Pernod Ricard Sa Stock Market Value
| PDRDF Stock | USD 123.65 6.65 5.68% |
| Symbol | Pernod |
Pernod Ricard '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 Pernod Ricard's pink sheet 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 Pernod Ricard.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in Pernod Ricard on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding Pernod Ricard SA or generate 0.0% return on investment in Pernod Ricard over 90 days. Pernod Ricard is related to or competes with Remy Cointreau, Treasury Wine, MGP Ingredients, Naked Wines, Crimson Wine, Willamette Valley, and Brown Forman. Pernod Ricard SA produces and sells wines and spirits worldwide More
Pernod Ricard 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 Pernod Ricard's pink sheet 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 Pernod Ricard SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.76 | |||
| Information Ratio | 0.0523 | |||
| Maximum Drawdown | 10.92 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 3.79 |
Pernod Ricard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pernod Ricard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pernod Ricard's standard deviation. In reality, there are many statistical measures that can use Pernod Ricard historical prices to predict the future Pernod Ricard's volatility.| Risk Adjusted Performance | 0.0757 | |||
| Jensen Alpha | 0.1505 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | 0.2765 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pernod Ricard's 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.
Pernod Ricard SA Backtested Returns
Pernod Ricard appears to be very steady, given 3 months investment horizon. Pernod Ricard SA 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. We have found twenty-eight technical indicators for Pernod Ricard SA, which you can use to evaluate the volatility of the company. Please evaluate Pernod Ricard's Risk Adjusted Performance of 0.0757, semi deviation of 2.34, and Coefficient Of Variation of 1076.11 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pernod Ricard holds a performance score of 11. The company holds a Beta of 0.83, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pernod Ricard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pernod Ricard is expected to be smaller as well. Please check Pernod Ricard's maximum drawdown, skewness, price action indicator, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether Pernod Ricard's historical price patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
Pernod Ricard SA has poor predictability. Overlapping area represents the amount of predictability between Pernod Ricard time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th of August 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 Pernod Ricard SA price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Pernod Ricard price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 21.88 |
Pernod Ricard SA lagged returns against current returns
Autocorrelation, which is Pernod Ricard pink sheet'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 Pernod Ricard's pink sheet expected returns. We can calculate the autocorrelation of Pernod Ricard returns to help us make a trade decision. For example, suppose you find that Pernod Ricard has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Pernod Ricard 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 Pernod Ricard pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pernod Ricard pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pernod Ricard pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pernod Ricard Lagged Returns
When evaluating Pernod Ricard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pernod Ricard pink sheet have on its future price. Pernod Ricard 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, Pernod Ricard autocorrelation shows the relationship between Pernod Ricard pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pernod Ricard SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pernod Pink Sheet
Pernod Ricard financial ratios help investors to determine whether Pernod Pink Sheet 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 Pernod with respect to the benefits of owning Pernod Ricard security.