Pacific Valley Bank Stock Market Value
| PVBK Stock | USD 9.23 0.12 1.28% |
| Symbol | Pacific |
Pacific Valley '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 Valley'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 Valley.
| 08/25/2024 |
| 11/23/2024 |
If you would invest 0.00 in Pacific Valley on August 25, 2024 and sell it all today you would earn a total of 0.00 from holding Pacific Valley Bank or generate 0.0% return on investment in Pacific Valley over 90 days. Pacific Valley is related to or competes with Invesco High, Blackrock Muniholdings, MFS Investment, and Federated Premier. Pacific Valley Bancorp operates as the bank holding company for Pacific Valley Bank that provides various banking produc... More
Pacific Valley 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 Valley'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 Valley Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.67 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 1.64 |
Pacific Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacific Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacific Valley's standard deviation. In reality, there are many statistical measures that can use Pacific Valley historical prices to predict the future Pacific Valley's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.05) |
Pacific Valley Bank Backtested Returns
Pacific Valley Bank maintains Sharpe Ratio (i.e., Efficiency) of -0.0157, which implies the firm had a -0.0157% return per unit of risk over the last 3 months. Pacific Valley Bank exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pacific Valley's Variance of 1.47, coefficient of variation of (13,339), and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The company holds a Beta of 0.42, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pacific Valley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pacific Valley is expected to be smaller as well. At this point, Pacific Valley Bank has a negative expected return of -0.0191%. Please make sure to check Pacific Valley's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Pacific Valley Bank performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Pacific Valley Bank has very weak reverse predictability. Overlapping area represents the amount of predictability between Pacific Valley time series from 25th of August 2024 to 9th of October 2024 and 9th of October 2024 to 23rd 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 Valley Bank price movement. The serial correlation of -0.02 indicates that only 2.0% of current Pacific Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Pacific Valley Bank lagged returns against current returns
Autocorrelation, which is Pacific Valley 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 Valley's pink sheet expected returns. We can calculate the autocorrelation of Pacific Valley returns to help us make a trade decision. For example, suppose you find that Pacific Valley 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 Valley 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 Valley pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacific Valley 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 Valley pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pacific Valley Lagged Returns
When evaluating Pacific Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacific Valley pink sheet have on its future price. Pacific Valley 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 Valley autocorrelation shows the relationship between Pacific Valley pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pacific Valley Bank.
Regressed Prices |
| Timeline |
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Pacific Valley 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 Valley security.