Pierre Et (Germany) Market Value
| PV6 Stock | EUR 1.68 0.01 0.60% |
| Symbol | Pierre |
Pierre Et '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 Pierre Et'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 Pierre Et.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in Pierre Et on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding Pierre et Vacances or generate 0.0% return on investment in Pierre Et over 90 days. Pierre Et is related to or competes with Stewart Information, Trade Desk, SUN ART, Data Modul, and Tradegate. Pierre Vacances SA, through its subsidiaries, engages in holiday accommodation and holiday property investment activitie... More
Pierre Et 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 Pierre Et'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 Pierre et Vacances upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.44 | |||
| Information Ratio | 0.0618 | |||
| Maximum Drawdown | 15.47 | |||
| Value At Risk | (3.57) | |||
| Potential Upside | 4.12 |
Pierre Et Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pierre Et's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pierre Et's standard deviation. In reality, there are many statistical measures that can use Pierre Et historical prices to predict the future Pierre Et's volatility.| Risk Adjusted Performance | 0.0918 | |||
| Jensen Alpha | 0.3168 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0711 | |||
| Treynor Ratio | (1.09) |
Pierre et Vacances Backtested Returns
Pierre Et appears to be very risky, given 3 months investment horizon. Pierre et Vacances maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pierre et Vacances, which you can use to evaluate the volatility of the company. Please evaluate Pierre Et's Semi Deviation of 1.99, risk adjusted performance of 0.0918, and Coefficient Of Variation of 947.18 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pierre Et holds a performance score of 8. The company holds a Beta of -0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pierre Et are expected to decrease at a much lower rate. During the bear market, Pierre Et is likely to outperform the market. Please check Pierre Et's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Pierre Et's historical price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
Pierre et Vacances has below average predictability. Overlapping area represents the amount of predictability between Pierre Et time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th 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 Pierre et Vacances price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Pierre Et price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pierre et Vacances lagged returns against current returns
Autocorrelation, which is Pierre Et 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 Pierre Et's stock expected returns. We can calculate the autocorrelation of Pierre Et returns to help us make a trade decision. For example, suppose you find that Pierre Et 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 |
Pierre Et 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 Pierre Et stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pierre Et stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pierre Et stock over time.
Current vs Lagged Prices |
| Timeline |
Pierre Et Lagged Returns
When evaluating Pierre Et's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pierre Et stock have on its future price. Pierre Et 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, Pierre Et autocorrelation shows the relationship between Pierre Et stock current value and its past values and can show if there is a momentum factor associated with investing in Pierre et Vacances.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pierre Stock
Pierre Et financial ratios help investors to determine whether Pierre 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 Pierre with respect to the benefits of owning Pierre Et security.