Oregon Pacific Bancorp Stock Market Value
| ORPB Stock | USD 9.01 0.09 0.99% |
| Symbol | Oregon |
Oregon 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 Oregon 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 Oregon Pacific.
| 05/28/2025 |
| 08/26/2025 |
If you would invest 0.00 in Oregon Pacific on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding Oregon Pacific Bancorp or generate 0.0% return on investment in Oregon Pacific over 90 days. Oregon Pacific is related to or competes with Potomac Bancshares, River Financial, Mountain Pacific, Pacific Premier, Old National, Oregon Bancorp, and Peoples Bank. Oregon Pacific Bancorp operates as the bank holding company for Oregon Pacific Banking Company that provides various ban... More
Oregon 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 Oregon 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 Oregon Pacific Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7178 | |||
| Information Ratio | 0.0792 | |||
| Maximum Drawdown | 6.4 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.97 |
Oregon Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oregon Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oregon Pacific's standard deviation. In reality, there are many statistical measures that can use Oregon Pacific historical prices to predict the future Oregon Pacific's volatility.| Risk Adjusted Performance | 0.1397 | |||
| Jensen Alpha | 0.179 | |||
| Total Risk Alpha | 0.0273 | |||
| Sortino Ratio | 0.1169 | |||
| Treynor Ratio | 1.33 |
Oregon Pacific Bancorp Backtested Returns
Oregon Pacific appears to be not too volatile, given 3 months investment horizon. Oregon Pacific Bancorp maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Oregon Pacific Bancorp, which you can use to evaluate the volatility of the company. Please evaluate Oregon Pacific's Standard Deviation of 1.06, downside deviation of 0.7178, and Risk Adjusted Performance of 0.1397 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Oregon Pacific holds a performance score of 15. The company holds a Beta of 0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, Oregon Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oregon Pacific is expected to be smaller as well. Please check Oregon Pacific's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Oregon Pacific's historical price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Oregon Pacific Bancorp has good predictability. Overlapping area represents the amount of predictability between Oregon Pacific time series from 28th of May 2025 to 12th of July 2025 and 12th of July 2025 to 26th of August 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 Oregon Pacific Bancorp price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Oregon Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Oregon Pacific Bancorp lagged returns against current returns
Autocorrelation, which is Oregon 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 Oregon Pacific's pink sheet expected returns. We can calculate the autocorrelation of Oregon Pacific returns to help us make a trade decision. For example, suppose you find that Oregon 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 |
Oregon 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 Oregon Pacific pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oregon 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 Oregon Pacific pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Oregon Pacific Lagged Returns
When evaluating Oregon Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oregon Pacific pink sheet have on its future price. Oregon 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, Oregon Pacific autocorrelation shows the relationship between Oregon Pacific pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Oregon Pacific Bancorp.
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.Other Information on Investing in Oregon Pink Sheet
Oregon Pacific financial ratios help investors to determine whether Oregon 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 Oregon with respect to the benefits of owning Oregon Pacific security.