PayPal Holdings (Germany) Market Value
| 2PP Stock | EUR 84.23 0.25 0.30% |
| Symbol | PayPal |
PayPal Holdings '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 PayPal Holdings' 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 PayPal Holdings.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in PayPal Holdings on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding PayPal Holdings or generate 0.0% return on investment in PayPal Holdings over 720 days. PayPal Holdings is related to or competes with Visa, Visa, Mastercard, Mastercard, American Express, American Express, and PayPal Holdings. PayPal Holdings, Inc. operates as a technology platform and digital payments company that enables digital and mobile pay... More
PayPal Holdings 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 PayPal Holdings' 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 PayPal Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.1504 | |||
| Maximum Drawdown | 10.25 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 4.18 |
PayPal Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PayPal Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PayPal Holdings' standard deviation. In reality, there are many statistical measures that can use PayPal Holdings historical prices to predict the future PayPal Holdings' volatility.| Risk Adjusted Performance | 0.1377 | |||
| Jensen Alpha | 0.3249 | |||
| Total Risk Alpha | 0.2725 | |||
| Sortino Ratio | 0.1468 | |||
| Treynor Ratio | 1.48 |
PayPal Holdings Backtested Returns
PayPal Holdings appears to be very steady, given 3 months investment horizon. PayPal Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for PayPal Holdings, which you can use to evaluate the volatility of the company. Please evaluate PayPal Holdings' Risk Adjusted Performance of 0.1377, coefficient of variation of 601.98, and Semi Deviation of 1.75 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PayPal Holdings holds a performance score of 11. The company holds a Beta of 0.22, which implies not very significant fluctuations relative to the market. As returns on the market increase, PayPal Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding PayPal Holdings is expected to be smaller as well. Please check PayPal Holdings' treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether PayPal Holdings' historical price patterns will revert.
Auto-correlation | -0.7 |
Very good reverse predictability
PayPal Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between PayPal Holdings time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd 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 PayPal Holdings price movement. The serial correlation of -0.7 indicates that around 70.0% of current PayPal Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 89.9 |
PayPal Holdings lagged returns against current returns
Autocorrelation, which is PayPal Holdings 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 PayPal Holdings' stock expected returns. We can calculate the autocorrelation of PayPal Holdings returns to help us make a trade decision. For example, suppose you find that PayPal Holdings 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 |
PayPal Holdings 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 PayPal Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PayPal Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PayPal Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
PayPal Holdings Lagged Returns
When evaluating PayPal Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PayPal Holdings stock have on its future price. PayPal Holdings 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, PayPal Holdings autocorrelation shows the relationship between PayPal Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in PayPal Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in PayPal Stock
When determining whether PayPal Holdings is a strong investment it is important to analyze PayPal Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact PayPal Holdings' future performance. For an informed investment choice regarding PayPal Stock, refer to the following important reports:Check out PayPal Holdings Correlation, PayPal Holdings Volatility and PayPal Holdings Alpha and Beta module to complement your research on PayPal Holdings. For more detail on how to invest in PayPal Stock please use our How to Invest in PayPal Holdings guide.You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
PayPal Holdings 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.