Mountain Pacific Bancorp Stock Market Value
| MPCB Stock | USD 14.75 0.00 0.00% |
| Symbol | Mountain |
Mountain 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 Mountain Pacific'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 Mountain Pacific.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Mountain Pacific on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Mountain Pacific Bancorp or generate 0.0% return on investment in Mountain Pacific over 30 days. Mountain Pacific is related to or competes with F M, JD Bancshares, Jeffersonville Bancorp, Security Federal, Crystal Valley, Oxford Bank, and Cnb Community. Mountain Pacific Bancorp, Inc. operates as the bank holding for Mountain Pacific Bank that provides various banking prod... More
Mountain 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 Mountain Pacific'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 Mountain Pacific Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.0261 | |||
| Maximum Drawdown | 10.65 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.03 |
Mountain Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mountain Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mountain Pacific's standard deviation. In reality, there are many statistical measures that can use Mountain Pacific historical prices to predict the future Mountain Pacific's volatility.| Risk Adjusted Performance | 0.0586 | |||
| Jensen Alpha | 0.0965 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0159 | |||
| Treynor Ratio | (0.83) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mountain Pacific's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Mountain Pacific Bancorp Backtested Returns
At this point, Mountain Pacific is not too volatile. Mountain Pacific Bancorp has Sharpe Ratio of 0.0761, which conveys that the firm had a 0.0761 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Mountain Pacific, which you can use to evaluate the volatility of the firm. Please verify Mountain Pacific's Mean Deviation of 0.5154, risk adjusted performance of 0.0586, and Downside Deviation of 2.17 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. Mountain Pacific has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mountain Pacific are expected to decrease at a much lower rate. During the bear market, Mountain Pacific is likely to outperform the market. Mountain Pacific Bancorp right now secures a risk of 1.32%. Please verify Mountain Pacific Bancorp semi variance, and the relationship between the value at risk and kurtosis , to decide if Mountain Pacific Bancorp will be following its current price movements.
Auto-correlation | 0.00 |
No correlation between past and present
Mountain Pacific Bancorp has no correlation between past and present. Overlapping area represents the amount of predictability between Mountain Pacific time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mountain Pacific Bancorp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Mountain Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mountain Pacific Bancorp lagged returns against current returns
Autocorrelation, which is Mountain Pacific 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 Mountain Pacific's pink sheet expected returns. We can calculate the autocorrelation of Mountain Pacific returns to help us make a trade decision. For example, suppose you find that Mountain Pacific 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 |
Mountain 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 Mountain Pacific pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mountain Pacific pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mountain Pacific pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mountain Pacific Lagged Returns
When evaluating Mountain Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mountain Pacific pink sheet have on its future price. Mountain 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, Mountain Pacific autocorrelation shows the relationship between Mountain Pacific pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mountain Pacific Bancorp.
Regressed Prices |
| Timeline |
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Other Information on Investing in Mountain Pink Sheet
Mountain Pacific financial ratios help investors to determine whether Mountain 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 Mountain with respect to the benefits of owning Mountain Pacific security.