Pan Pacific International Stock Market Value
| DQJCY Stock | USD 27.63 0.05 0.18% |
| Symbol | Pan |
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 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 Pan Pacific.
| 11/29/2024 |
| 12/29/2024 |
If you would invest 0.00 in Pan Pacific on November 29, 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 30 days. Pan Pacific is related to or competes with Barratt Developments, J Sainsbury, Kingfisher Plc, and Kesko Oyj. 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 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 Pan Pacific International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | 0.0707 | |||
| Maximum Drawdown | 7.85 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 2.8 |
Pan Pacific Market Risk Indicators
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.| Risk Adjusted Performance | 0.077 | |||
| Jensen Alpha | 0.1478 | |||
| Total Risk Alpha | 0.0937 | |||
| Sortino Ratio | 0.0819 | |||
| Treynor Ratio | (0.41) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pan Pacific's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Pan Pacific International Backtested Returns
At this stage we consider Pan Pink Sheet to be very steady. Pan Pacific International maintains Sharpe Ratio (i.e., Efficiency) of 0.0583, which implies the firm had a 0.0583% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pan Pacific International, which you can use to evaluate the volatility of the company. Please check Pan Pacific's Coefficient Of Variation of 1111.31, risk adjusted performance of 0.077, and Semi Deviation of 1.26 to confirm if the risk estimate we provide is consistent with the expected return of 0.0965%. Pan Pacific has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of -0.34, 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. Pan Pacific International right now holds a risk of 1.66%. Please check Pan Pacific International semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Pan Pacific International will be following its historical price patterns.
Auto-correlation | 0.35 |
Below average predictability
Pan Pacific International has below average predictability. Overlapping area represents the amount of predictability between Pan Pacific time series from 29th of November 2024 to 14th of December 2024 and 14th of December 2024 to 29th 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 | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Pan Pacific International lagged returns against current returns
Autocorrelation, which is Pan Pacific 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 Pan Pacific's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pan Pacific pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pan Pacific pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pan Pacific International.
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.Additional Tools for Pan Pink Sheet Analysis
When running Pan Pacific's price analysis, check to measure Pan Pacific's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Pan Pacific is operating at the current time. Most of Pan Pacific's value examination focuses on studying past and present price action to predict the probability of Pan Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pan Pacific's price. Additionally, you may evaluate how the addition of Pan Pacific to your portfolios can decrease your overall portfolio volatility.