Pembina Pipeline's market value is the price at which a share of Pembina Pipeline trades on a public exchange. It measures the collective expectations of Pembina Pipeline investors about its performance. Pembina Pipeline is trading at 15.83 as of the 9th of January 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 15.83. With this module, you can estimate the performance of a buy and hold strategy of Pembina Pipeline and determine expected loss or profit from investing in Pembina Pipeline over a given investment horizon. Check out Pembina Pipeline Correlation, Pembina Pipeline Volatility and Pembina Pipeline Alpha and Beta module to complement your research on Pembina Pipeline.
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 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 Pembina Pipeline.
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12/10/2024
No Change 0.00
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In 31 days
01/09/2025
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If you would invest 0.00 in Pembina Pipeline on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Pembina Pipeline or generate 0.0% return on investment in Pembina Pipeline over 30 days. Pembina Pipeline is related to or competes with PVH Corp, Dave Busters, Weibo Corp, Coupang LLC, and Stratasys. 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 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 Pembina Pipeline upside and downside potential and time the market with a certain degree of confidence.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Pembina Pipeline. Your research has to be compared to or analyzed against Pembina Pipeline's peers to derive any actionable benefits. When done correctly, Pembina Pipeline's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Pembina Pipeline.
Pembina Pipeline Backtested Returns
Pembina Pipeline maintains Sharpe Ratio (i.e., Efficiency) of -0.12, which implies the firm had a -0.12% return per unit of risk over the last 3 months. Pembina Pipeline exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pembina Pipeline's Variance of 0.2539, risk adjusted performance of (0.1), and Coefficient Of Variation of (885.13) to confirm the risk estimate we provide. The company holds a Beta of 0.0965, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pembina Pipeline's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pembina Pipeline is expected to be smaller as well. At this point, Pembina Pipeline has a negative expected return of -0.0616%. Please make sure to check Pembina Pipeline's value at risk, as well as the relationship between the kurtosis and day typical price , to decide if Pembina Pipeline performance from the past will be repeated at some point in the near future.
Auto-correlation
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No correlation between past and present
Pembina Pipeline has no correlation between past and present. Overlapping area represents the amount of predictability between Pembina Pipeline time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th of January 2025. 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 price movement. The serial correlation of 0.0 indicates that just 0.0% of current Pembina Pipeline price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Pembina Pipeline lagged returns against current returns
Autocorrelation, which is Pembina Pipeline 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 Pembina Pipeline's pink sheet 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 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
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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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pembina Pipeline pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pembina Pipeline pink sheet over time.
Current vs Lagged Prices
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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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pembina Pipeline.
Other Information on Investing in Pembina Pink Sheet
Pembina Pipeline financial ratios help investors to determine whether Pembina 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 Pembina with respect to the benefits of owning Pembina Pipeline security.