Portman Ridge Finance Stock Market Value
| PTMN Stock | USD 12.54 0.01 0.08% |
| Symbol | Portman |
Is Capital Markets space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Portman Ridge. If investors know Portman will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Portman Ridge listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 82.399 | Dividend Share 2.39 | Earnings Share (1.13) | Revenue Per Share 6.282 | Quarterly Revenue Growth (0.27) |
The market value of Portman Ridge Finance is measured differently than its book value, which is the value of Portman that is recorded on the company's balance sheet. Investors also form their own opinion of Portman Ridge's value that differs from its market value or its book value, called intrinsic value, which is Portman Ridge's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Portman Ridge's market value can be influenced by many factors that don't directly affect Portman Ridge's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Portman Ridge's value and its price as these two are different measures arrived at by different means. Investors typically determine if Portman Ridge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Portman Ridge's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Portman Ridge '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 Portman Ridge'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 Portman Ridge.
| 04/04/2025 |
| 07/03/2025 |
If you would invest 0.00 in Portman Ridge on April 4, 2025 and sell it all today you would earn a total of 0.00 from holding Portman Ridge Finance or generate 0.0% return on investment in Portman Ridge over 90 days. Portman Ridge is related to or competes with QuinStreet, CarsalesCom, Yoshitsu, Dolphin Entertainment, Genuine Parts, Boston Omaha, and Titan Machinery. Portman Ridge Finance Corporation is a business development company specializing in investments in unitranche loans , fi... More
Portman Ridge 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 Portman Ridge'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 Portman Ridge Finance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 11.35 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 2.26 |
Portman Ridge Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Portman Ridge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Portman Ridge's standard deviation. In reality, there are many statistical measures that can use Portman Ridge historical prices to predict the future Portman Ridge's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.22) |
Portman Ridge Finance Backtested Returns
As of now, Portman Stock is not too volatile. Portman Ridge Finance maintains Sharpe Ratio (i.e., Efficiency) of 0.0115, which implies the firm had a 0.0115 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Portman Ridge Finance, which you can use to evaluate the volatility of the company. Please check Portman Ridge's Variance of 4.03, coefficient of variation of (1,564), and Risk Adjusted Performance of (0.10) to confirm if the risk estimate we provide is consistent with the expected return of 0.0223%. The company holds a Beta of 0.64, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Portman Ridge's returns are expected to increase less than the market. However, during the bear market, the loss of holding Portman Ridge is expected to be smaller as well. Portman Ridge Finance right now holds a risk of 1.93%. Please check Portman Ridge Finance maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Portman Ridge Finance will be following its historical price patterns.
Auto-correlation | 0.38 |
Below average predictability
Portman Ridge Finance has below average predictability. Overlapping area represents the amount of predictability between Portman Ridge time series from 4th of April 2025 to 19th of May 2025 and 19th of May 2025 to 3rd 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 Portman Ridge Finance price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Portman Ridge price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Portman Ridge Finance lagged returns against current returns
Autocorrelation, which is Portman Ridge 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 Portman Ridge's stock expected returns. We can calculate the autocorrelation of Portman Ridge returns to help us make a trade decision. For example, suppose you find that Portman Ridge 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 |
Portman Ridge 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 Portman Ridge stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Portman Ridge stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Portman Ridge stock over time.
Current vs Lagged Prices |
| Timeline |
Portman Ridge Lagged Returns
When evaluating Portman Ridge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Portman Ridge stock have on its future price. Portman Ridge 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, Portman Ridge autocorrelation shows the relationship between Portman Ridge stock current value and its past values and can show if there is a momentum factor associated with investing in Portman Ridge Finance.
Regressed Prices |
| Timeline |
Pair Trading with Portman Ridge
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 Portman Ridge 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 Portman Ridge will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Portman Ridge could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Portman Ridge 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 Portman Ridge - 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 Portman Ridge Finance to buy it.
The correlation of Portman Ridge 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 Portman Ridge moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Portman Ridge Finance 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 Portman Ridge 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.Check out Portman Ridge Correlation, Portman Ridge Volatility and Portman Ridge Alpha and Beta module to complement your research on Portman Ridge. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Portman Ridge technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.