PENN Entertainment (Germany) Market Value
| PN1 Stock | 15.38 0.52 3.50% |
| Symbol | PENN |
PENN Entertainment '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 PENN Entertainment'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 PENN Entertainment.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in PENN Entertainment on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding PENN Entertainment or generate 0.0% return on investment in PENN Entertainment over 90 days. PENN Entertainment is related to or competes with Ramsay Health, AUTO TRADER, Trade Desk, RETAIL FOOD, and TRADEGATE. More
PENN Entertainment 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 PENN Entertainment'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 PENN Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.65 | |||
| Information Ratio | 0.0995 | |||
| Maximum Drawdown | 19.43 | |||
| Value At Risk | (4.16) | |||
| Potential Upside | 5.73 |
PENN Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PENN Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PENN Entertainment's standard deviation. In reality, there are many statistical measures that can use PENN Entertainment historical prices to predict the future PENN Entertainment's volatility.| Risk Adjusted Performance | 0.1414 | |||
| Jensen Alpha | 0.5796 | |||
| Total Risk Alpha | 0.002 | |||
| Sortino Ratio | 0.1192 | |||
| Treynor Ratio | (0.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PENN Entertainment's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
PENN Entertainment Backtested Returns
PENN Entertainment appears to be somewhat reliable, given 3 months investment horizon. PENN Entertainment maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for PENN Entertainment, which you can use to evaluate the volatility of the company. Please evaluate PENN Entertainment's semi deviation of 2.17, and Risk Adjusted Performance of 0.1414 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PENN Entertainment holds a performance score of 11. The company holds a Beta of -1.01, which implies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning PENN Entertainment are expected to decrease slowly. On the other hand, during market turmoil, PENN Entertainment is expected to outperform it slightly. Please check PENN Entertainment's sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether PENN Entertainment's historical price patterns will revert.
Auto-correlation | -0.04 |
Very weak reverse predictability
PENN Entertainment has very weak reverse predictability. Overlapping area represents the amount of predictability between PENN Entertainment 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 PENN Entertainment price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current PENN Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
PENN Entertainment lagged returns against current returns
Autocorrelation, which is PENN Entertainment 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 PENN Entertainment's stock expected returns. We can calculate the autocorrelation of PENN Entertainment returns to help us make a trade decision. For example, suppose you find that PENN Entertainment 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 |
PENN Entertainment 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 PENN Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PENN Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PENN Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
PENN Entertainment Lagged Returns
When evaluating PENN Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PENN Entertainment stock have on its future price. PENN Entertainment 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, PENN Entertainment autocorrelation shows the relationship between PENN Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in PENN Entertainment.
Regressed Prices |
| Timeline |
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Additional Tools for PENN Stock Analysis
When running PENN Entertainment's price analysis, check to measure PENN Entertainment'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 PENN Entertainment is operating at the current time. Most of PENN Entertainment's value examination focuses on studying past and present price action to predict the probability of PENN Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PENN Entertainment's price. Additionally, you may evaluate how the addition of PENN Entertainment to your portfolios can decrease your overall portfolio volatility.