Pennfed Financial Services Stock Market Value
| PFSB Stock | 16.19 0.29 1.82% |
| 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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Pennfed Financial on October 31, 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 90 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 | 0.6093 | |||
| Information Ratio | 0.291 | |||
| Maximum Drawdown | 7.87 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 1.82 |
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 | 0.2714 | |||
| Jensen Alpha | 0.3629 | |||
| Total Risk Alpha | 0.2687 | |||
| Sortino Ratio | 0.4801 | |||
| Treynor Ratio | (4.24) |
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 January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2714 | |||
| Market Risk Adjusted Performance | (4.23) | |||
| Mean Deviation | 0.5993 | |||
| Downside Deviation | 0.6093 | |||
| Coefficient Of Variation | 273.62 | |||
| Standard Deviation | 1.01 | |||
| Variance | 1.01 | |||
| Information Ratio | 0.291 | |||
| Jensen Alpha | 0.3629 | |||
| Total Risk Alpha | 0.2687 | |||
| Sortino Ratio | 0.4801 | |||
| Treynor Ratio | (4.24) | |||
| Maximum Drawdown | 7.87 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 1.82 | |||
| Downside Variance | 0.3712 | |||
| Semi Variance | (0.28) | |||
| Expected Short fall | (0.95) | |||
| Skewness | 3.84 | |||
| Kurtosis | 21.95 |
Pennfed Financial Backtested Returns
Pennfed Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.35, which implies the firm had a 0.35 % 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 0.2714, standard deviation of 1.01, and Downside Deviation of 0.6093 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 27. The company holds a Beta of -0.0843, 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 | 0.88 |
Very good predictability
Pennfed Financial Services has very good predictability. Overlapping area represents the amount of predictability between Pennfed Financial time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Pennfed Financial price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Pennfed Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |