Pacific Financial Corp Stock Market Value
| PFLC Stock | USD 13.00 0.55 4.42% |
| Symbol | Pacific |
Pacific Financial '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 Financial's otc 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 Pacific Financial.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Pacific Financial on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Pacific Financial Corp or generate 0.0% return on investment in Pacific Financial over 540 days. Pacific Financial is related to or competes with Pioneer Bankcorp, Liberty Northwest, First CommunityPFD, Coeur DAlene, Eastern Michigan, Commercial National, and Mifflinburg Bancorp. Pacific Financial Corporation operates as the bank holding company for Bank of the Pacific that provides various banking... More
Pacific Financial 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 Financial's otc 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 Pacific Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | 0.1309 | |||
| Maximum Drawdown | 6.57 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 2.26 |
Pacific Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacific Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacific Financial's standard deviation. In reality, there are many statistical measures that can use Pacific Financial historical prices to predict the future Pacific Financial's volatility.| Risk Adjusted Performance | 0.1791 | |||
| Jensen Alpha | 0.3164 | |||
| Total Risk Alpha | 0.0901 | |||
| Sortino Ratio | 0.1256 | |||
| Treynor Ratio | (1.00) |
Pacific Financial Corp Backtested Returns
Pacific Financial appears to be very steady, given 3 months investment horizon. Pacific Financial Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pacific Financial Corp, which you can use to evaluate the volatility of the company. Please evaluate Pacific Financial's Coefficient Of Variation of 437.81, semi deviation of 0.7877, and Risk Adjusted Performance of 0.1791 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pacific Financial holds a performance score of 15. The company holds a Beta of -0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pacific Financial are expected to decrease at a much lower rate. During the bear market, Pacific Financial is likely to outperform the market. Please check Pacific Financial's coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to make a quick decision on whether Pacific Financial's historical price patterns will revert.
Auto-correlation | 0.68 |
Good predictability
Pacific Financial Corp has good predictability. Overlapping area represents the amount of predictability between Pacific Financial time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Pacific Financial Corp price movement. The serial correlation of 0.68 indicates that around 68.0% of current Pacific Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Pacific Financial Corp lagged returns against current returns
Autocorrelation, which is Pacific Financial otc 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 Pacific Financial's otc stock expected returns. We can calculate the autocorrelation of Pacific Financial returns to help us make a trade decision. For example, suppose you find that Pacific Financial has exhibited high autocorrelation historically, and you observe that the otc 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 |
Pacific Financial 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 Financial otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacific Financial otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pacific Financial otc stock over time.
Current vs Lagged Prices |
| Timeline |
Pacific Financial Lagged Returns
When evaluating Pacific Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacific Financial otc stock have on its future price. Pacific Financial 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 Financial autocorrelation shows the relationship between Pacific Financial otc stock current value and its past values and can show if there is a momentum factor associated with investing in Pacific Financial 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.Other Information on Investing in Pacific OTC Stock
Pacific Financial financial ratios help investors to determine whether Pacific OTC Stock 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 Financial security.