Pan Pacific's market value is the price at which a share of Pan Pacific trades on a public exchange. It measures the collective expectations of Pan Pacific International investors about its performance. Pan Pacific is trading at 26.20 as of the 30th of December 2024. This is a No Change since the beginning of the trading day. The stock's lowest day price was 26.2. With this module, you can estimate the performance of a buy and hold strategy of Pan Pacific International and determine expected loss or profit from investing in Pan Pacific over a given investment horizon. Check out Pan Pacific Correlation, Pan Pacific Volatility and Pan Pacific Alpha and Beta module to complement your research on Pan Pacific.
Please note, there is a significant difference between Pan Pacific's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pan Pacific is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pan Pacific's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
0.00
10/01/2024
No Change 0.00
0.0
In 3 months and 1 day
12/30/2024
0.00
If you would invest 0.00 in Pan Pacific on October 1, 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 90 days. Pan Pacific is related to or competes with Treasury Wine, United Airlines, Gol Intelligent, SOUTHWEST AIRLINES, NAKED WINES, Consolidated Communications, and China Communications. 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.
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.
Pan Pacific is out of control given 3 months investment horizon. Pan Pacific International maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14% return per unit of risk over the last 3 months. We were able to interpolate twenty-five different technical indicators, which can help you to evaluate if expected returns of 1.12% are justified by taking the suggested risk. Use Pan Pacific Coefficient Of Variation of 706.93, semi deviation of 0.6919, and Risk Adjusted Performance of 0.1218 to evaluate company specific risk that cannot be diversified away. Pan Pacific holds a performance score of 11 on a scale of zero to a hundred. The company holds a Beta of -0.47, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Pan Pacific are expected to decrease at a much lower rate. During the bear market, Pan Pacific is likely to outperform the market. Use Pan Pacific sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to analyze future returns on Pan Pacific.
Auto-correlation
-0.35
Poor reverse predictability
Pan Pacific International has poor reverse predictability. Overlapping area represents the amount of predictability between Pan Pacific time series from 1st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Pan Pacific International price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Pan Pacific price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.35
Spearman Rank Test
-0.46
Residual Average
0.0
Price Variance
7.86
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.
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.