PACIFICORP 635 percent Market Value
| 695114CJ5 | 98.00 7.94 7.49% |
| 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.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in PACIFICORP on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding PACIFICORP 635 percent or generate 0.0% return on investment in PACIFICORP over 30 days. PACIFICORP is related to or competes with 00108WAF7, 90331HPL1, Dupont De, Travelers Companies, Exxon, GE Aerospace, and JPMorgan Chase. 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 635 percent upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 14.86 | |||
| Value At Risk | (5.22) | |||
| Potential Upside | 3.0 |
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 | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | (0.47) |
PACIFICORP 635 percent Backtested Returns
PACIFICORP 635 percent retains Efficiency (Sharpe Ratio) of -0.0018, which implies the bond had a -0.0018% return per unit of risk over the last 3 months. PACIFICORP exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PACIFICORP's market risk adjusted performance of (0.46), and Coefficient Of Variation of (1,908) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.3, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PACIFICORP's returns are expected to increase less than the market. However, during the bear market, the loss of holding PACIFICORP is expected to be smaller as well.
Auto-correlation | 0.07 |
Virtually no predictability
PACIFICORP 635 percent has virtually no predictability. Overlapping area represents the amount of predictability between PACIFICORP time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 PACIFICORP 635 percent price movement. The serial correlation of 0.07 indicates that barely 7.0% of current PACIFICORP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 9.91 |
PACIFICORP 635 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 635 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.