PEPKOR (Germany) Market Value
| S1VA Stock | EUR 1.26 0.01 0.79% |
| Symbol | PEPKOR |
PEPKOR '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 PEPKOR'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 PEPKOR.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in PEPKOR on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding PEPKOR LTD or generate 0.0% return on investment in PEPKOR over 90 days. PEPKOR is related to or competes with SUN ART, MARKET VECTR, CAIRN HOMES, National Retail, CARSALESCOM, and Corporate Office. Pepkor Holdings Limited, together with its subsidiaries, operates as a retailer focusing on discount, value, and special... More
PEPKOR 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 PEPKOR'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 PEPKOR LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.16 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 3.13 |
PEPKOR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PEPKOR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PEPKOR's standard deviation. In reality, there are many statistical measures that can use PEPKOR historical prices to predict the future PEPKOR's volatility.| Risk Adjusted Performance | 0.0071 | |||
| Jensen Alpha | 0.0039 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0703 |
PEPKOR LTD Backtested Returns
PEPKOR LTD maintains Sharpe Ratio (i.e., Efficiency) of -0.0326, which implies the firm had a -0.0326 % return per unit of standard deviation over the last 3 months. PEPKOR LTD exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PEPKOR's Semi Deviation of 1.62, market risk adjusted performance of 0.0803, and Risk Adjusted Performance of 0.0071 to confirm the risk estimate we provide. The company holds a Beta of -0.093, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PEPKOR are expected to decrease at a much lower rate. During the bear market, PEPKOR is likely to outperform the market. At this point, PEPKOR LTD has a negative expected return of -0.0567%. Please make sure to check PEPKOR's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if PEPKOR LTD performance from the past will be repeated at future time.
Auto-correlation | -0.24 |
Weak reverse predictability
PEPKOR LTD has weak reverse predictability. Overlapping area represents the amount of predictability between PEPKOR time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th 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 PEPKOR LTD price movement. The serial correlation of -0.24 indicates that over 24.0% of current PEPKOR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PEPKOR LTD lagged returns against current returns
Autocorrelation, which is PEPKOR 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 PEPKOR's stock expected returns. We can calculate the autocorrelation of PEPKOR returns to help us make a trade decision. For example, suppose you find that PEPKOR 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 |
PEPKOR 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 PEPKOR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PEPKOR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PEPKOR stock over time.
Current vs Lagged Prices |
| Timeline |
PEPKOR Lagged Returns
When evaluating PEPKOR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PEPKOR stock have on its future price. PEPKOR 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, PEPKOR autocorrelation shows the relationship between PEPKOR stock current value and its past values and can show if there is a momentum factor associated with investing in PEPKOR LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PEPKOR Stock
PEPKOR financial ratios help investors to determine whether PEPKOR 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 PEPKOR with respect to the benefits of owning PEPKOR security.