PFA Invest (Denmark) Market Value

PFIBAB Stock  DKK 140.85  0.14  0.1%   
PFA Invest's market value is the price at which a share of PFA Invest trades on a public exchange. It measures the collective expectations of PFA Invest Balance investors about its performance. PFA Invest is trading at 140.85 as of the 28th of March 2024, a -0.1% down since the beginning of the trading day. The stock's open price was 140.99.
With this module, you can estimate the performance of a buy and hold strategy of PFA Invest Balance and determine expected loss or profit from investing in PFA Invest over a given investment horizon. Check out PFA Invest Correlation, PFA Invest Volatility and PFA Invest Alpha and Beta module to complement your research on PFA Invest.
Symbol

Please note, there is a significant difference between PFA Invest's value and its price as these two are different measures arrived at by different means. Investors typically determine if PFA Invest is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PFA Invest's 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.

PFA Invest '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 PFA Invest'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 PFA Invest.
0.00
01/28/2024
No Change 0.00  0.0 
In 2 months and 1 day
03/28/2024
0.00
If you would invest  0.00  in PFA Invest on January 28, 2024 and sell it all today you would earn a total of 0.00 from holding PFA Invest Balance or generate 0.0% return on investment in PFA Invest over 60 days. PFA Invest is related to or competes with Novo Nordisk, Nordea Bank, DSV Panalpina, AP Mller, AP Mller, Orsted AS, and Vestas Wind. More

PFA Invest 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 PFA Invest'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 PFA Invest Balance upside and downside potential and time the market with a certain degree of confidence.

PFA Invest Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for PFA Invest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PFA Invest's standard deviation. In reality, there are many statistical measures that can use PFA Invest historical prices to predict the future PFA Invest's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PFA Invest'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.
Hype
Prediction
LowEstimatedHigh
140.47140.85141.23
Details
Intrinsic
Valuation
LowRealHigh
115.99116.37154.94
Details
Naive
Forecast
LowNextHigh
140.95141.33141.70
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
140.67140.86141.06
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as PFA Invest. Your research has to be compared to or analyzed against PFA Invest's peers to derive any actionable benefits. When done correctly, PFA Invest's 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 PFA Invest Balance.

PFA Invest Balance Backtested Returns

We consider PFA Invest very steady. PFA Invest Balance retains Efficiency (Sharpe Ratio) of 0.26, which implies the firm had a 0.26% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for PFA Invest, which you can use to evaluate the volatility of the company. Please check PFA Invest's downside deviation of 0.4203, and Market Risk Adjusted Performance of (2.01) to confirm if the risk estimate we provide is consistent with the expected return of 0.0987%. PFA Invest has a performance score of 20 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.0457, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PFA Invest are expected to decrease at a much lower rate. During the bear market, PFA Invest is likely to outperform the market. PFA Invest Balance at this time owns a risk of 0.38%. Please check PFA Invest Balance downside deviation, total risk alpha, value at risk, as well as the relationship between the standard deviation and treynor ratio , to decide if PFA Invest Balance will be following its current price history.

Auto-correlation

    
  0.74  

Good predictability

PFA Invest Balance has good predictability. Overlapping area represents the amount of predictability between PFA Invest time series from 28th of January 2024 to 27th of February 2024 and 27th of February 2024 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PFA Invest Balance price movement. The serial correlation of 0.74 indicates that around 74.0% of current PFA Invest price fluctuation can be explain by its past prices.
Correlation Coefficient0.74
Spearman Rank Test0.74
Residual Average0.0
Price Variance1.01

PFA Invest Balance lagged returns against current returns

Autocorrelation, which is PFA Invest 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 PFA Invest's stock expected returns. We can calculate the autocorrelation of PFA Invest returns to help us make a trade decision. For example, suppose you find that PFA Invest 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  

PFA Invest 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 PFA Invest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PFA Invest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PFA Invest stock over time.
   Current vs Lagged Prices   
       Timeline  

PFA Invest Lagged Returns

When evaluating PFA Invest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PFA Invest stock have on its future price. PFA Invest 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, PFA Invest autocorrelation shows the relationship between PFA Invest stock current value and its past values and can show if there is a momentum factor associated with investing in PFA Invest Balance.
   Regressed Prices   
       Timeline  

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Check out PFA Invest Correlation, PFA Invest Volatility and PFA Invest Alpha and Beta module to complement your research on PFA Invest.
Note that the PFA Invest Balance information on this page should be used as a complementary analysis to other PFA Invest's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

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When running PFA Invest's price analysis, check to measure PFA Invest'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 PFA Invest is operating at the current time. Most of PFA Invest's value examination focuses on studying past and present price action to predict the probability of PFA Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PFA Invest's price. Additionally, you may evaluate how the addition of PFA Invest to your portfolios can decrease your overall portfolio volatility.
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PFA Invest 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.
A focus of PFA Invest technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of PFA Invest trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...