Pacific Valley Bank Stock Market Value
| PVBK Stock | USD 9.49 0.24 2.59% |
| 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.
| 12/02/2024 |
| 01/31/2025 |
If you would invest 0.00 in Pacific Valley on December 2, 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 60 days. Pacific Valley is related to or competes with Pioneer Bankcorp, Liberty Northwest, First CommunityPFD, and Coeur DAlene. 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.
| Downside Deviation | 1.88 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 7.67 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.6 |
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 | 0.0194 | |||
| Jensen Alpha | 0.0022 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.109 |
Pacific Valley Bank Backtested Returns
As of now, Pacific Pink Sheet is not too volatile. Pacific Valley Bank maintains Sharpe Ratio (i.e., Efficiency) of 0.0197, which implies the firm had a 0.0197 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pacific Valley Bank, which you can use to evaluate the volatility of the company. Please check Pacific Valley's Risk Adjusted Performance of 0.0194, semi deviation of 0.87, and Coefficient Of Variation of 4946.17 to confirm if the risk estimate we provide is consistent with the expected return of 0.023%. Pacific Valley has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.12, which implies not very significant fluctuations relative to the market. 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. Pacific Valley Bank right now holds a risk of 1.17%. Please check Pacific Valley Bank information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if Pacific Valley Bank will be following its historical price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Pacific Valley Bank has weak reverse predictability. Overlapping area represents the amount of predictability between Pacific Valley time series from 2nd of December 2024 to 1st of January 2025 and 1st of January 2025 to 31st of January 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 Pacific Valley Bank price movement. The serial correlation of -0.22 indicates that over 22.0% of current Pacific Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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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Try AI Portfolio ArchitectOther Information on Investing in Pacific Pink Sheet
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.