Pacific Smiles (Australia) Market Value
| PSQ Stock | 1.95 0.01 0.51% |
| Symbol | Pacific |
Pacific Smiles '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 Pacific Smiles' 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 Pacific Smiles.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Pacific Smiles on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Pacific Smiles Group or generate 0.0% return on investment in Pacific Smiles over 30 days. Pacific Smiles is related to or competes with Coronado Global. Pacific Smiles is entity of Australia. It is traded as Stock on AU exchange. More
Pacific Smiles 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 Pacific Smiles' 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 Pacific Smiles Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.0631 | |||
| Maximum Drawdown | 6.36 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 2.19 |
Pacific Smiles Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacific Smiles' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacific Smiles' standard deviation. In reality, there are many statistical measures that can use Pacific Smiles historical prices to predict the future Pacific Smiles' volatility.| Risk Adjusted Performance | 0.0784 | |||
| Jensen Alpha | 0.0832 | |||
| Total Risk Alpha | 0.0557 | |||
| Sortino Ratio | 0.0462 | |||
| Treynor Ratio | (2.63) |
Pacific Smiles Group Backtested Returns
Currently, Pacific Smiles Group is slightly risky. Pacific Smiles Group maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pacific Smiles Group, which you can use to evaluate the volatility of the company. Please check Pacific Smiles' Risk Adjusted Performance of 0.0784, coefficient of variation of 1032.54, and Semi Deviation of 0.6144 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Pacific Smiles has a performance score of 8 on a scale of 0 to 100. The company holds a Beta of -0.0314, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pacific Smiles are expected to decrease at a much lower rate. During the bear market, Pacific Smiles is likely to outperform the market. Pacific Smiles Group right now holds a risk of 0.96%. Please check Pacific Smiles Group semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if Pacific Smiles Group will be following its historical price patterns.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Pacific Smiles Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Pacific Smiles time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st 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 Pacific Smiles Group price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Pacific Smiles price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pacific Smiles Group lagged returns against current returns
Autocorrelation, which is Pacific Smiles 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 Pacific Smiles' stock expected returns. We can calculate the autocorrelation of Pacific Smiles returns to help us make a trade decision. For example, suppose you find that Pacific Smiles 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 |
Pacific Smiles 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 Pacific Smiles stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacific Smiles stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pacific Smiles stock over time.
Current vs Lagged Prices |
| Timeline |
Pacific Smiles Lagged Returns
When evaluating Pacific Smiles' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacific Smiles stock have on its future price. Pacific Smiles 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, Pacific Smiles autocorrelation shows the relationship between Pacific Smiles stock current value and its past values and can show if there is a momentum factor associated with investing in Pacific Smiles Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Pacific Stock Analysis
When running Pacific Smiles' price analysis, check to measure Pacific Smiles' 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 Pacific Smiles is operating at the current time. Most of Pacific Smiles' value examination focuses on studying past and present price action to predict the probability of Pacific Smiles' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pacific Smiles' price. Additionally, you may evaluate how the addition of Pacific Smiles to your portfolios can decrease your overall portfolio volatility.