Bdo Unibank Adr Stock Market Value
| BDOUY Stock | USD 26.42 0.98 3.85% |
| Symbol | BDO |
BDO Unibank '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 BDO Unibank'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 BDO Unibank.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in BDO Unibank on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding BDO Unibank ADR or generate 0.0% return on investment in BDO Unibank over 390 days. BDO Unibank is related to or competes with Swedbank, United Overseas, KBC Groep, Jyske Bank, Israel Discount, Bangkok Bank, and Partners Bank. BDO Unibank, Inc., together with its subsidiaries, provides various banking products and services primarily in the Phili... More
BDO Unibank 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 BDO Unibank'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 BDO Unibank ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 10.45 | |||
| Value At Risk | (4.08) | |||
| Potential Upside | 3.84 |
BDO Unibank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BDO Unibank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BDO Unibank's standard deviation. In reality, there are many statistical measures that can use BDO Unibank historical prices to predict the future BDO Unibank's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | 1.9 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BDO Unibank'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.
BDO Unibank ADR Backtested Returns
BDO Unibank ADR secures Sharpe Ratio (or Efficiency) of -0.0614, which signifies that the company had a -0.0614% return per unit of risk over the last 3 months. BDO Unibank ADR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BDO Unibank's risk adjusted performance of (0.03), and Mean Deviation of 1.86 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0692, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BDO Unibank are expected to decrease at a much lower rate. During the bear market, BDO Unibank is likely to outperform the market. At this point, BDO Unibank ADR has a negative expected return of -0.15%. Please make sure to confirm BDO Unibank's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if BDO Unibank ADR performance from the past will be repeated in the future.
Auto-correlation | 0.77 |
Good predictability
BDO Unibank ADR has good predictability. Overlapping area represents the amount of predictability between BDO Unibank time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 BDO Unibank ADR price movement. The serial correlation of 0.77 indicates that around 77.0% of current BDO Unibank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 4.5 |
BDO Unibank ADR lagged returns against current returns
Autocorrelation, which is BDO Unibank 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 BDO Unibank's pink sheet expected returns. We can calculate the autocorrelation of BDO Unibank returns to help us make a trade decision. For example, suppose you find that BDO Unibank 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 |
BDO Unibank 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 BDO Unibank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BDO Unibank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BDO Unibank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BDO Unibank Lagged Returns
When evaluating BDO Unibank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BDO Unibank pink sheet have on its future price. BDO Unibank 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, BDO Unibank autocorrelation shows the relationship between BDO Unibank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BDO Unibank ADR.
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 BDO Pink Sheet Analysis
When running BDO Unibank's price analysis, check to measure BDO Unibank'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 BDO Unibank is operating at the current time. Most of BDO Unibank's value examination focuses on studying past and present price action to predict the probability of BDO Unibank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BDO Unibank's price. Additionally, you may evaluate how the addition of BDO Unibank to your portfolios can decrease your overall portfolio volatility.