Park Bellheimer (Germany) Market Value
| PKB Stock | EUR 1.95 0.13 7.14% |
| Symbol | Park |
Park Bellheimer '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 Park Bellheimer'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 Park Bellheimer.
| 05/06/2022 |
| 04/25/2024 |
If you would invest 0.00 in Park Bellheimer on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Park Bellheimer AG or generate 0.0% return on investment in Park Bellheimer over 720 days. Park Bellheimer is related to or competes with FOMECONMEXSAB DCV, Heineken Holding, and Carlsberg A/S. Park Bellheimer AG manufactures and sells beverages primarily in Germany More
Park Bellheimer 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 Park Bellheimer'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 Park Bellheimer AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.41 | |||
| Information Ratio | 0.0152 | |||
| Maximum Drawdown | 34.97 | |||
| Value At Risk | (9.00) | |||
| Potential Upside | 7.14 |
Park Bellheimer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Park Bellheimer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Park Bellheimer's standard deviation. In reality, there are many statistical measures that can use Park Bellheimer historical prices to predict the future Park Bellheimer's volatility.| Risk Adjusted Performance | 0.0298 | |||
| Jensen Alpha | 0.1373 | |||
| Total Risk Alpha | (0.54) | |||
| Sortino Ratio | 0.0059 | |||
| Treynor Ratio | 0.5276 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Park Bellheimer'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.
Park Bellheimer AG Backtested Returns
We consider Park Bellheimer dangerous. Park Bellheimer AG maintains Sharpe Ratio (i.e., Efficiency) of 0.0348, which implies the firm had a 0.0348% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Park Bellheimer AG, which you can use to evaluate the volatility of the company. Please check Park Bellheimer's Semi Deviation of 4.02, coefficient of variation of 2965.27, and Risk Adjusted Performance of 0.0298 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Park Bellheimer has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Park Bellheimer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Park Bellheimer is expected to be smaller as well. Park Bellheimer AG right now holds a risk of 5.32%. Please check Park Bellheimer AG sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Park Bellheimer AG will be following its historical price patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Park Bellheimer AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Park Bellheimer time series from 6th of May 2022 to 1st of May 2023 and 1st of May 2023 to 25th 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 Park Bellheimer AG price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Park Bellheimer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Park Bellheimer AG lagged returns against current returns
Autocorrelation, which is Park Bellheimer 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 Park Bellheimer's stock expected returns. We can calculate the autocorrelation of Park Bellheimer returns to help us make a trade decision. For example, suppose you find that Park Bellheimer 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 |
Park Bellheimer 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 Park Bellheimer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Park Bellheimer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Park Bellheimer stock over time.
Current vs Lagged Prices |
| Timeline |
Park Bellheimer Lagged Returns
When evaluating Park Bellheimer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Park Bellheimer stock have on its future price. Park Bellheimer 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, Park Bellheimer autocorrelation shows the relationship between Park Bellheimer stock current value and its past values and can show if there is a momentum factor associated with investing in Park Bellheimer AG.
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 Park Bellheimer AG 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 Park Bellheimer Correlation, Park Bellheimer Volatility and Park Bellheimer Alpha and Beta module to complement your research on Park Bellheimer. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for Park Stock analysis
When running Park Bellheimer's price analysis, check to measure Park Bellheimer'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 Park Bellheimer is operating at the current time. Most of Park Bellheimer's value examination focuses on studying past and present price action to predict the probability of Park Bellheimer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Park Bellheimer's price. Additionally, you may evaluate how the addition of Park Bellheimer to your portfolios can decrease your overall portfolio volatility.
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |
Park Bellheimer 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.