Mountain Pacific Bancorp Stock Market Value
| MPCB Stock | USD 12.50 1.25 11.11% |
| 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.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Mountain Pacific on December 9, 2022 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 720 days. Mountain Pacific is related to or competes with Israel Discount, Baraboo Bancorporation, Danske Bank, Jyske Bank, and Absa Group. 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.
| Information Ratio | 0.0883 | |||
| Maximum Drawdown | 11.11 | |||
| Potential Upside | 2.33 |
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 | 0.1328 | |||
| Jensen Alpha | 0.2114 | |||
| Total Risk Alpha | 0.0052 | |||
| Treynor Ratio | 0.5734 |
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
Mountain Pacific appears to be not too volatile, given 3 months investment horizon. Mountain Pacific Bancorp has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Mountain Pacific, which you can use to evaluate the volatility of the firm. Please exercise Mountain Pacific's Risk Adjusted Performance of 0.1328, standard deviation of 1.67, and Mean Deviation of 0.6996 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mountain Pacific holds a performance score of 13. The company secures a Beta (Market Risk) of 0.47, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mountain Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mountain Pacific is expected to be smaller as well. Please check Mountain Pacific's daily balance of power, as well as the relationship between the day typical price and relative strength index , to make a quick decision on whether Mountain Pacific's current price movements will revert.
Auto-correlation | 0.51 |
Modest predictability
Mountain Pacific Bancorp has modest predictability. Overlapping area represents the amount of predictability between Mountain Pacific time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Mountain Pacific Bancorp price movement. The serial correlation of 0.51 indicates that about 51.0% of current Mountain Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
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 |
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.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.