PACIFICORP 575 percent Market Value
| 695114CD8 | 107.11 0.00 0.00% |
| Symbol | PACIFICORP |
PACIFICORP '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 PACIFICORP's bond 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 PACIFICORP.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in PACIFICORP on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding PACIFICORP 575 percent or generate 0.0% return on investment in PACIFICORP over 720 days. PACIFICORP is related to or competes with Mesa Air, Hooker Furniture, Sun Country, ArcelorMittal, and JD Sports. More
PACIFICORP 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 PACIFICORP's bond 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 PACIFICORP 575 percent upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.04 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.05 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 2.41 |
PACIFICORP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PACIFICORP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PACIFICORP's standard deviation. In reality, there are many statistical measures that can use PACIFICORP historical prices to predict the future PACIFICORP's volatility.| Risk Adjusted Performance | 0.0264 | |||
| Jensen Alpha | 0.0635 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.29) |
PACIFICORP 575 percent Backtested Returns
At this point, PACIFICORP is very steady. PACIFICORP 575 percent retains Efficiency (Sharpe Ratio) of 0.0468, which implies the bond had a 0.0468% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for PACIFICORP, which you can use to evaluate the volatility of the entity. Please check PACIFICORP's semi deviation of 1.96, and Market Risk Adjusted Performance of (0.28) to confirm if the risk estimate we provide is consistent with the expected return of 0.0596%. The entity owns a Beta (Systematic Risk) of -0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PACIFICORP are expected to decrease at a much lower rate. During the bear market, PACIFICORP is likely to outperform the market.
Auto-correlation | -0.45 |
Modest reverse predictability
PACIFICORP 575 percent has modest reverse predictability. Overlapping area represents the amount of predictability between PACIFICORP time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 PACIFICORP 575 percent price movement. The serial correlation of -0.45 indicates that just about 45.0% of current PACIFICORP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 5.08 |
PACIFICORP 575 percent lagged returns against current returns
Autocorrelation, which is PACIFICORP bond'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 PACIFICORP's bond expected returns. We can calculate the autocorrelation of PACIFICORP returns to help us make a trade decision. For example, suppose you find that PACIFICORP has exhibited high autocorrelation historically, and you observe that the bond 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 |
PACIFICORP 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 PACIFICORP bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PACIFICORP bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PACIFICORP bond over time.
Current vs Lagged Prices |
| Timeline |
PACIFICORP Lagged Returns
When evaluating PACIFICORP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PACIFICORP bond have on its future price. PACIFICORP 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, PACIFICORP autocorrelation shows the relationship between PACIFICORP bond current value and its past values and can show if there is a momentum factor associated with investing in PACIFICORP 575 percent.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in PACIFICORP Bond
PACIFICORP financial ratios help investors to determine whether PACIFICORP Bond 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 PACIFICORP with respect to the benefits of owning PACIFICORP security.