Partners Group Stock Market Value
| PGPHF Stock | USD 1,335 23.31 1.78% |
| Symbol | Partners |
Partners '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 Partners' 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 Partners.
| 02/19/2024 |
| 04/19/2024 |
If you would invest 0.00 in Partners on February 19, 2024 and sell it all today you would earn a total of 0.00 from holding Partners Group or generate 0.0% return on investment in Partners over 60 days. Partners is related to or competes with Flow Capital, and AGF Management. Partners Group Holding AG is a private equity firm specializing in direct, secondary, and primary investments across pri... More
Partners 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 Partners' 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 Partners Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.5 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.97 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 3.65 |
Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Partners' standard deviation. In reality, there are many statistical measures that can use Partners historical prices to predict the future Partners' volatility.| Risk Adjusted Performance | 0.0132 | |||
| Jensen Alpha | 0.0159 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Partners' 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.
Partners Group Backtested Returns
We consider Partners very steady. Partners Group maintains Sharpe Ratio (i.e., Efficiency) of 0.0398, which implies the firm had a 0.0398% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Partners Group, which you can use to evaluate the volatility of the company. Please check Partners' Coefficient Of Variation of 10205.6, risk adjusted performance of 0.0132, and Semi Deviation of 1.8 to confirm if the risk estimate we provide is consistent with the expected return of 0.0829%. Partners has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of -0.0831, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Partners are expected to decrease at a much lower rate. During the bear market, Partners is likely to outperform the market. Partners Group right now holds a risk of 2.08%. Please check Partners Group expected short fall, and the relationship between the value at risk and rate of daily change , to decide if Partners Group will be following its historical price patterns.
Auto-correlation | -0.48 |
Modest reverse predictability
Partners Group has modest reverse predictability. Overlapping area represents the amount of predictability between Partners time series from 19th of February 2024 to 20th of March 2024 and 20th of March 2024 to 19th of April 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 Partners Group price movement. The serial correlation of -0.48 indicates that about 48.0% of current Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 1516.7 |
Partners Group lagged returns against current returns
Autocorrelation, which is Partners 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 Partners' pink sheet expected returns. We can calculate the autocorrelation of Partners returns to help us make a trade decision. For example, suppose you find that Partners 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 |
Partners 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 Partners pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Partners pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Partners pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Partners Lagged Returns
When evaluating Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Partners pink sheet have on its future price. Partners 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, Partners autocorrelation shows the relationship between Partners pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Partners Group.
Regressed Prices |
| Timeline |
Becoming a Better Investor with Macroaxis
Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Partners Group using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
Align your risk with return expectations
Check out Partners Correlation, Partners Volatility and Partners Alpha and Beta module to complement your research on Partners. Note that the Partners Group information on this page should be used as a complementary analysis to other Partners' 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 AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Complementary Tools for Partners Pink Sheet analysis
When running Partners' price analysis, check to measure Partners' 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 Partners is operating at the current time. Most of Partners' value examination focuses on studying past and present price action to predict the probability of Partners' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Partners' price. Additionally, you may evaluate how the addition of Partners to your portfolios can decrease your overall portfolio volatility.
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Partners technical pink sheet 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, pink sheet market cycles, or different charting patterns.