Prosegur (Spain) Market Value
| PSG Stock | EUR 3.03 0.03 0.98% |
| Symbol | Prosegur |
Prosegur '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 Prosegur'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 Prosegur.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Prosegur on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Prosegur or generate 0.0% return on investment in Prosegur over 90 days. Prosegur is related to or competes with Cia De, ENCE Energa, Acerinox, Mapfre, and Prosegur Cash. Prosegur Compaa de Seguridad, S.A. operates in the private security sector More
Prosegur 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 Prosegur'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 Prosegur upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.2354 | |||
| Maximum Drawdown | 9.35 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 3.96 |
Prosegur Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prosegur's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prosegur's standard deviation. In reality, there are many statistical measures that can use Prosegur historical prices to predict the future Prosegur's volatility.| Risk Adjusted Performance | 0.3001 | |||
| Jensen Alpha | 0.5573 | |||
| Total Risk Alpha | 0.2967 | |||
| Sortino Ratio | 0.2379 | |||
| Treynor Ratio | (4.12) |
Prosegur Backtested Returns
Prosegur appears to be slightly risky, given 3 months investment horizon. Prosegur maintains Sharpe Ratio (i.e., Efficiency) of 0.3, which implies the firm had a 0.3 % return per unit of risk over the last 3 months. By analyzing Prosegur's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please evaluate Prosegur's Coefficient Of Variation of 316.06, semi deviation of 0.902, and Risk Adjusted Performance of 0.3001 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Prosegur holds a performance score of 23. The company holds a Beta of -0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Prosegur are expected to decrease at a much lower rate. During the bear market, Prosegur is likely to outperform the market. Please check Prosegur's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Prosegur's historical price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
Prosegur has good predictability. Overlapping area represents the amount of predictability between Prosegur 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 Prosegur price movement. The serial correlation of 0.78 indicates that around 78.0% of current Prosegur price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Prosegur lagged returns against current returns
Autocorrelation, which is Prosegur 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 Prosegur's stock expected returns. We can calculate the autocorrelation of Prosegur returns to help us make a trade decision. For example, suppose you find that Prosegur 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 |
Prosegur 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 Prosegur stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prosegur stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prosegur stock over time.
Current vs Lagged Prices |
| Timeline |
Prosegur Lagged Returns
When evaluating Prosegur's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prosegur stock have on its future price. Prosegur 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, Prosegur autocorrelation shows the relationship between Prosegur stock current value and its past values and can show if there is a momentum factor associated with investing in Prosegur.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Prosegur Stock
Prosegur financial ratios help investors to determine whether Prosegur 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 Prosegur with respect to the benefits of owning Prosegur security.