PayPal Holdings (Brazil) Market Value
| PYPL34 Stock | BRL 26.89 0.14 0.52% |
| Symbol | PayPal |
PayPal Holdings '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 PayPal Holdings' 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 PayPal Holdings.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in PayPal Holdings on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding PayPal Holdings or generate 0.0% return on investment in PayPal Holdings over 720 days. PayPal Holdings is related to or competes with Verizon Communications, Healthpeak Properties, Spotify Technology, Paycom Software, United Airlines, and Teladoc Health. PayPal Holdings, Inc. operates a technology platform that enables digital payments on behalf of merchants and consumers ... More
PayPal Holdings 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 PayPal Holdings' 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 PayPal Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.1724 | |||
| Maximum Drawdown | 12.35 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 5.45 |
PayPal Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PayPal Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PayPal Holdings' standard deviation. In reality, there are many statistical measures that can use PayPal Holdings historical prices to predict the future PayPal Holdings' volatility.| Risk Adjusted Performance | 0.1678 | |||
| Jensen Alpha | 0.4783 | |||
| Total Risk Alpha | 0.175 | |||
| Sortino Ratio | 0.2044 | |||
| Treynor Ratio | 3.42 |
PayPal Holdings Backtested Returns
PayPal Holdings appears to be very steady, given 3 months investment horizon. PayPal Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the firm had a 0.23% return per unit of risk over the last 3 months. By analyzing PayPal Holdings' technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please evaluate PayPal Holdings' Coefficient Of Variation of 451.11, semi deviation of 1.49, and Risk Adjusted Performance of 0.1678 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PayPal Holdings holds a performance score of 18. The company holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, PayPal Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding PayPal Holdings is expected to be smaller as well. Please check PayPal Holdings' expected short fall, daily balance of power, and the relationship between the downside variance and kurtosis , to make a quick decision on whether PayPal Holdings' historical price patterns will revert.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
PayPal Holdings has almost perfect reverse predictability. Overlapping area represents the amount of predictability between PayPal Holdings time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 PayPal Holdings price movement. The serial correlation of -0.76 indicates that around 76.0% of current PayPal Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 11.7 |
PayPal Holdings lagged returns against current returns
Autocorrelation, which is PayPal Holdings 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 PayPal Holdings' stock expected returns. We can calculate the autocorrelation of PayPal Holdings returns to help us make a trade decision. For example, suppose you find that PayPal Holdings 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 |
PayPal Holdings 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 PayPal Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PayPal Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PayPal Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
PayPal Holdings Lagged Returns
When evaluating PayPal Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PayPal Holdings stock have on its future price. PayPal Holdings 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, PayPal Holdings autocorrelation shows the relationship between PayPal Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in PayPal Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Information and Resources on Investing in PayPal Stock
When determining whether PayPal Holdings is a strong investment it is important to analyze PayPal Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact PayPal Holdings' future performance. For an informed investment choice regarding PayPal Stock, refer to the following important reports:Check out PayPal Holdings Correlation, PayPal Holdings Volatility and PayPal Holdings Alpha and Beta module to complement your research on PayPal Holdings. For information on how to trade PayPal Stock refer to our How to Trade PayPal Stock guide.You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
PayPal Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.