Pennfed Financial Services Stock Market Value
| PFSB Stock | 15.55 0.02 0.13% |
| Symbol | Pennfed |
Pennfed 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 Pennfed 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 Pennfed Financial.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Pennfed Financial on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Pennfed Financial Services or generate 0.0% return on investment in Pennfed Financial over 30 days.
Pennfed 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 Pennfed 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 Pennfed Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8631 | |||
| Information Ratio | 0.2178 | |||
| Maximum Drawdown | 7.87 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 1.96 |
Pennfed Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pennfed Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pennfed Financial's standard deviation. In reality, there are many statistical measures that can use Pennfed Financial historical prices to predict the future Pennfed Financial's volatility.| Risk Adjusted Performance | 0.2134 | |||
| Jensen Alpha | 0.305 | |||
| Total Risk Alpha | 0.1906 | |||
| Sortino Ratio | 0.2633 | |||
| Treynor Ratio | (9.00) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pennfed Financial'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.
Pennfed Financial Backtested Returns
Pennfed Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.31, which implies the firm had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pennfed Financial, which you can use to evaluate the volatility of the company. Please evaluate Pennfed Financial's Risk Adjusted Performance of 0.2134, standard deviation of 1.04, and Downside Deviation of 0.8631 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pennfed Financial holds a performance score of 24. The company holds a Beta of -0.0336, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pennfed Financial are expected to decrease at a much lower rate. During the bear market, Pennfed Financial is likely to outperform the market. Please check Pennfed Financial's maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to make a quick decision on whether Pennfed Financial's historical price patterns will revert.
Auto-correlation | 0.68 |
Good predictability
Pennfed Financial Services has good predictability. Overlapping area represents the amount of predictability between Pennfed Financial time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 Pennfed Financial price movement. The serial correlation of 0.68 indicates that around 68.0% of current Pennfed Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Pennfed Financial lagged returns against current returns
Autocorrelation, which is Pennfed 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 Pennfed Financial's otc stock expected returns. We can calculate the autocorrelation of Pennfed Financial returns to help us make a trade decision. For example, suppose you find that Pennfed 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 |
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Pennfed 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 Pennfed Financial otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pennfed 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 Pennfed Financial otc stock over time.
Current vs Lagged Prices |
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Pennfed Financial Lagged Returns
When evaluating Pennfed Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pennfed Financial otc stock have on its future price. Pennfed 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, Pennfed Financial autocorrelation shows the relationship between Pennfed Financial otc stock current value and its past values and can show if there is a momentum factor associated with investing in Pennfed Financial Services.
Regressed Prices |
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