Palantir Technologies (Mexico) Market Value
| PLTR Stock | 2,873 14.70 0.51% |
| Symbol | Palantir |
Palantir Technologies '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 Palantir Technologies' 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 Palantir Technologies.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Palantir Technologies on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Palantir Technologies or generate 0.0% return on investment in Palantir Technologies over 90 days.
Palantir Technologies 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 Palantir Technologies' 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 Palantir Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.46 | |||
| Information Ratio | 0.1339 | |||
| Maximum Drawdown | 19.49 | |||
| Value At Risk | (7.89) | |||
| Potential Upside | 6.56 |
Palantir Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Palantir Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Palantir Technologies' standard deviation. In reality, there are many statistical measures that can use Palantir Technologies historical prices to predict the future Palantir Technologies' volatility.| Risk Adjusted Performance | 0.1686 | |||
| Jensen Alpha | 0.6476 | |||
| Total Risk Alpha | 0.1085 | |||
| Sortino Ratio | 0.1096 | |||
| Treynor Ratio | (2.88) |
Palantir Technologies Backtested Returns
Palantir Technologies appears to be very steady, given 3 months investment horizon. Palantir Technologies maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the firm had a 0.23 % return per unit of risk over the last 3 months. By analyzing Palantir Technologies' technical indicators, you can evaluate if the expected return of 0.8% is justified by implied risk. Please evaluate Palantir Technologies' Risk Adjusted Performance of 0.1686, coefficient of variation of 579.66, and Semi Deviation of 3.71 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Palantir Technologies holds a performance score of 17. The company holds a Beta of -0.22, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Palantir Technologies are expected to decrease at a much lower rate. During the bear market, Palantir Technologies is likely to outperform the market. Please check Palantir Technologies' jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Palantir Technologies' historical price patterns will revert.
Auto-correlation | 0.59 |
Modest predictability
Palantir Technologies has modest predictability. Overlapping area represents the amount of predictability between Palantir Technologies 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 Palantir Technologies price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Palantir Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 15.3 K |
Palantir Technologies lagged returns against current returns
Autocorrelation, which is Palantir Technologies 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 Palantir Technologies' stock expected returns. We can calculate the autocorrelation of Palantir Technologies returns to help us make a trade decision. For example, suppose you find that Palantir Technologies 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 |
Palantir Technologies 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 Palantir Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Palantir Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Palantir Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Palantir Technologies Lagged Returns
When evaluating Palantir Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Palantir Technologies stock have on its future price. Palantir Technologies 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, Palantir Technologies autocorrelation shows the relationship between Palantir Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Palantir Technologies.
Regressed Prices |
| Timeline |
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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.Additional Tools for Palantir Stock Analysis
When running Palantir Technologies' price analysis, check to measure Palantir Technologies' 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 Palantir Technologies is operating at the current time. Most of Palantir Technologies' value examination focuses on studying past and present price action to predict the probability of Palantir Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Palantir Technologies' price. Additionally, you may evaluate how the addition of Palantir Technologies to your portfolios can decrease your overall portfolio volatility.