Palantir Technologies Stock Market Value
| PLTR Stock | 47.80 0.12 0.25% |
| 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.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Palantir Technologies on April 22, 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 is related to or competes with Canadian Utilities, Tree Island, Costco Wholesale, Constellation Software, Profound Medical, and BluMetric Environmental. Palantir Technologies is entity of Canada More
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 | 4.24 | |||
| Information Ratio | 0.1584 | |||
| Maximum Drawdown | 19.84 | |||
| Value At Risk | (5.68) | |||
| Potential Upside | 7.27 |
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 | 0.1903 | |||
| Jensen Alpha | 0.6264 | |||
| Total Risk Alpha | 0.2001 | |||
| Sortino Ratio | 0.141 | |||
| Treynor Ratio | 0.9312 |
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 0.84% is justified by implied risk. Please evaluate Palantir Technologies' Coefficient Of Variation of 511.09, risk adjusted performance of 0.1903, and Semi Deviation of 3.68 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 0.78, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Palantir Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Palantir Technologies is expected to be smaller as well. 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 | 0.54 |
Modest predictability
Palantir Technologies has modest predictability. Overlapping area represents the amount of predictability between Palantir Technologies time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 0.54 indicates that about 54.0% of current Palantir Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 4.43 |
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 |
Pair Trading with Palantir Technologies
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Palantir Technologies position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Palantir Technologies will appreciate offsetting losses from the drop in the long position's value.Moving together with Palantir Stock
Moving against Palantir Stock
| 0.65 | VENZ | Venzee Technologies Earnings Call Today | PairCorr |
| 0.44 | AGET | AGEDB Technology Earnings Call Today | PairCorr |
The ability to find closely correlated positions to Palantir Technologies could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Palantir Technologies when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Palantir Technologies - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Palantir Technologies to buy it.
The correlation of Palantir Technologies is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Palantir Technologies moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Palantir Technologies moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Palantir Technologies can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Palantir Stock
Palantir Technologies financial ratios help investors to determine whether Palantir 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 Palantir with respect to the benefits of owning Palantir Technologies security.