STI Education (Philippines) Market Value
| STI Stock | 1.25 0.03 2.34% |
| Symbol | STI |
STI Education '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 STI Education'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 STI Education.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in STI Education on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding STI Education Systems or generate 0.0% return on investment in STI Education over 30 days. STI Education is related to or competes with GT Capital, Allhome Corp, Jollibee Foods, Monde Nissin, and AgriNurture. More
STI Education 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 STI Education'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 STI Education Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.0094 | |||
| Maximum Drawdown | 19.63 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 4.92 |
STI Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STI Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STI Education's standard deviation. In reality, there are many statistical measures that can use STI Education historical prices to predict the future STI Education's volatility.| Risk Adjusted Performance | 0.0429 | |||
| Jensen Alpha | 0.0975 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0128 | |||
| Treynor Ratio | 0.4217 |
STI Education Systems Backtested Returns
STI Education appears to be dangerous, given 3 months investment horizon. STI Education Systems owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0741, which indicates the firm had a 0.0741% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for STI Education Systems, which you can use to evaluate the volatility of the company. Please review STI Education's coefficient of variation of 2051.44, and Risk Adjusted Performance of 0.0429 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STI Education holds a performance score of 5. The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STI Education's returns are expected to increase less than the market. However, during the bear market, the loss of holding STI Education is expected to be smaller as well. Please check STI Education's downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether STI Education's existing price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
STI Education Systems has good predictability. Overlapping area represents the amount of predictability between STI Education time series from 13th of November 2024 to 28th of November 2024 and 28th of November 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 STI Education Systems price movement. The serial correlation of 0.72 indicates that around 72.0% of current STI Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
STI Education Systems lagged returns against current returns
Autocorrelation, which is STI Education 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 STI Education's stock expected returns. We can calculate the autocorrelation of STI Education returns to help us make a trade decision. For example, suppose you find that STI Education 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 |
STI Education 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 STI Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STI Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STI Education stock over time.
Current vs Lagged Prices |
| Timeline |
STI Education Lagged Returns
When evaluating STI Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STI Education stock have on its future price. STI Education 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, STI Education autocorrelation shows the relationship between STI Education stock current value and its past values and can show if there is a momentum factor associated with investing in STI Education Systems.
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 STI Stock
STI Education financial ratios help investors to determine whether STI 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 STI with respect to the benefits of owning STI Education security.