PENN Entertainment (Brazil) Technical Analysis
| P2EN34 Stock | 7.65 0.03 0.39% |
PENN Entertainment Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as PENN, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PENNPENN |
PENN Entertainment '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 PENN Entertainment'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 PENN Entertainment.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in PENN Entertainment on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding PENN Entertainment or generate 0.0% return on investment in PENN Entertainment over 90 days.
PENN Entertainment 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 PENN Entertainment'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 PENN Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 26.17 | |||
| Value At Risk | (5.37) | |||
| Potential Upside | 4.97 |
PENN Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PENN Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PENN Entertainment's standard deviation. In reality, there are many statistical measures that can use PENN Entertainment historical prices to predict the future PENN Entertainment's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | 0.2541 |
PENN Entertainment January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.06) | |||
| Market Risk Adjusted Performance | 0.2641 | |||
| Mean Deviation | 1.64 | |||
| Coefficient Of Variation | (1,140) | |||
| Standard Deviation | 4.02 | |||
| Variance | 16.17 | |||
| Information Ratio | (0.10) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | 0.2541 | |||
| Maximum Drawdown | 26.17 | |||
| Value At Risk | (5.37) | |||
| Potential Upside | 4.97 | |||
| Skewness | (3.69) | |||
| Kurtosis | 22.79 |
PENN Entertainment Backtested Returns
PENN Entertainment maintains Sharpe Ratio (i.e., Efficiency) of -0.0928, which implies the firm had a -0.0928 % return per unit of volatility over the last 3 months. PENN Entertainment exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PENN Entertainment's coefficient of variation of (1,140), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The company holds a Beta of -1.43, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PENN Entertainment are expected to decrease by larger amounts. On the other hand, during market turmoil, PENN Entertainment is expected to outperform it. At this point, PENN Entertainment has a negative expected return of -0.39%. Please make sure to check PENN Entertainment's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if PENN Entertainment performance from the past will be repeated at future time.
Auto-correlation | -0.05 |
Very weak reverse predictability
PENN Entertainment has very weak reverse predictability. Overlapping area represents the amount of predictability between PENN Entertainment time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PENN Entertainment price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current PENN Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
PENN Entertainment technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
PENN Entertainment Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of PENN Entertainment volatility developed by Welles Wilder.
PENN Entertainment January 30, 2026 Technical Indicators
Most technical analysis of PENN help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for PENN from various momentum indicators to cycle indicators. When you analyze PENN charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.06) | |||
| Market Risk Adjusted Performance | 0.2641 | |||
| Mean Deviation | 1.64 | |||
| Coefficient Of Variation | (1,140) | |||
| Standard Deviation | 4.02 | |||
| Variance | 16.17 | |||
| Information Ratio | (0.10) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | 0.2541 | |||
| Maximum Drawdown | 26.17 | |||
| Value At Risk | (5.37) | |||
| Potential Upside | 4.97 | |||
| Skewness | (3.69) | |||
| Kurtosis | 22.79 |
PENN Entertainment January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as PENN stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 7.65 | ||
| Day Typical Price | 7.65 | ||
| Price Action Indicator | (0.01) |
Complementary Tools for PENN Stock analysis
When running PENN Entertainment's price analysis, check to measure PENN Entertainment's 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 PENN Entertainment is operating at the current time. Most of PENN Entertainment's value examination focuses on studying past and present price action to predict the probability of PENN Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PENN Entertainment's price. Additionally, you may evaluate how the addition of PENN Entertainment to your portfolios can decrease your overall portfolio volatility.
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