Publicis Groupe Sa Stock Market Value
| PGPEF Stock | USD 109.96 0.00 0.00% |
| Symbol | Publicis |
Publicis Groupe '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 Publicis Groupe's otc 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 Publicis Groupe.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Publicis Groupe on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Publicis Groupe SA or generate 0.0% return on investment in Publicis Groupe over 90 days. Publicis Groupe is related to or competes with Goosehead Insurance, Lincoln National, Universal Display, Unum, Academy Sports, Planet Fitness, and Mattel. Publicis Groupe S.A. provides marketing, communications, and digital business transformation services in North America, ... More
Publicis Groupe 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 Publicis Groupe's otc 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 Publicis Groupe SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0292 | |||
| Maximum Drawdown | 13.84 |
Publicis Groupe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Publicis Groupe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Publicis Groupe's standard deviation. In reality, there are many statistical measures that can use Publicis Groupe historical prices to predict the future Publicis Groupe's volatility.| Risk Adjusted Performance | 0.1393 | |||
| Jensen Alpha | 0.2591 | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (36.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Publicis Groupe's 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.
Publicis Groupe SA Backtested Returns
Publicis Groupe appears to be very steady, given 3 months investment horizon. Publicis Groupe SA maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Publicis Groupe SA, which you can use to evaluate the volatility of the company. Please evaluate Publicis Groupe's Risk Adjusted Performance of 0.1393, coefficient of variation of 662.84, and Variance of 3.15 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Publicis Groupe holds a performance score of 11. The company holds a Beta of -0.0071, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Publicis Groupe are expected to decrease at a much lower rate. During the bear market, Publicis Groupe is likely to outperform the market. Please check Publicis Groupe's maximum drawdown, and the relationship between the variance and rate of daily change , to make a quick decision on whether Publicis Groupe's historical price patterns will revert.
Auto-correlation | 0.66 |
Good predictability
Publicis Groupe SA has good predictability. Overlapping area represents the amount of predictability between Publicis Groupe 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 Publicis Groupe SA price movement. The serial correlation of 0.66 indicates that around 66.0% of current Publicis Groupe price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1.22 |
Publicis Groupe SA lagged returns against current returns
Autocorrelation, which is Publicis Groupe otc 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 Publicis Groupe's otc stock expected returns. We can calculate the autocorrelation of Publicis Groupe returns to help us make a trade decision. For example, suppose you find that Publicis Groupe has exhibited high autocorrelation historically, and you observe that the otc 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 |
Publicis Groupe 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 Publicis Groupe otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Publicis Groupe otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Publicis Groupe otc stock over time.
Current vs Lagged Prices |
| Timeline |
Publicis Groupe Lagged Returns
When evaluating Publicis Groupe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Publicis Groupe otc stock have on its future price. Publicis Groupe 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, Publicis Groupe autocorrelation shows the relationship between Publicis Groupe otc stock current value and its past values and can show if there is a momentum factor associated with investing in Publicis Groupe SA.
Regressed Prices |
| Timeline |
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Other Information on Investing in Publicis OTC Stock
Publicis Groupe financial ratios help investors to determine whether Publicis OTC 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 Publicis with respect to the benefits of owning Publicis Groupe security.