Jollibee Foods Corp Stock Market Value
| JBFCY Stock | USD 19.74 1.64 9.06% |
| Symbol | Jollibee |
Jollibee Foods '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 Jollibee Foods' 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 Jollibee Foods.
| 12/17/2023 |
| 12/11/2024 |
If you would invest 0.00 in Jollibee Foods on December 17, 2023 and sell it all today you would earn a total of 0.00 from holding Jollibee Foods Corp or generate 0.0% return on investment in Jollibee Foods over 360 days. Jollibee Foods is related to or competes with Nathans Famous, Good Times, McDonalds Holdings, Compass Group, Brinker International, Bloomin Brands, and BJs Restaurants. Jollibee Foods Corporation develops, operates, and franchises quick service restaurants More
Jollibee Foods 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 Jollibee Foods' 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 Jollibee Foods Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0554 | |||
| Maximum Drawdown | 14.64 | |||
| Value At Risk | (0.53) | |||
| Potential Upside | 5.0 |
Jollibee Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jollibee Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jollibee Foods' standard deviation. In reality, there are many statistical measures that can use Jollibee Foods historical prices to predict the future Jollibee Foods' volatility.| Risk Adjusted Performance | 0.0856 | |||
| Jensen Alpha | 0.0997 | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.1941 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jollibee Foods' 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.
Jollibee Foods Corp Backtested Returns
Jollibee Foods appears to be not too volatile, given 3 months investment horizon. Jollibee Foods Corp holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Jollibee Foods Corp, which you can use to evaluate the volatility of the firm. Please utilize Jollibee Foods' Market Risk Adjusted Performance of 0.2041, standard deviation of 2.32, and Risk Adjusted Performance of 0.0856 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Jollibee Foods holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of 1.25, which attests to 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, Jollibee Foods will likely underperform. Please check Jollibee Foods' information ratio, potential upside, as well as the relationship between the Potential Upside and day median price , to make a quick decision on whether Jollibee Foods' current trending patterns will revert.
Auto-correlation | -0.69 |
Very good reverse predictability
Jollibee Foods Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Jollibee Foods time series from 17th of December 2023 to 14th of June 2024 and 14th of June 2024 to 11th 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 Jollibee Foods Corp price movement. The serial correlation of -0.69 indicates that around 69.0% of current Jollibee Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 2.01 |
Jollibee Foods Corp lagged returns against current returns
Autocorrelation, which is Jollibee Foods 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 Jollibee Foods' pink sheet expected returns. We can calculate the autocorrelation of Jollibee Foods returns to help us make a trade decision. For example, suppose you find that Jollibee Foods 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 |
Jollibee Foods 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 Jollibee Foods pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jollibee Foods pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jollibee Foods pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Jollibee Foods Lagged Returns
When evaluating Jollibee Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jollibee Foods pink sheet have on its future price. Jollibee Foods 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, Jollibee Foods autocorrelation shows the relationship between Jollibee Foods pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Jollibee Foods Corp.
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.Additional Tools for Jollibee Pink Sheet Analysis
When running Jollibee Foods' price analysis, check to measure Jollibee Foods' 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 Jollibee Foods is operating at the current time. Most of Jollibee Foods' value examination focuses on studying past and present price action to predict the probability of Jollibee Foods' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jollibee Foods' price. Additionally, you may evaluate how the addition of Jollibee Foods to your portfolios can decrease your overall portfolio volatility.