Philippine Savings (Philippines) Market Value
| PSB Stock | 60.50 2.30 3.95% |
| Symbol | Philippine |
Philippine Savings '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 Philippine Savings' 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 Philippine Savings.
| 05/23/2023 |
| 12/13/2024 |
If you would invest 0.00 in Philippine Savings on May 23, 2023 and sell it all today you would earn a total of 0.00 from holding Philippine Savings Bank or generate 0.0% return on investment in Philippine Savings over 570 days. Philippine Savings is related to or competes with Alliance Select, Philippine Business, Crown Asia, Figaro Coffee, BDO Unibank, Philex Mining, and STI Education. More
Philippine Savings 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 Philippine Savings' 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 Philippine Savings Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.0164 | |||
| Maximum Drawdown | 10.2 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 3.45 |
Philippine Savings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Philippine Savings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Philippine Savings' standard deviation. In reality, there are many statistical measures that can use Philippine Savings historical prices to predict the future Philippine Savings' volatility.| Risk Adjusted Performance | 0.0622 | |||
| Jensen Alpha | 0.1887 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.018 | |||
| Treynor Ratio | (0.24) |
Philippine Savings Bank Backtested Returns
At this point, Philippine Savings is very steady. Philippine Savings Bank maintains Sharpe Ratio (i.e., Efficiency) of 0.0815, which implies the firm had a 0.0815% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Philippine Savings Bank, which you can use to evaluate the volatility of the company. Please check Philippine Savings' Semi Deviation of 1.36, coefficient of variation of 1292.59, and Risk Adjusted Performance of 0.0622 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Philippine Savings has a performance score of 6 on a scale of 0 to 100. The company holds a Beta of -0.56, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Philippine Savings are expected to decrease at a much lower rate. During the bear market, Philippine Savings is likely to outperform the market. Philippine Savings Bank right now holds a risk of 1.88%. Please check Philippine Savings Bank jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Philippine Savings Bank will be following its historical price patterns.
Auto-correlation | 0.33 |
Below average predictability
Philippine Savings Bank has below average predictability. Overlapping area represents the amount of predictability between Philippine Savings time series from 23rd of May 2023 to 3rd of March 2024 and 3rd of March 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 Philippine Savings Bank price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Philippine Savings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 7.48 |
Philippine Savings Bank lagged returns against current returns
Autocorrelation, which is Philippine Savings 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 Philippine Savings' stock expected returns. We can calculate the autocorrelation of Philippine Savings returns to help us make a trade decision. For example, suppose you find that Philippine Savings 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 |
Philippine Savings 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 Philippine Savings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Philippine Savings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Philippine Savings stock over time.
Current vs Lagged Prices |
| Timeline |
Philippine Savings Lagged Returns
When evaluating Philippine Savings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Philippine Savings stock have on its future price. Philippine Savings 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, Philippine Savings autocorrelation shows the relationship between Philippine Savings stock current value and its past values and can show if there is a momentum factor associated with investing in Philippine Savings Bank.
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 Philippine Stock
Philippine Savings financial ratios help investors to determine whether Philippine 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 Philippine with respect to the benefits of owning Philippine Savings security.