past values and can show if there is a momentum factor associated with investing in PRINCIPAL FINANCIAL.
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.Other Information on Investing in PRINCIPAL Stock
PRINCIPAL FINANCIAL financial ratios help investors to determine whether PRINCIPAL 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 PRINCIPAL with respect to the benefits of owning PRINCIPAL FINANCIAL security.