Pacific Premier Bancorp Stock Market Value
| PPBI Stock | USD 23.28 0.05 0.22% |
| Symbol | Pacific |
Pacific Premier Bancorp Price To Book Ratio
Is Pacific Premier's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Pacific Premier. If investors know Pacific will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Pacific Premier listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.26) | Dividend Share 1.32 | Earnings Share 0.14 | Revenue Per Share 4.462 | Quarterly Revenue Growth (0.11) |
The market value of Pacific Premier Bancorp is measured differently than its book value, which is the value of Pacific that is recorded on the company's balance sheet. Investors also form their own opinion of Pacific Premier's value that differs from its market value or its book value, called intrinsic value, which is Pacific Premier's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Pacific Premier's market value can be influenced by many factors that don't directly affect Pacific Premier's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Pacific Premier's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pacific Premier is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pacific Premier'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.
Pacific Premier '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 Pacific Premier'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 Pacific Premier.
| 02/11/2024 |
| 05/11/2024 |
If you would invest 0.00 in Pacific Premier on February 11, 2024 and sell it all today you would earn a total of 0.00 from holding Pacific Premier Bancorp or generate 0.0% return on investment in Pacific Premier over 90 days. Pacific Premier is related to or competes with Community West, Heritage Financial, HMN Financial, First Financial, Sierra Bancorp, Peoples Bancorp, and Eagle Bancorp. Pacific Premier Bancorp, Inc. operates as the bank holding company for Pacific Premier Bank that provides banking servic... More
Pacific Premier 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 Pacific Premier'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 Pacific Premier Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 12.1 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 4.64 |
Pacific Premier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacific Premier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacific Premier's standard deviation. In reality, there are many statistical measures that can use Pacific Premier historical prices to predict the future Pacific Premier's volatility.| Risk Adjusted Performance | 0.0098 | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.0004) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pacific Premier'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.
Pacific Premier Bancorp Backtested Returns
Pacific Premier Bancorp maintains Sharpe Ratio (i.e., Efficiency) of -0.0253, which implies the firm had a -0.0253% return per unit of risk over the last 3 months. Pacific Premier Bancorp exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pacific Premier's Coefficient Of Variation of 25191.6, semi deviation of 2.14, and Risk Adjusted Performance of 0.0098 to confirm the risk estimate we provide. The company holds a Beta of 2.07, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Pacific Premier will likely underperform. Pacific Premier Bancorp has an expected return of -0.059%. Please make sure to check Pacific Premier Bancorp downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Pacific Premier Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.43 |
Average predictability
Pacific Premier Bancorp has average predictability. Overlapping area represents the amount of predictability between Pacific Premier time series from 11th of February 2024 to 27th of March 2024 and 27th of March 2024 to 11th of May 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 Pacific Premier Bancorp price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Pacific Premier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Pacific Premier Bancorp lagged returns against current returns
Autocorrelation, which is Pacific Premier 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 Pacific Premier's stock expected returns. We can calculate the autocorrelation of Pacific Premier returns to help us make a trade decision. For example, suppose you find that Pacific Premier 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 |
Pacific Premier 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 Pacific Premier stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacific Premier stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pacific Premier stock over time.
Current vs Lagged Prices |
| Timeline |
Pacific Premier Lagged Returns
When evaluating Pacific Premier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacific Premier stock have on its future price. Pacific Premier 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, Pacific Premier autocorrelation shows the relationship between Pacific Premier stock current value and its past values and can show if there is a momentum factor associated with investing in Pacific Premier Bancorp.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Pacific Premier in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Pacific Premier's short interest history, or implied volatility extrapolated from Pacific Premier options trading.
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Check out Pacific Premier Correlation, Pacific Premier Volatility and Pacific Premier Alpha and Beta module to complement your research on Pacific Premier. Note that the Pacific Premier Bancorp information on this page should be used as a complementary analysis to other Pacific Premier's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
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When running Pacific Premier's price analysis, check to measure Pacific Premier'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 Pacific Premier is operating at the current time. Most of Pacific Premier's value examination focuses on studying past and present price action to predict the probability of Pacific Premier's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pacific Premier's price. Additionally, you may evaluate how the addition of Pacific Premier to your portfolios can decrease your overall portfolio volatility.
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Pacific Premier technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.