Pampa Energia Sa Stock Market Value
| PAM Stock | USD 85.59 1.39 1.65% |
| Symbol | Pampa |
Pampa Energia SA Price To Book Ratio
Is Electric Utilities space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Pampa Energia. If investors know Pampa will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Pampa Energia listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.814 | Earnings Share 8 | Revenue Per Share 33.15 | Quarterly Revenue Growth 2.43 | Return On Assets 0.052 |
The market value of Pampa Energia SA is measured differently than its book value, which is the value of Pampa that is recorded on the company's balance sheet. Investors also form their own opinion of Pampa Energia's value that differs from its market value or its book value, called intrinsic value, which is Pampa Energia's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Pampa Energia's market value can be influenced by many factors that don't directly affect Pampa Energia's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Pampa Energia's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pampa Energia is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pampa Energia'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.
Pampa Energia '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 Pampa Energia'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 Pampa Energia.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Pampa Energia on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Pampa Energia SA or generate 0.0% return on investment in Pampa Energia over 30 days. Pampa Energia is related to or competes with Grupo Financiero, Banco Macro, Empresa Distribuidora, Transportadora, and Grupo Supervielle. Pampa Energa S.A., an integrated power company, engages in the generation and transmission of electricity in Argentina More
Pampa Energia 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 Pampa Energia'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 Pampa Energia SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.3338 | |||
| Maximum Drawdown | 8.23 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 3.57 |
Pampa Energia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pampa Energia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pampa Energia's standard deviation. In reality, there are many statistical measures that can use Pampa Energia historical prices to predict the future Pampa Energia's volatility.| Risk Adjusted Performance | 0.3119 | |||
| Jensen Alpha | 0.6838 | |||
| Total Risk Alpha | 0.4668 | |||
| Sortino Ratio | 0.4004 | |||
| Treynor Ratio | 1.21 |
Pampa Energia SA Backtested Returns
Pampa Energia appears to be very steady, given 3 months investment horizon. Pampa Energia SA maintains Sharpe Ratio (i.e., Efficiency) of 0.36, which implies the firm had a 0.36% return per unit of risk over the last 3 months. By analyzing Pampa Energia's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please evaluate Pampa Energia's Risk Adjusted Performance of 0.3119, semi deviation of 0.9048, and Coefficient Of Variation of 250.52 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pampa Energia holds a performance score of 28. The company holds a Beta of 0.62, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pampa Energia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pampa Energia is expected to be smaller as well. Please check Pampa Energia's treynor ratio, kurtosis, relative strength index, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Pampa Energia's historical price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
Pampa Energia SA has good predictability. Overlapping area represents the amount of predictability between Pampa Energia time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Pampa Energia SA price movement. The serial correlation of 0.78 indicates that around 78.0% of current Pampa Energia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 9.58 |
Pampa Energia SA lagged returns against current returns
Autocorrelation, which is Pampa Energia 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 Pampa Energia's stock expected returns. We can calculate the autocorrelation of Pampa Energia returns to help us make a trade decision. For example, suppose you find that Pampa Energia 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 |
Pampa Energia 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 Pampa Energia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pampa Energia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pampa Energia stock over time.
Current vs Lagged Prices |
| Timeline |
Pampa Energia Lagged Returns
When evaluating Pampa Energia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pampa Energia stock have on its future price. Pampa Energia 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, Pampa Energia autocorrelation shows the relationship between Pampa Energia stock current value and its past values and can show if there is a momentum factor associated with investing in Pampa Energia SA.
Regressed Prices |
| Timeline |
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Pampa Energia 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.