Premium Brands' market value is the price at which a share of Premium Brands trades on a public exchange. It measures the collective expectations of Premium Brands Holdings investors about its performance. Premium Brands is trading at 56.30 as of the 27th of April 2025. This is a 0.32% increase since the beginning of the trading day. The stock's lowest day price was 56.18. With this module, you can estimate the performance of a buy and hold strategy of Premium Brands Holdings and determine expected loss or profit from investing in Premium Brands over a given investment horizon. Check out Premium Brands Correlation, Premium Brands Volatility and Premium Brands Alpha and Beta module to complement your research on Premium Brands.
Please note, there is a significant difference between Premium Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Premium Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Premium Brands' 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.
Premium Brands '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 Premium Brands' 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 Premium Brands.
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01/27/2025
No Change 0.00
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In 2 months and 31 days
04/27/2025
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If you would invest 0.00 in Premium Brands on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Premium Brands Holdings or generate 0.0% return on investment in Premium Brands over 90 days. Premium Brands is related to or competes with Kidoz, Hertz Global, Hellenic Telecommunicatio, Lucid Diagnostics, GE Aerospace, Chevron Corp, and Merck. Premium Brands Holdings Corporation, through its subsidiaries, manufactures and distributes food products primarily in C... More
Premium Brands 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 Premium Brands' 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 Premium Brands Holdings 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 Premium Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Premium Brands' standard deviation. In reality, there are many statistical measures that can use Premium Brands historical prices to predict the future Premium Brands' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Premium Brands. Your research has to be compared to or analyzed against Premium Brands' peers to derive any actionable benefits. When done correctly, Premium Brands' 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 Premium Brands Holdings.
Premium Brands Holdings Backtested Returns
At this point, Premium Brands is very steady. Premium Brands Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.0113, which implies the firm had a 0.0113 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Premium Brands Holdings, which you can use to evaluate the volatility of the company. Please check Premium Brands' Semi Deviation of 1.6, risk adjusted performance of 0.0566, and Coefficient Of Variation of 2924.39 to confirm if the risk estimate we provide is consistent with the expected return of 0.0193%. The company holds a Beta of 0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, Premium Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Premium Brands is expected to be smaller as well. Premium Brands Holdings right now holds a risk of 1.72%. Please check Premium Brands Holdings potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Premium Brands Holdings will be following its historical price patterns.
Auto-correlation
-0.05
Very weak reverse predictability
Premium Brands Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between Premium Brands time series from 27th of January 2025 to 13th of March 2025 and 13th of March 2025 to 27th of April 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 Premium Brands Holdings price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Premium Brands price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.05
Spearman Rank Test
-0.11
Residual Average
0.0
Price Variance
1.5
Premium Brands Holdings lagged returns against current returns
Autocorrelation, which is Premium Brands 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 Premium Brands' pink sheet expected returns. We can calculate the autocorrelation of Premium Brands returns to help us make a trade decision. For example, suppose you find that Premium Brands 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
Premium Brands 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 Premium Brands pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Premium Brands pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Premium Brands pink sheet over time.
Current vs Lagged Prices
Timeline
Premium Brands Lagged Returns
When evaluating Premium Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Premium Brands pink sheet have on its future price. Premium Brands 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, Premium Brands autocorrelation shows the relationship between Premium Brands pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Premium Brands Holdings.
Other Information on Investing in Premium Pink Sheet
Premium Brands financial ratios help investors to determine whether Premium 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 Premium with respect to the benefits of owning Premium Brands security.