Pacificorp Stock Market Value
| PPWLM Stock | USD 126.15 11.15 9.70% |
| 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 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 PacifiCorp.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in PacifiCorp on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding PacifiCorp or generate 0.0% return on investment in PacifiCorp over 480 days. PacifiCorp is related to or competes with Kaltura, Summit Hotel, Morgan Stanley, Datadog, Alvarium Tiedemann, Equinix, and SEI Investments. PacifiCorp, a regulated electric utility company, generates, transmits, distributes, and sells electricity in the United... 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 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 PacifiCorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.11 | |||
| Information Ratio | 0.0072 | |||
| Maximum Drawdown | 23.33 | |||
| Value At Risk | (9.00) | |||
| Potential Upside | 9.11 |
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 | 0.0361 | |||
| Jensen Alpha | 0.2683 | |||
| Total Risk Alpha | (0.48) | |||
| Sortino Ratio | 0.0046 | |||
| Treynor Ratio | (0.13) |
PacifiCorp Backtested Returns
As of now, PacifiCorp Pink Sheet is very steady. PacifiCorp maintains Sharpe Ratio (i.e., Efficiency) of 0.0289, which implies the firm had a 0.0289% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for PacifiCorp, which you can use to evaluate the volatility of the company. Please check PacifiCorp's Coefficient Of Variation of 2587.38, semi deviation of 3.19, and Risk Adjusted Performance of 0.0361 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. PacifiCorp has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of -1.1, which implies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning PacifiCorp are expected to decrease slowly. On the other hand, during market turmoil, PacifiCorp is expected to outperform it slightly. PacifiCorp right now holds a risk of 4.01%. Please check PacifiCorp value at risk, and the relationship between the jensen alpha and skewness , to decide if PacifiCorp will be following its historical price patterns.
Auto-correlation | -0.15 |
Insignificant reverse predictability
PacifiCorp has insignificant reverse predictability. Overlapping area represents the amount of predictability between PacifiCorp time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th 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 price movement. The serial correlation of -0.15 indicates that less than 15.0% of current PacifiCorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 34.72 |
PacifiCorp lagged returns against current returns
Autocorrelation, which is PacifiCorp 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 PacifiCorp's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PacifiCorp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PacifiCorp pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PacifiCorp.
Regressed Prices |
| Timeline |
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PacifiCorp financial ratios help investors to determine whether PacifiCorp 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 PacifiCorp with respect to the benefits of owning PacifiCorp security.