Post (Vietnam) Market Value
| PTC Stock | 4,520 160.00 3.42% |
| Symbol | Post |
Post '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 Post'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 Post.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Post on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Post and Telecommunications or generate 0.0% return on investment in Post over 180 days. Post is related to or competes with Hanoi Plastics, Phuoc Hoa, Transport, Hochiminh City, Tay Ninh, Fecon Mining, and An Phat. More
Post 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 Post'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 Post and Telecommunications upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 11.19 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 4.32 |
Post Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Post's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Post's standard deviation. In reality, there are many statistical measures that can use Post historical prices to predict the future Post's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | 3.59 |
Post and Telecommuni Backtested Returns
Post and Telecommuni maintains Sharpe Ratio (i.e., Efficiency) of -0.0591, which implies the firm had a -0.0591% return per unit of risk over the last 3 months. Post and Telecommuni exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Post's Risk Adjusted Performance of (0.03), variance of 5.31, and Coefficient Of Variation of (2,279) to confirm the risk estimate we provide. The company holds a Beta of -0.0309, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Post are expected to decrease at a much lower rate. During the bear market, Post is likely to outperform the market. At this point, Post and Telecommuni has a negative expected return of -0.13%. Please make sure to check Post's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Post and Telecommuni performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.65 |
Good predictability
Post and Telecommunications has good predictability. Overlapping area represents the amount of predictability between Post time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd 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 Post and Telecommuni price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Post price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 40.8 K |
Post and Telecommuni lagged returns against current returns
Autocorrelation, which is Post 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 Post's stock expected returns. We can calculate the autocorrelation of Post returns to help us make a trade decision. For example, suppose you find that Post 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 |
Post 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 Post stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Post stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Post stock over time.
Current vs Lagged Prices |
| Timeline |
Post Lagged Returns
When evaluating Post's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Post stock have on its future price. Post 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, Post autocorrelation shows the relationship between Post stock current value and its past values and can show if there is a momentum factor associated with investing in Post and Telecommunications.
Regressed Prices |
| Timeline |
Pair Trading with Post
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Post position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Post will appreciate offsetting losses from the drop in the long position's value.Moving together with Post Stock
| 0.8 | ADS | Damsan JSC | PairCorr |
| 0.87 | AAA | An Phat Plastic | PairCorr |
| 0.78 | AME | Alphanam ME | PairCorr |
| 0.75 | APG | APG Securities Joint | PairCorr |
The ability to find closely correlated positions to Post could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Post when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Post - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Post and Telecommunications to buy it.
The correlation of Post is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Post moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Post and Telecommuni moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Post can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Post Stock
Post financial ratios help investors to determine whether Post 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 Post with respect to the benefits of owning Post security.