Patria Investments Stock Market Value
| PAX Stock | USD 11.24 0.17 1.49% |
| Symbol | Patria |
Patria Investments Price To Book Ratio
Is Asset Management & Custody Banks 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 Patria Investments. If investors know Patria 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 Patria Investments 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 (0.98) | Dividend Share 1.024 | Earnings Share 0.55 | Revenue Per Share 2.086 | Quarterly Revenue Growth (0.05) |
The market value of Patria Investments is measured differently than its book value, which is the value of Patria that is recorded on the company's balance sheet. Investors also form their own opinion of Patria Investments' value that differs from its market value or its book value, called intrinsic value, which is Patria Investments' 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 Patria Investments' market value can be influenced by many factors that don't directly affect Patria Investments' 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 Patria Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if Patria Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Patria Investments' 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.
Patria Investments '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 Patria Investments' 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 Patria Investments.
| 09/16/2024 |
| 10/16/2024 |
If you would invest 0.00 in Patria Investments on September 16, 2024 and sell it all today you would earn a total of 0.00 from holding Patria Investments or generate 0.0% return on investment in Patria Investments over 30 days. Patria Investments is related to or competes with Invesco Advantage, Invesco Municipal, Invesco California, Brightsphere Investment, Ares Management, TPG, and Apollo Global. Patria Investments Limited operates as a private market investment firm focused on investing in Latin America More
Patria Investments 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 Patria Investments' 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 Patria Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 10.44 | |||
| Value At Risk | (2.77) | |||
| Potential Upside | 2.28 |
Patria Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Patria Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Patria Investments' standard deviation. In reality, there are many statistical measures that can use Patria Investments historical prices to predict the future Patria Investments' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Patria Investments' 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.
Patria Investments Backtested Returns
Patria Investments maintains Sharpe Ratio (i.e., Efficiency) of -0.0877, which implies the firm had a -0.0877% return per unit of risk over the last 3 months. Patria Investments exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Patria Investments' Coefficient Of Variation of (932.65), variance of 3.35, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The company holds a Beta of 1.47, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Patria Investments will likely underperform. At this point, Patria Investments has a negative expected return of -0.16%. Please make sure to check Patria Investments' value at risk and rate of daily change , to decide if Patria Investments performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Patria Investments has very weak reverse predictability. Overlapping area represents the amount of predictability between Patria Investments time series from 16th of September 2024 to 1st of October 2024 and 1st of October 2024 to 16th of October 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Patria Investments price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Patria Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Patria Investments lagged returns against current returns
Autocorrelation, which is Patria Investments 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 Patria Investments' stock expected returns. We can calculate the autocorrelation of Patria Investments returns to help us make a trade decision. For example, suppose you find that Patria Investments 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 |
Patria Investments 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 Patria Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Patria Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Patria Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Patria Investments Lagged Returns
When evaluating Patria Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Patria Investments stock have on its future price. Patria Investments 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, Patria Investments autocorrelation shows the relationship between Patria Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Patria Investments.
Regressed Prices |
| Timeline |
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Additional Tools for Patria Stock Analysis
When running Patria Investments' price analysis, check to measure Patria Investments' 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 Patria Investments is operating at the current time. Most of Patria Investments' value examination focuses on studying past and present price action to predict the probability of Patria Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Patria Investments' price. Additionally, you may evaluate how the addition of Patria Investments to your portfolios can decrease your overall portfolio volatility.