Pinetree Capital Stock Market Value
| PNPFF Stock | USD 7.08 0.05 0.71% |
| Symbol | Pinetree |
Pinetree Capital '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 Pinetree Capital's pink sheet 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 Pinetree Capital.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Pinetree Capital on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Pinetree Capital or generate 0.0% return on investment in Pinetree Capital over 30 days. Pinetree Capital is related to or competes with OFX Group. Pinetree Capital Ltd. is a venture capital and private equity firm specializing in early to later stage venture, middle ... More
Pinetree Capital 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 Pinetree Capital's pink sheet 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 Pinetree Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.09 | |||
| Information Ratio | 0.1061 | |||
| Maximum Drawdown | 33.18 | |||
| Value At Risk | (6.19) | |||
| Potential Upside | 6.6 |
Pinetree Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pinetree Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pinetree Capital's standard deviation. In reality, there are many statistical measures that can use Pinetree Capital historical prices to predict the future Pinetree Capital's volatility.| Risk Adjusted Performance | 0.1013 | |||
| Jensen Alpha | 0.5249 | |||
| Total Risk Alpha | 0.0076 | |||
| Sortino Ratio | 0.0789 | |||
| Treynor Ratio | 1.12 |
Pinetree Capital Backtested Returns
Pinetree Capital appears to be moderately volatile, given 3 months investment horizon. Pinetree Capital maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13% return per unit of risk over the last 3 months. By analyzing Pinetree Capital's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please evaluate Pinetree Capital's Semi Deviation of 3.27, coefficient of variation of 780.34, and Risk Adjusted Performance of 0.1013 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pinetree Capital holds a performance score of 10. The company holds a Beta of 0.51, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pinetree Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pinetree Capital is expected to be smaller as well. Please check Pinetree Capital's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Pinetree Capital's historical price patterns will revert.
Auto-correlation | 0.06 |
Virtually no predictability
Pinetree Capital has virtually no predictability. Overlapping area represents the amount of predictability between Pinetree Capital time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Pinetree Capital price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Pinetree Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.79 |
Pinetree Capital lagged returns against current returns
Autocorrelation, which is Pinetree Capital pink sheet'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 Pinetree Capital's pink sheet expected returns. We can calculate the autocorrelation of Pinetree Capital returns to help us make a trade decision. For example, suppose you find that Pinetree Capital has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Pinetree Capital 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 Pinetree Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pinetree Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pinetree Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pinetree Capital Lagged Returns
When evaluating Pinetree Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pinetree Capital pink sheet have on its future price. Pinetree Capital 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, Pinetree Capital autocorrelation shows the relationship between Pinetree Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pinetree Capital.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pinetree Pink Sheet
Pinetree Capital financial ratios help investors to determine whether Pinetree Pink Sheet 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 Pinetree with respect to the benefits of owning Pinetree Capital security.