Pacific Alliance Bank Stock Market Value
| PFBN Stock | USD 8.31 0.17 2.00% |
| Symbol | Pacific |
Pacific Alliance '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 Pacific Alliance'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 Pacific Alliance.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in Pacific Alliance on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Pacific Alliance Bank or generate 0.0% return on investment in Pacific Alliance over 30 days. Pacific Alliance is related to or competes with SpareBank, Dah Sing, Laurentian Bank, Central Bancompany, and Grenke AG. Pacific Alliance Bank provides commercial banking products and services for businesses, client communities, related busi... More
Pacific Alliance 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 Pacific Alliance'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 Pacific Alliance Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 3.44 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 0.8304 |
Pacific Alliance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacific Alliance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacific Alliance's standard deviation. In reality, there are many statistical measures that can use Pacific Alliance historical prices to predict the future Pacific Alliance's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (2.31) |
Pacific Alliance Bank Backtested Returns
Pacific Alliance Bank maintains Sharpe Ratio (i.e., Efficiency) of -0.14, which implies the firm had a -0.14 % return per unit of risk over the last 3 months. Pacific Alliance Bank exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pacific Alliance's Variance of 0.2831, coefficient of variation of (896.69), and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The company holds a Beta of 0.03, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pacific Alliance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pacific Alliance is expected to be smaller as well. At this point, Pacific Alliance Bank has a negative expected return of -0.0636%. Please make sure to check Pacific Alliance's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Pacific Alliance Bank performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Pacific Alliance Bank has poor predictability. Overlapping area represents the amount of predictability between Pacific Alliance time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st 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 Pacific Alliance Bank price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Pacific Alliance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pacific Alliance Bank lagged returns against current returns
Autocorrelation, which is Pacific Alliance 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 Pacific Alliance's pink sheet expected returns. We can calculate the autocorrelation of Pacific Alliance returns to help us make a trade decision. For example, suppose you find that Pacific Alliance 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 |
Pacific Alliance 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 Pacific Alliance pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacific Alliance pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pacific Alliance pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pacific Alliance Lagged Returns
When evaluating Pacific Alliance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacific Alliance pink sheet have on its future price. Pacific Alliance 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, Pacific Alliance autocorrelation shows the relationship between Pacific Alliance pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pacific Alliance Bank.
Regressed Prices |
| Timeline |
Pair Trading with Pacific Alliance
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Pacific Alliance position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Pacific Alliance will appreciate offsetting losses from the drop in the long position's value.Moving against Pacific Pink Sheet
| 0.82 | CIHKY | China Merchants Bank | PairCorr |
| 0.81 | BBDC4 | Banco Bradesco SA | PairCorr |
| 0.74 | CIHHF | China Merchants Bank | PairCorr |
| 0.7 | HYMTF | Hyundai Motor | PairCorr |
| 0.64 | BRK-B | Berkshire Hathaway Sell-off Trend | PairCorr |
The ability to find closely correlated positions to Pacific Alliance could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Pacific Alliance when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Pacific Alliance - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Pacific Alliance Bank to buy it.
The correlation of Pacific Alliance is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Pacific Alliance moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Pacific Alliance Bank moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Pacific Alliance can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Pacific Pink Sheet
Pacific Alliance financial ratios help investors to determine whether Pacific 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 Pacific with respect to the benefits of owning Pacific Alliance security.