Pureprofile (Australia) Market Value
| PPL Stock | 0.05 0.01 9.62% |
| Symbol | Pureprofile |
Pureprofile '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 Pureprofile'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 Pureprofile.
| 07/28/2022 |
| 07/12/2025 |
If you would invest 0.00 in Pureprofile on July 28, 2022 and sell it all today you would earn a total of 0.00 from holding Pureprofile or generate 0.0% return on investment in Pureprofile over 1080 days. Pureprofile is related to or competes with Ora Banda, Perseus Mining, Ai Media, Skycity Entertainment, and Computershare. Pureprofile is entity of Australia. It is traded as Stock on AU exchange. More
Pureprofile 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 Pureprofile'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 Pureprofile upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.91 | |||
| Information Ratio | 0.1131 | |||
| Maximum Drawdown | 20.28 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 8.64 |
Pureprofile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pureprofile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pureprofile's standard deviation. In reality, there are many statistical measures that can use Pureprofile historical prices to predict the future Pureprofile's volatility.| Risk Adjusted Performance | 0.2394 | |||
| Jensen Alpha | 0.7774 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1278 | |||
| Treynor Ratio | (3.60) |
Pureprofile Backtested Returns
Pureprofile appears to be out of control, given 3 months investment horizon. Pureprofile maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14 % return per unit of risk over the last 3 months. By analyzing Pureprofile's technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please evaluate Pureprofile's Coefficient Of Variation of 596.01, risk adjusted performance of 0.2394, and Semi Deviation of 3.11 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pureprofile holds a performance score of 11. The company holds a Beta of -0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pureprofile are expected to decrease at a much lower rate. During the bear market, Pureprofile is likely to outperform the market. Please check Pureprofile's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Pureprofile's historical price patterns will revert.
Auto-correlation | 0.25 |
Poor predictability
Pureprofile has poor predictability. Overlapping area represents the amount of predictability between Pureprofile time series from 28th of July 2022 to 19th of January 2024 and 19th of January 2024 to 12th 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 Pureprofile price movement. The serial correlation of 0.25 indicates that over 25.0% of current Pureprofile price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pureprofile lagged returns against current returns
Autocorrelation, which is Pureprofile 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 Pureprofile's stock expected returns. We can calculate the autocorrelation of Pureprofile returns to help us make a trade decision. For example, suppose you find that Pureprofile 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 |
Pureprofile 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 Pureprofile stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pureprofile stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pureprofile stock over time.
Current vs Lagged Prices |
| Timeline |
Pureprofile Lagged Returns
When evaluating Pureprofile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pureprofile stock have on its future price. Pureprofile 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, Pureprofile autocorrelation shows the relationship between Pureprofile stock current value and its past values and can show if there is a momentum factor associated with investing in Pureprofile.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Pureprofile Stock Analysis
When running Pureprofile's price analysis, check to measure Pureprofile'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 Pureprofile is operating at the current time. Most of Pureprofile's value examination focuses on studying past and present price action to predict the probability of Pureprofile's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pureprofile's price. Additionally, you may evaluate how the addition of Pureprofile to your portfolios can decrease your overall portfolio volatility.