Bank Of The Stock Market Value
| BPHLY Stock | USD 42.72 0.00 0.00% |
| Symbol | Bank |
Bank of the Philippine Is '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 Bank of the Philippine Is' 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 Bank of the Philippine Is.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in Bank of the Philippine Is on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Bank of the or generate 0.0% return on investment in Bank of the Philippine Is over 720 days. Bank of the Philippine Is is related to or competes with First Hawaiian, Central Pacific, Territorial Bancorp, Comerica, Bank of Hawaii, Lloyds Banking, and Zions Bancorporation. Bank of the Philippine Islands, together with its subsidiaries, provides various financial products and services to reta... More
Bank of the Philippine Is 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 Bank of the Philippine Is' 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 Bank of the upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 22.18 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 4.87 |
Bank of the Philippine Is Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of the Philippine Is' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of the Philippine Is' standard deviation. In reality, there are many statistical measures that can use Bank of the Philippine Is historical prices to predict the future Bank of the Philippine Is' volatility.| Risk Adjusted Performance | 0.0037 | |||
| Jensen Alpha | 0.0299 | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | 0.0429 |
Bank of the Philippine Is Backtested Returns
Bank of the Philippine Is secures Sharpe Ratio (or Efficiency) of -0.0045, which signifies that the company had a -0.0045% return per unit of risk over the last 3 months. Bank of the exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank of the Philippine Is' Standard Deviation of 2.56, mean deviation of 0.9025, and Risk Adjusted Performance of 0.0037 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bank of the Philippine Is are expected to decrease at a much lower rate. During the bear market, Bank of the Philippine Is is likely to outperform the market. At this point, Bank of the Philippine Is has a negative expected return of -0.0117%. Please make sure to confirm Bank of the Philippine Is' variance and skewness , to decide if Bank of the Philippine Is performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Bank of the has poor predictability. Overlapping area represents the amount of predictability between Bank of the Philippine Is time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th 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 Bank of the Philippine Is price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Bank of the Philippine Is price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 12.19 |
Bank of the Philippine Is lagged returns against current returns
Autocorrelation, which is Bank of the Philippine Is 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 Bank of the Philippine Is' pink sheet expected returns. We can calculate the autocorrelation of Bank of the Philippine Is returns to help us make a trade decision. For example, suppose you find that Bank of the Philippine Is 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 |
Bank of the Philippine Is 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 Bank of the Philippine Is pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of the Philippine Is pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank of the Philippine Is pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bank of the Philippine Is Lagged Returns
When evaluating Bank of the Philippine Is' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of the Philippine Is pink sheet have on its future price. Bank of the Philippine Is 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, Bank of the Philippine Is autocorrelation shows the relationship between Bank of the Philippine Is pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bank of the.
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 Bank Pink Sheet Analysis
When running Bank of the Philippine Is' price analysis, check to measure Bank of the Philippine Is' 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 Bank of the Philippine Is is operating at the current time. Most of Bank of the Philippine Is' value examination focuses on studying past and present price action to predict the probability of Bank of the Philippine Is' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank of the Philippine Is' price. Additionally, you may evaluate how the addition of Bank of the Philippine Is to your portfolios can decrease your overall portfolio volatility.