Pentagon I Capital Stock Market Value
| PNTI-P Stock | 0.03 0.01 25.00% |
| Symbol | Pentagon |
Pentagon I '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 Pentagon I'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 Pentagon I.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Pentagon I on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Pentagon I Capital or generate 0.0% return on investment in Pentagon I over 30 days. Pentagon I is related to or competes with Berkshire Hathaway, JPMorgan Chase, Bank of America, Alphabet, Microsoft Corp, International Business, and GOLDMAN SACHS. Pentagon I is entity of Canada. It is traded as Stock on V exchange. More
Pentagon I 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 Pentagon I'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 Pentagon I Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 57.14 |
Pentagon I Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pentagon I's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pentagon I's standard deviation. In reality, there are many statistical measures that can use Pentagon I historical prices to predict the future Pentagon I's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.78) | |||
| Total Risk Alpha | (1.01) | |||
| Treynor Ratio | 6.65 |
Pentagon I Capital Backtested Returns
Pentagon I Capital maintains Sharpe Ratio (i.e., Efficiency) of -0.0965, which implies the firm had a -0.0965% return per unit of risk over the last 3 months. Pentagon I Capital exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pentagon I's Risk Adjusted Performance of (0.07), variance of 66.65, and Coefficient Of Variation of (1,053) to confirm the risk estimate we provide. 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 Pentagon I are expected to decrease at a much lower rate. During the bear market, Pentagon I is likely to outperform the market. At this point, Pentagon I Capital has a negative expected return of -0.8%. Please make sure to check Pentagon I's total risk alpha, maximum drawdown, accumulation distribution, as well as the relationship between the treynor ratio and kurtosis , to decide if Pentagon I Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.83 |
Very good predictability
Pentagon I Capital has very good predictability. Overlapping area represents the amount of predictability between Pentagon I time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 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 Pentagon I Capital price movement. The serial correlation of 0.83 indicates that around 83.0% of current Pentagon I price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pentagon I Capital lagged returns against current returns
Autocorrelation, which is Pentagon I 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 Pentagon I's stock expected returns. We can calculate the autocorrelation of Pentagon I returns to help us make a trade decision. For example, suppose you find that Pentagon I 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 |
Pentagon I 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 Pentagon I stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pentagon I stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pentagon I stock over time.
Current vs Lagged Prices |
| Timeline |
Pentagon I Lagged Returns
When evaluating Pentagon I's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pentagon I stock have on its future price. Pentagon I 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, Pentagon I autocorrelation shows the relationship between Pentagon I stock current value and its past values and can show if there is a momentum factor associated with investing in Pentagon I Capital.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Pentagon Stock
Pentagon I financial ratios help investors to determine whether Pentagon 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 Pentagon with respect to the benefits of owning Pentagon I security.