PATTIES FOODS (Germany) Market Value
| PH4 Stock | EUR 0.73 0.06 8.96% |
| Symbol | PATTIES |
PATTIES 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 PATTIES FOODS'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 PATTIES FOODS.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in PATTIES FOODS on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding PATTIES FOODS or generate 0.0% return on investment in PATTIES FOODS over 90 days. PATTIES FOODS is related to or competes with Granite Construction, Scandinavian Tobacco, Teradata Corp, Cass Information, Titan Machinery, NTT DATA, and Japan Tobacco. CStone Pharmaceuticals, a clinical-stage biotechnology company, focuses on developing and commercializing immuno-oncolog... More
PATTIES 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 PATTIES FOODS'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 PATTIES FOODS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.8 | |||
| Information Ratio | 0.2716 | |||
| Maximum Drawdown | 25.15 | |||
| Value At Risk | (6.52) | |||
| Potential Upside | 10.71 |
PATTIES FOODS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PATTIES FOODS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PATTIES FOODS's standard deviation. In reality, there are many statistical measures that can use PATTIES FOODS historical prices to predict the future PATTIES FOODS's volatility.| Risk Adjusted Performance | 0.2875 | |||
| Jensen Alpha | 1.51 | |||
| Total Risk Alpha | 0.8063 | |||
| Sortino Ratio | 0.2904 | |||
| Treynor Ratio | 11.11 |
PATTIES FOODS Backtested Returns
PATTIES FOODS is out of control given 3 months investment horizon. PATTIES FOODS maintains Sharpe Ratio (i.e., Efficiency) of 0.29, which implies the company had a 0.29 % return per unit of standard deviation over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.47% are justified by taking the suggested risk. Use PATTIES FOODS Mean Deviation of 3.99, coefficient of variation of 334.37, and Market Risk Adjusted Performance of 11.12 to evaluate company specific risk that cannot be diversified away. PATTIES FOODS holds a performance score of 22 on a scale of zero to a hundred. The firm holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, PATTIES FOODS's returns are expected to increase less than the market. However, during the bear market, the loss of holding PATTIES FOODS is expected to be smaller as well. Use PATTIES FOODS value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to analyze future returns on PATTIES FOODS.
Auto-correlation | 0.76 |
Good predictability
PATTIES FOODS has good predictability. Overlapping area represents the amount of predictability between PATTIES FOODS time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 PATTIES FOODS price movement. The serial correlation of 0.76 indicates that around 76.0% of current PATTIES FOODS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PATTIES FOODS lagged returns against current returns
Autocorrelation, which is PATTIES FOODS 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 PATTIES FOODS's stock expected returns. We can calculate the autocorrelation of PATTIES FOODS returns to help us make a trade decision. For example, suppose you find that PATTIES FOODS 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 |
PATTIES 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 PATTIES FOODS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PATTIES FOODS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PATTIES FOODS stock over time.
Current vs Lagged Prices |
| Timeline |
PATTIES FOODS Lagged Returns
When evaluating PATTIES FOODS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PATTIES FOODS stock have on its future price. PATTIES 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, PATTIES FOODS autocorrelation shows the relationship between PATTIES FOODS stock current value and its past values and can show if there is a momentum factor associated with investing in PATTIES FOODS .
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PATTIES Stock
PATTIES FOODS financial ratios help investors to determine whether PATTIES 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 PATTIES with respect to the benefits of owning PATTIES FOODS security.