Pan Pacific (Germany) Market Value
| QJE Stock | EUR 23.40 0.40 1.74% |
| Symbol | Pan |
Pan Pacific '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 Pan Pacific's 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 Pan Pacific.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Pan Pacific on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Pan Pacific International or generate 0.0% return on investment in Pan Pacific over 30 days. Pan Pacific is related to or competes with KINGBOARD CHEMICAL, SEKISUI CHEMICAL, Chesapeake Utilities, UNITED UTILITIES, and Mitsubishi Gas. Pan Pacific International Holdings Corporation, together with its subsidiaries, operates retail stores More
Pan Pacific 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 Pan Pacific's 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 Pan Pacific International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.56 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.78 |
Pan Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pan Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pan Pacific's standard deviation. In reality, there are many statistical measures that can use Pan Pacific historical prices to predict the future Pan Pacific's volatility.| Risk Adjusted Performance | 0.0345 | |||
| Jensen Alpha | 0.0266 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2287 |
Pan Pacific International Backtested Returns
At this point, Pan Pacific is very steady. Pan Pacific International maintains Sharpe Ratio (i.e., Efficiency) of 0.0232, which implies the firm had a 0.0232% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pan Pacific International, which you can use to evaluate the volatility of the company. Please check Pan Pacific's Risk Adjusted Performance of 0.0345, coefficient of variation of 2680.48, and Semi Deviation of 1.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.0433%. Pan Pacific has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pan Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pan Pacific is expected to be smaller as well. Pan Pacific International right now holds a risk of 1.87%. Please check Pan Pacific International jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Pan Pacific International will be following its historical price patterns.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Pan Pacific International has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Pan Pacific time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Pan Pacific International price movement. The serial correlation of -0.74 indicates that around 74.0% of current Pan Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Pan Pacific International lagged returns against current returns
Autocorrelation, which is Pan Pacific 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 Pan Pacific's stock expected returns. We can calculate the autocorrelation of Pan Pacific returns to help us make a trade decision. For example, suppose you find that Pan Pacific has exhibited high autocorrelation historically, and you observe that the 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 |
Pan Pacific 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 Pan Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pan Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pan Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
Pan Pacific Lagged Returns
When evaluating Pan Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pan Pacific stock have on its future price. Pan Pacific 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, Pan Pacific autocorrelation shows the relationship between Pan Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Pan Pacific International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pan Stock
Pan Pacific financial ratios help investors to determine whether Pan 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 Pan with respect to the benefits of owning Pan Pacific security.