Pearson Plc (Germany) Market Value
| PES Stock | EUR 15.10 0.06 0.40% |
| Symbol | Pearson |
Pearson Plc '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 Pearson Plc'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 Pearson Plc.
| 10/23/2024 |
| 12/22/2024 |
If you would invest 0.00 in Pearson Plc on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Pearson plc or generate 0.0% return on investment in Pearson Plc over 60 days. Pearson Plc is related to or competes with Chesapeake Utilities, Media, Games Workshop, Pembina Pipeline, BORR DRILLING, PRECISION DRILLING, and FUTURE GAMING. Pearson plc provides educational products and services to institutions, governments, professional bodies, and individual... More
Pearson Plc 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 Pearson Plc'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 Pearson plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7825 | |||
| Information Ratio | 0.2323 | |||
| Maximum Drawdown | 8.69 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 2.81 |
Pearson Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pearson Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pearson Plc's standard deviation. In reality, there are many statistical measures that can use Pearson Plc historical prices to predict the future Pearson Plc's volatility.| Risk Adjusted Performance | 0.2071 | |||
| Jensen Alpha | 0.3376 | |||
| Total Risk Alpha | 0.2972 | |||
| Sortino Ratio | 0.3997 | |||
| Treynor Ratio | (2.72) |
Pearson plc Backtested Returns
Pearson Plc appears to be very steady, given 3 months investment horizon. Pearson plc maintains Sharpe Ratio (i.e., Efficiency) of 0.24, which implies the firm had a 0.24% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pearson plc, which you can use to evaluate the volatility of the company. Please evaluate Pearson Plc's Risk Adjusted Performance of 0.2071, coefficient of variation of 390.34, and Semi Deviation of 0.2671 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pearson Plc holds a performance score of 19. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pearson Plc are expected to decrease at a much lower rate. During the bear market, Pearson Plc is likely to outperform the market. Please check Pearson Plc's semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Pearson Plc's historical price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
Pearson plc has very good predictability. Overlapping area represents the amount of predictability between Pearson Plc time series from 23rd of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 22nd 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 Pearson plc price movement. The serial correlation of 0.81 indicates that around 81.0% of current Pearson Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Pearson plc lagged returns against current returns
Autocorrelation, which is Pearson Plc 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 Pearson Plc's stock expected returns. We can calculate the autocorrelation of Pearson Plc returns to help us make a trade decision. For example, suppose you find that Pearson Plc 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 |
Pearson Plc 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 Pearson Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pearson Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pearson Plc stock over time.
Current vs Lagged Prices |
| Timeline |
Pearson Plc Lagged Returns
When evaluating Pearson Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pearson Plc stock have on its future price. Pearson Plc 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, Pearson Plc autocorrelation shows the relationship between Pearson Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Pearson plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pearson Stock
Pearson Plc financial ratios help investors to determine whether Pearson Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Pearson with respect to the benefits of owning Pearson Plc security.