Pembina Pipeline Stock Market Value
| PBNAF Stock | USD 17.61 0.14 0.79% |
| 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.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Pembina Pipeline on April 21, 2025 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 Fidus Investment, British Amer, Kuke Music, Inhibrx Biosciences,, Philip Morris, Ardelyx, and Turning Point. 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 | 0.1033 | |||
| Maximum Drawdown | 5.94 | |||
| Potential Upside | 2.19 |
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 | 0.2458 | |||
| Jensen Alpha | 0.2371 | |||
| Total Risk Alpha | 0.0986 | |||
| Treynor Ratio | (1.83) |
Pembina Pipeline Backtested Returns
Pembina Pipeline appears to be very steady, given 3 months investment horizon. Pembina Pipeline maintains Sharpe Ratio (i.e., Efficiency) of 0.26, which implies the firm had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Pembina Pipeline, which you can use to evaluate the volatility of the company. Please evaluate Pembina Pipeline's Coefficient Of Variation of 378.92, risk adjusted performance of 0.2458, and Variance of 0.7682 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pembina Pipeline holds a performance score of 20. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pembina Pipeline are expected to decrease at a much lower rate. During the bear market, Pembina Pipeline is likely to outperform the market. Please check Pembina Pipeline's accumulation distribution, and the relationship between the potential upside and day median price , to make a quick decision on whether Pembina Pipeline's historical price patterns will revert.
Auto-correlation | 0.84 |
Very good predictability
Pembina Pipeline has very good predictability. Overlapping area represents the amount of predictability between Pembina Pipeline time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 0.84 indicates that around 84.0% of current Pembina Pipeline price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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.