POSCO Holdings (Germany) Market Value
| PKX Stock | EUR 47.00 0.20 0.43% |
| Symbol | POSCO |
POSCO Holdings '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 POSCO Holdings' 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 POSCO Holdings.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in POSCO Holdings on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding POSCO Holdings or generate 0.0% return on investment in POSCO Holdings over 90 days. POSCO Holdings is related to or competes with DALATA HOTEL, MARKET VECTR, Summit Hotel, Caseys General, and Sotherly Hotels. POSCO, together with its subsidiaries, manufactures and sells steel rolled products and plates in South Korea and intern... More
POSCO Holdings 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 POSCO Holdings' 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 POSCO Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.0878 | |||
| Maximum Drawdown | 12.29 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 4.81 |
POSCO Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for POSCO Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as POSCO Holdings' standard deviation. In reality, there are many statistical measures that can use POSCO Holdings historical prices to predict the future POSCO Holdings' volatility.| Risk Adjusted Performance | 0.1408 | |||
| Jensen Alpha | 0.3662 | |||
| Total Risk Alpha | (0.000078) | |||
| Sortino Ratio | 0.1067 | |||
| Treynor Ratio | (3.05) |
POSCO Holdings Backtested Returns
POSCO Holdings appears to be very steady, given 3 months investment horizon. POSCO Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for POSCO Holdings, which you can use to evaluate the volatility of the company. Please evaluate POSCO Holdings' Semi Deviation of 1.84, market risk adjusted performance of (3.04), and Risk Adjusted Performance of 0.1408 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, POSCO Holdings holds a performance score of 12. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning POSCO Holdings are expected to decrease at a much lower rate. During the bear market, POSCO Holdings is likely to outperform the market. Please check POSCO Holdings' treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether POSCO Holdings' historical price patterns will revert.
Auto-correlation | -0.29 |
Weak reverse predictability
POSCO Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between POSCO Holdings 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 POSCO Holdings price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current POSCO Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 11.1 |
POSCO Holdings lagged returns against current returns
Autocorrelation, which is POSCO Holdings 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 POSCO Holdings' stock expected returns. We can calculate the autocorrelation of POSCO Holdings returns to help us make a trade decision. For example, suppose you find that POSCO Holdings 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 |
POSCO Holdings 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 POSCO Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if POSCO Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in POSCO Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
POSCO Holdings Lagged Returns
When evaluating POSCO Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of POSCO Holdings stock have on its future price. POSCO Holdings 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, POSCO Holdings autocorrelation shows the relationship between POSCO Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in POSCO Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in POSCO Stock
When determining whether POSCO Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of POSCO Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Posco Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Posco Holdings Stock:Check out POSCO Holdings Correlation, POSCO Holdings Volatility and POSCO Holdings Alpha and Beta module to complement your research on POSCO Holdings. For more detail on how to invest in POSCO Stock please use our How to Invest in POSCO Holdings guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
POSCO Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.