Partners Group (Switzerland) Market Value
| PGHN Stock | CHF 1,266 12.00 0.96% |
| Symbol | Partners |
Partners Group '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 Partners Group'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 Partners Group.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Partners Group on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding Partners Group Holding or generate 0.0% return on investment in Partners Group over 570 days. Partners Group is related to or competes with Sika AG, Swiss Life, Givaudan, Lonza Group, and Geberit AG. Partners Group Holding AG is a private equity firm specializing in direct, secondary, and primary investments across pri... More
Partners Group 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 Partners Group'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 Partners Group Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.36 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 2.71 |
Partners Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Partners Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Partners Group's standard deviation. In reality, there are many statistical measures that can use Partners Group historical prices to predict the future Partners Group's volatility.| Risk Adjusted Performance | 0.0348 | |||
| Jensen Alpha | 0.0478 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.6667 |
Partners Group Holding Backtested Returns
At this stage we consider Partners Stock to be very steady. Partners Group Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.0386, which implies the firm had a 0.0386% return per unit of risk over the last 3 months. We have found thirty technical indicators for Partners Group Holding, which you can use to evaluate the volatility of the company. Please check Partners Group's Coefficient Of Variation of 2634.7, semi deviation of 2.0, and Risk Adjusted Performance of 0.0348 to confirm if the risk estimate we provide is consistent with the expected return of 0.0695%. Partners Group has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.0867, which implies not very significant fluctuations relative to the market. As returns on the market increase, Partners Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Partners Group is expected to be smaller as well. Partners Group Holding right now holds a risk of 1.8%. Please check Partners Group Holding sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Partners Group Holding will be following its historical price patterns.
Auto-correlation | 0.20 |
Weak predictability
Partners Group Holding has weak predictability. Overlapping area represents the amount of predictability between Partners Group time series from 9th of May 2023 to 18th of February 2024 and 18th of February 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 Partners Group Holding price movement. The serial correlation of 0.2 indicates that over 20.0% of current Partners Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 2127.9 |
Partners Group Holding lagged returns against current returns
Autocorrelation, which is Partners Group 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 Partners Group's stock expected returns. We can calculate the autocorrelation of Partners Group returns to help us make a trade decision. For example, suppose you find that Partners Group 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 |
Partners Group 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 Partners Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Partners Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Partners Group stock over time.
Current vs Lagged Prices |
| Timeline |
Partners Group Lagged Returns
When evaluating Partners Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Partners Group stock have on its future price. Partners Group 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, Partners Group autocorrelation shows the relationship between Partners Group stock current value and its past values and can show if there is a momentum factor associated with investing in Partners Group Holding.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Partners Stock Analysis
When running Partners Group's price analysis, check to measure Partners Group'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 Partners Group is operating at the current time. Most of Partners Group's value examination focuses on studying past and present price action to predict the probability of Partners Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Partners Group's price. Additionally, you may evaluate how the addition of Partners Group to your portfolios can decrease your overall portfolio volatility.