Central Pacific Financial Stock Market Value
| CPF Stock | USD 32.23 0.40 1.23% |
| Symbol | Central |
Central Pacific Financial Price To Book Ratio
Is Regional Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Central Pacific. If investors know Central will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Central Pacific listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.008 | Dividend Share 1.04 | Earnings Share 2.13 | Revenue Per Share 9.043 | Quarterly Revenue Growth 0.116 |
The market value of Central Pacific Financial is measured differently than its book value, which is the value of Central that is recorded on the company's balance sheet. Investors also form their own opinion of Central Pacific's value that differs from its market value or its book value, called intrinsic value, which is Central Pacific's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Central Pacific's market value can be influenced by many factors that don't directly affect Central Pacific's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Central Pacific's value and its price as these two are different measures arrived at by different means. Investors typically determine if Central Pacific is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Central Pacific's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Central Pacific '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 Central Pacific'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 Central Pacific.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Central Pacific on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Central Pacific Financial or generate 0.0% return on investment in Central Pacific over 30 days. Central Pacific is related to or competes with Bank of Hawaii, Territorial Bancorp, First Bancorp, Hancock Whitney, William Penn, Parke Bancorp, and National Bank. Central Pacific Financial Corp. operates as the holding company for Central Pacific Bank that provides commercial bankin... More
Central Pacific 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 Central Pacific'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 Central Pacific Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | 0.0636 | |||
| Maximum Drawdown | 17.89 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 3.28 |
Central Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Central Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Central Pacific's standard deviation. In reality, there are many statistical measures that can use Central Pacific historical prices to predict the future Central Pacific's volatility.| Risk Adjusted Performance | 0.0916 | |||
| Jensen Alpha | 0.0466 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0764 | |||
| Treynor Ratio | 0.141 |
Central Pacific Financial Backtested Returns
Central Pacific appears to be not too volatile, given 3 months investment horizon. Central Pacific Financial secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Central Pacific Financial, which you can use to evaluate the volatility of the firm. Please makes use of Central Pacific's Downside Deviation of 2.29, mean deviation of 1.74, and Risk Adjusted Performance of 0.0916 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Central Pacific holds a performance score of 7. The firm shows a Beta (market volatility) of 2.08, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Central Pacific will likely underperform. Please check Central Pacific's downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Central Pacific's price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Central Pacific Financial has good predictability. Overlapping area represents the amount of predictability between Central Pacific time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Central Pacific Financial price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Central Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Central Pacific Financial lagged returns against current returns
Autocorrelation, which is Central Pacific 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 Central Pacific's stock expected returns. We can calculate the autocorrelation of Central Pacific returns to help us make a trade decision. For example, suppose you find that Central Pacific 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 |
Central Pacific 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 Central Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Central Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Central Pacific stock over time.
Current vs Lagged Prices |
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Central Pacific Lagged Returns
When evaluating Central Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Central Pacific stock have on its future price. Central Pacific 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, Central Pacific autocorrelation shows the relationship between Central Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Central Pacific Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Central Pacific Financial is a strong investment it is important to analyze Central Pacific's 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 Central Pacific's future performance. For an informed investment choice regarding Central Stock, refer to the following important reports:Check out Central Pacific Correlation, Central Pacific Volatility and Central Pacific Alpha and Beta module to complement your research on Central Pacific. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Central Pacific 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.