Parkson Retail's market value is the price at which a share of Parkson Retail trades on a public exchange. It measures the collective expectations of Parkson Retail Group investors about its performance. Parkson Retail is trading at 0.0075 as of the 27th of July 2025. This is a 11.76 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.0075. With this module, you can estimate the performance of a buy and hold strategy of Parkson Retail Group and determine expected loss or profit from investing in Parkson Retail over a given investment horizon. Check out Parkson Retail Correlation, Parkson Retail Volatility and Parkson Retail Alpha and Beta module to complement your research on Parkson Retail.
Please note, there is a significant difference between Parkson Retail's value and its price as these two are different measures arrived at by different means. Investors typically determine if Parkson Retail is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Parkson Retail'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.
Parkson Retail '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 Parkson Retail'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 Parkson Retail.
0.00
04/28/2025
No Change 0.00
0.0
In 3 months and 1 day
07/27/2025
0.00
If you would invest 0.00 in Parkson Retail on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Parkson Retail Group or generate 0.0% return on investment in Parkson Retail over 90 days. Parkson Retail is related to or competes with ANTA Sports, Tokentus Investment, MidCap Financial, Columbia Sportswear, Universal Display, and AGNC INVESTMENT. Parkson Retail Group Limited engages in the operation and management of a network of department stores, shopping malls, ... More
Parkson Retail 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 Parkson Retail'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 Parkson Retail Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Parkson Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Parkson Retail's standard deviation. In reality, there are many statistical measures that can use Parkson Retail historical prices to predict the future Parkson Retail's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Parkson Retail. Your research has to be compared to or analyzed against Parkson Retail's peers to derive any actionable benefits. When done correctly, Parkson Retail's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Parkson Retail Group.
Parkson Retail Group Backtested Returns
Parkson Retail appears to be out of control, given 3 months investment horizon. Parkson Retail Group maintains Sharpe Ratio (i.e., Efficiency) of 0.0893, which implies the firm had a 0.0893 % return per unit of risk over the last 3 months. By analyzing Parkson Retail's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please evaluate Parkson Retail's Semi Deviation of 3.5, coefficient of variation of 1623.98, and Risk Adjusted Performance of 0.0566 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Parkson Retail holds a performance score of 7. The company holds a Beta of -0.63, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Parkson Retail are expected to decrease at a much lower rate. During the bear market, Parkson Retail is likely to outperform the market. Please check Parkson Retail's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Parkson Retail's historical price patterns will revert.
Auto-correlation
-0.19
Insignificant reverse predictability
Parkson Retail Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Parkson Retail time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Parkson Retail Group price movement. The serial correlation of -0.19 indicates that over 19.0% of current Parkson Retail price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.19
Spearman Rank Test
-0.07
Residual Average
0.0
Price Variance
0.0
Parkson Retail Group lagged returns against current returns
Autocorrelation, which is Parkson Retail 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 Parkson Retail's stock expected returns. We can calculate the autocorrelation of Parkson Retail returns to help us make a trade decision. For example, suppose you find that Parkson Retail 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
Parkson Retail 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 Parkson Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Parkson Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Parkson Retail stock over time.
Current vs Lagged Prices
Timeline
Parkson Retail Lagged Returns
When evaluating Parkson Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Parkson Retail stock have on its future price. Parkson Retail 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, Parkson Retail autocorrelation shows the relationship between Parkson Retail stock current value and its past values and can show if there is a momentum factor associated with investing in Parkson Retail Group.
Parkson Retail financial ratios help investors to determine whether Parkson 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 Parkson with respect to the benefits of owning Parkson Retail security.