Panasonic Corp (UK) Market Value

0QYR Stock   1,476  22.50  1.55%   
Panasonic Corp's market value is the price at which a share of Panasonic Corp trades on a public exchange. It measures the collective expectations of Panasonic Corp investors about its performance. Panasonic Corp is selling for under 1475.50 as of the 5th of December 2024; that is 1.55% increase since the beginning of the trading day. The stock's lowest day price was 1475.5.
With this module, you can estimate the performance of a buy and hold strategy of Panasonic Corp and determine expected loss or profit from investing in Panasonic Corp over a given investment horizon. Check out Panasonic Corp Correlation, Panasonic Corp Volatility and Panasonic Corp Alpha and Beta module to complement your research on Panasonic Corp.
Symbol

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

Panasonic Corp '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 Panasonic Corp'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 Panasonic Corp.
0.00
09/06/2024
No Change 0.00  0.0 
In 2 months and 31 days
12/05/2024
0.00
If you would invest  0.00  in Panasonic Corp on September 6, 2024 and sell it all today you would earn a total of 0.00 from holding Panasonic Corp or generate 0.0% return on investment in Panasonic Corp over 90 days. Panasonic Corp is related to or competes with Charter Communications, Aeorema Communications, Zoom Video, Grieg Seafood, Sligro Food, Austevoll Seafood, and Summit Materials. Panasonic Corp is entity of United Kingdom More

Panasonic Corp 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 Panasonic Corp'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 Panasonic Corp upside and downside potential and time the market with a certain degree of confidence.

Panasonic Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Panasonic Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Panasonic Corp's standard deviation. In reality, there are many statistical measures that can use Panasonic Corp historical prices to predict the future Panasonic Corp's volatility.
Hype
Prediction
LowEstimatedHigh
1,4731,4761,478
Details
Intrinsic
Valuation
LowRealHigh
1,3671,3701,623
Details
Naive
Forecast
LowNextHigh
1,5461,5491,551
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,3551,4321,509
Details

Panasonic Corp Backtested Returns

Panasonic Corp appears to be very steady, given 3 months investment horizon. Panasonic Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the firm had a 0.23% return per unit of risk over the last 3 months. By analyzing Panasonic Corp's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please evaluate Panasonic Corp's Risk Adjusted Performance of 0.0583, semi deviation of 3.02, and Coefficient Of Variation of 1454.21 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Panasonic Corp holds a performance score of 18. The company holds a Beta of 0.0494, which implies not very significant fluctuations relative to the market. As returns on the market increase, Panasonic Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Panasonic Corp is expected to be smaller as well. Please check Panasonic Corp's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether Panasonic Corp's historical price patterns will revert.

Auto-correlation

    
  0.70  

Good predictability

Panasonic Corp has good predictability. Overlapping area represents the amount of predictability between Panasonic Corp time series from 6th of September 2024 to 21st of October 2024 and 21st of October 2024 to 5th of December 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 Panasonic Corp price movement. The serial correlation of 0.7 indicates that around 70.0% of current Panasonic Corp price fluctuation can be explain by its past prices.
Correlation Coefficient0.7
Spearman Rank Test0.89
Residual Average0.0
Price Variance9861.4

Panasonic Corp lagged returns against current returns

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

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

Panasonic Corp Lagged Returns

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

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Additional Tools for Panasonic Stock Analysis

When running Panasonic Corp's price analysis, check to measure Panasonic Corp'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 Panasonic Corp is operating at the current time. Most of Panasonic Corp's value examination focuses on studying past and present price action to predict the probability of Panasonic Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Panasonic Corp's price. Additionally, you may evaluate how the addition of Panasonic Corp to your portfolios can decrease your overall portfolio volatility.