COL Financial (Philippines) Market Value
| COL Stock | 1.66 0.06 3.75% |
| Symbol | COL |
COL Financial '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 COL Financial'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 COL Financial.
| 12/25/2022 |
| 12/14/2024 |
If you would invest 0.00 in COL Financial on December 25, 2022 and sell it all today you would earn a total of 0.00 from holding COL Financial Group or generate 0.0% return on investment in COL Financial over 720 days. COL Financial is related to or competes with VistaREIT, Bright Kindle, Dizon Copper, GT Capital, Allhome Corp, Jollibee Foods, and Monde Nissin. More
COL Financial 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 COL Financial'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 COL Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 14.02 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 2.79 |
COL Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COL Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COL Financial's standard deviation. In reality, there are many statistical measures that can use COL Financial historical prices to predict the future COL Financial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.11) |
COL Financial Group Backtested Returns
COL Financial Group secures Sharpe Ratio (or Efficiency) of -0.0213, which signifies that the company had a -0.0213% return per unit of return volatility over the last 3 months. COL Financial Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm COL Financial's Mean Deviation of 1.53, risk adjusted performance of (0.01), and Coefficient Of Variation of (5,866) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, COL Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding COL Financial is expected to be smaller as well. At this point, COL Financial Group has a negative expected return of -0.0484%. Please make sure to confirm COL Financial's total risk alpha, accumulation distribution, period momentum indicator, as well as the relationship between the potential upside and day median price , to decide if COL Financial Group performance from the past will be repeated in the future.
Auto-correlation | 0.35 |
Below average predictability
COL Financial Group has below average predictability. Overlapping area represents the amount of predictability between COL Financial time series from 25th of December 2022 to 20th of December 2023 and 20th of December 2023 to 14th 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 COL Financial Group price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current COL Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
COL Financial Group lagged returns against current returns
Autocorrelation, which is COL Financial 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 COL Financial's stock expected returns. We can calculate the autocorrelation of COL Financial returns to help us make a trade decision. For example, suppose you find that COL Financial 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 |
COL Financial 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 COL Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COL Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COL Financial stock over time.
Current vs Lagged Prices |
| Timeline |
COL Financial Lagged Returns
When evaluating COL Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COL Financial stock have on its future price. COL Financial 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, COL Financial autocorrelation shows the relationship between COL Financial stock current value and its past values and can show if there is a momentum factor associated with investing in COL Financial Group.
Regressed Prices |
| Timeline |
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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 COL Stock
COL Financial financial ratios help investors to determine whether COL Stock 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 COL with respect to the benefits of owning COL Financial security.