AC Energy (Philippines) Market Value
| ACEN Stock | 2.97 0.03 1.00% |
| Symbol | ACEN |
AC Energy '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 AC Energy'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 AC Energy.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in AC Energy on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding AC Energy Philippines or generate 0.0% return on investment in AC Energy over 90 days. AC Energy is related to or competes with Aboitiz Power, Lopez Holdings, Ginebra San, Vantage Equities, Manila Water, and Bright Kindle. More
AC Energy 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 AC Energy'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 AC Energy Philippines upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 14.64 | |||
| Value At Risk | (5.06) | |||
| Potential Upside | 5.26 |
AC Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AC Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AC Energy's standard deviation. In reality, there are many statistical measures that can use AC Energy historical prices to predict the future AC Energy's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 6.76 |
AC Energy Philippines Backtested Returns
AC Energy Philippines retains Efficiency (Sharpe Ratio) of -0.0967, which signifies that the company had a -0.0967 % return per unit of price deviation over the last 3 months. AC Energy exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AC Energy's Market Risk Adjusted Performance of 6.77, variance of 9.26, and Information Ratio of (0.09) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.0545, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AC Energy are expected to decrease at a much lower rate. During the bear market, AC Energy is likely to outperform the market. At this point, AC Energy Philippines has a negative expected return of -0.29%. Please make sure to confirm AC Energy's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if AC Energy Philippines performance from the past will be repeated sooner or later.
Auto-correlation | 0.62 |
Good predictability
AC Energy Philippines has good predictability. Overlapping area represents the amount of predictability between AC Energy time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AC Energy Philippines price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current AC Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
AC Energy Philippines lagged returns against current returns
Autocorrelation, which is AC Energy 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 AC Energy's stock expected returns. We can calculate the autocorrelation of AC Energy returns to help us make a trade decision. For example, suppose you find that AC Energy 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 |
AC Energy 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 AC Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AC Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AC Energy stock over time.
Current vs Lagged Prices |
| Timeline |
AC Energy Lagged Returns
When evaluating AC Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AC Energy stock have on its future price. AC Energy 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, AC Energy autocorrelation shows the relationship between AC Energy stock current value and its past values and can show if there is a momentum factor associated with investing in AC Energy Philippines.
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 ACEN Stock Analysis
When running AC Energy's price analysis, check to measure AC Energy's 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 AC Energy is operating at the current time. Most of AC Energy's value examination focuses on studying past and present price action to predict the probability of AC Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AC Energy's price. Additionally, you may evaluate how the addition of AC Energy to your portfolios can decrease your overall portfolio volatility.