Pembina Pipeline Stock Market Value
| PBNAF Stock | USD 16.00 0.00 0.00% |
| Symbol | Pembina |
Pembina Pipeline '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 Pembina Pipeline'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 Pembina Pipeline.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Pembina Pipeline on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Pembina Pipeline or generate 0.0% return on investment in Pembina Pipeline over 90 days. Pembina Pipeline is related to or competes with Treace Medical, Cheesecake Factory, BJs Restaurants, National Vision, Avadel Pharmaceuticals, First Watch, and Flanigans Enterprises. Pembina Pipeline Corporation provides transportation and midstream services for the energy industry More
Pembina Pipeline 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 Pembina Pipeline'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 Pembina Pipeline upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.6633 | |||
| Maximum Drawdown | 1.7 |
Pembina Pipeline Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pembina Pipeline's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pembina Pipeline's standard deviation. In reality, there are many statistical measures that can use Pembina Pipeline historical prices to predict the future Pembina Pipeline's volatility.| Risk Adjusted Performance | 0.0087 | |||
| Jensen Alpha | 0.0023 | |||
| Total Risk Alpha | 0.0312 | |||
| Treynor Ratio | (0.02) |
Pembina Pipeline Backtested Returns
At this point, Pembina Pipeline is very steady. Pembina Pipeline maintains Sharpe Ratio (i.e., Efficiency) of 0.0974, which implies the firm had a 0.0974 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Pembina Pipeline, which you can use to evaluate the volatility of the company. Please check Pembina Pipeline's Risk Adjusted Performance of 0.0087, coefficient of variation of 2049.44, and Variance of 0.0395 to confirm if the risk estimate we provide is consistent with the expected return of 0.018%. Pembina Pipeline has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of 0.0197, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pembina Pipeline's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pembina Pipeline is expected to be smaller as well. Pembina Pipeline right now holds a risk of 0.18%. Please check Pembina Pipeline information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if Pembina Pipeline will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Pembina Pipeline has no correlation between past and present. Overlapping area represents the amount of predictability between Pembina Pipeline time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th of March 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 Pembina Pipeline price movement. The serial correlation of 0.0 indicates that just 0.0% of current Pembina Pipeline price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pembina Pipeline lagged returns against current returns
Autocorrelation, which is Pembina Pipeline 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 Pembina Pipeline's pink sheet expected returns. We can calculate the autocorrelation of Pembina Pipeline returns to help us make a trade decision. For example, suppose you find that Pembina Pipeline 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 |
Pembina Pipeline 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 Pembina Pipeline pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pembina Pipeline pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pembina Pipeline pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pembina Pipeline Lagged Returns
When evaluating Pembina Pipeline's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pembina Pipeline pink sheet have on its future price. Pembina Pipeline 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, Pembina Pipeline autocorrelation shows the relationship between Pembina Pipeline pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pembina Pipeline.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pembina Pink Sheet
Pembina Pipeline financial ratios help investors to determine whether Pembina 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 Pembina with respect to the benefits of owning Pembina Pipeline security.