Perpetual Equity (Australia) Market Value
| PIC Stock | 1.26 0.01 0.80% |
| Symbol | Perpetual |
Perpetual Equity '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 Perpetual Equity'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 Perpetual Equity.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Perpetual Equity on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Perpetual Equity Investment or generate 0.0% return on investment in Perpetual Equity over 90 days. Perpetual Equity is related to or competes with Volt Power, G8 Education, Dynamic Group, Downer Edi, GTN, Nufarm, and Carindale Property. Perpetual Equity is entity of Australia. It is traded as Stock on AU exchange. More
Perpetual Equity 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 Perpetual Equity'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 Perpetual Equity Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.024 | |||
| Maximum Drawdown | 10.1 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.48 |
Perpetual Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Perpetual Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Perpetual Equity's standard deviation. In reality, there are many statistical measures that can use Perpetual Equity historical prices to predict the future Perpetual Equity's volatility.| Risk Adjusted Performance | 0.118 | |||
| Jensen Alpha | 0.1475 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0234 | |||
| Treynor Ratio | 1.23 |
Perpetual Equity Inv Backtested Returns
Currently, Perpetual Equity Investment is unstable. Perpetual Equity Inv maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Perpetual Equity Inv, which you can use to evaluate the volatility of the company. Please check Perpetual Equity's Coefficient Of Variation of 815.6, semi deviation of 0.9597, and Risk Adjusted Performance of 0.118 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Perpetual Equity has a performance score of 10 on a scale of 0 to 100. The company holds a Beta of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, Perpetual Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Perpetual Equity is expected to be smaller as well. Perpetual Equity Inv right now holds a risk of 1.45%. Please check Perpetual Equity Inv sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Perpetual Equity Inv will be following its historical price patterns.
Auto-correlation | 0.46 |
Average predictability
Perpetual Equity Investment has average predictability. Overlapping area represents the amount of predictability between Perpetual Equity time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Perpetual Equity Inv price movement. The serial correlation of 0.46 indicates that about 46.0% of current Perpetual Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Perpetual Equity Inv lagged returns against current returns
Autocorrelation, which is Perpetual Equity 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 Perpetual Equity's stock expected returns. We can calculate the autocorrelation of Perpetual Equity returns to help us make a trade decision. For example, suppose you find that Perpetual Equity 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 |
Perpetual Equity 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 Perpetual Equity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Perpetual Equity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Perpetual Equity stock over time.
Current vs Lagged Prices |
| Timeline |
Perpetual Equity Lagged Returns
When evaluating Perpetual Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Perpetual Equity stock have on its future price. Perpetual Equity 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, Perpetual Equity autocorrelation shows the relationship between Perpetual Equity stock current value and its past values and can show if there is a momentum factor associated with investing in Perpetual Equity Investment.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Perpetual Stock Analysis
When running Perpetual Equity's price analysis, check to measure Perpetual Equity's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Perpetual Equity is operating at the current time. Most of Perpetual Equity's value examination focuses on studying past and present price action to predict the probability of Perpetual Equity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Perpetual Equity's price. Additionally, you may evaluate how the addition of Perpetual Equity to your portfolios can decrease your overall portfolio volatility.