Pembina Pipeline Corp Stock Market Value
| PBA Stock | USD 43.17 0.70 1.65% |
| Symbol | Pembina |
Pembina Pipeline Corp Price To Book Ratio
Is Oil & Gas Storage & Transportation 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 Pembina Pipeline. If investors know Pembina 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 Pembina Pipeline 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 0.047 | Dividend Share 2.713 | Earnings Share 2.35 | Revenue Per Share 17.467 | Quarterly Revenue Growth 0.267 |
The market value of Pembina Pipeline Corp is measured differently than its book value, which is the value of Pembina that is recorded on the company's balance sheet. Investors also form their own opinion of Pembina Pipeline's value that differs from its market value or its book value, called intrinsic value, which is Pembina Pipeline'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 Pembina Pipeline's market value can be influenced by many factors that don't directly affect Pembina Pipeline'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 Pembina Pipeline's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pembina Pipeline is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pembina Pipeline'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.
Pembina Pipeline '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 Pembina Pipeline'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 Pembina Pipeline.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Pembina Pipeline on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Pembina Pipeline Corp or generate 0.0% return on investment in Pembina Pipeline over 30 days. Pembina Pipeline is related to or competes with LTC Properties, Main Street, STAG Industrial, Gladstone Investment, and TC Energy. Pembina Pipeline Corporation provides transportation and midstream services for the energy industry More
Pembina Pipeline 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 Pembina Pipeline'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 Pembina Pipeline Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.0748 | |||
| Maximum Drawdown | 5.74 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.65 |
Pembina Pipeline Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pembina Pipeline's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pembina Pipeline's standard deviation. In reality, there are many statistical measures that can use Pembina Pipeline historical prices to predict the future Pembina Pipeline's volatility.| Risk Adjusted Performance | 0.1501 | |||
| Jensen Alpha | 0.1802 | |||
| Total Risk Alpha | 0.0487 | |||
| Sortino Ratio | 0.0663 | |||
| Treynor Ratio | (1.34) |
Pembina Pipeline Corp Backtested Returns
At this point, Pembina Pipeline is very steady. Pembina Pipeline Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Pembina Pipeline Corp, which you can use to evaluate the volatility of the company. Please check Pembina Pipeline's Coefficient Of Variation of 513.72, semi deviation of 0.7845, and Risk Adjusted Performance of 0.1501 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Pembina Pipeline has a performance score of 11 on a scale of 0 to 100. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pembina Pipeline are expected to decrease at a much lower rate. During the bear market, Pembina Pipeline is likely to outperform the market. Pembina Pipeline Corp right now holds a risk of 0.9%. Please check Pembina Pipeline Corp sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Pembina Pipeline Corp will be following its historical price patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Pembina Pipeline Corp has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Pembina Pipeline time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Pembina Pipeline Corp price movement. The serial correlation of -0.79 indicates that around 79.0% of current Pembina Pipeline price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Pembina Pipeline Corp lagged returns against current returns
Autocorrelation, which is Pembina Pipeline 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 Pembina Pipeline's stock expected returns. We can calculate the autocorrelation of Pembina Pipeline returns to help us make a trade decision. For example, suppose you find that Pembina Pipeline 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 |
Pembina Pipeline 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 Pembina Pipeline stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pembina Pipeline stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pembina Pipeline stock over time.
Current vs Lagged Prices |
| Timeline |
Pembina Pipeline Lagged Returns
When evaluating Pembina Pipeline's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pembina Pipeline stock have on its future price. Pembina Pipeline 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, Pembina Pipeline autocorrelation shows the relationship between Pembina Pipeline stock current value and its past values and can show if there is a momentum factor associated with investing in Pembina Pipeline Corp.
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.When determining whether Pembina Pipeline Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Pembina Pipeline's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Pembina Pipeline Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Pembina Pipeline Corp Stock:Check out Pembina Pipeline Correlation, Pembina Pipeline Volatility and Pembina Pipeline Alpha and Beta module to complement your research on Pembina Pipeline. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Pembina Pipeline 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.