Century Pacific (Philippines) Market Value
| CNPF Stock | 38.65 0.85 2.15% |
| Symbol | Century |
Century Pacific '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 Century Pacific'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 Century Pacific.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Century Pacific on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Century Pacific Food or generate 0.0% return on investment in Century Pacific over 30 days. Century Pacific is related to or competes with SM Investments, National Reinsurance, Crown Asia, Jollibee Foods, Apex Mining, Philippine Business, and Asia United. More
Century Pacific 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 Century Pacific'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 Century Pacific Food upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.18 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 3.09 |
Century Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Century Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Century Pacific's standard deviation. In reality, there are many statistical measures that can use Century Pacific historical prices to predict the future Century Pacific's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.52) |
Century Pacific Food Backtested Returns
Century Pacific Food secures Sharpe Ratio (or Efficiency) of -0.0379, which signifies that the company had a -0.0379 % return per unit of risk over the last 3 months. Century Pacific Food exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Century Pacific's insignificant Risk Adjusted Performance, standard deviation of 2.63, and Mean Deviation of 1.69 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0967, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Century Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding Century Pacific is expected to be smaller as well. At this point, Century Pacific Food has a negative expected return of -0.11%. Please make sure to confirm Century Pacific's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Century Pacific Food performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.06 |
Very weak reverse predictability
Century Pacific Food has very weak reverse predictability. Overlapping area represents the amount of predictability between Century Pacific time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Century Pacific Food price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Century Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Century Pacific Food lagged returns against current returns
Autocorrelation, which is Century Pacific 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 Century Pacific's stock expected returns. We can calculate the autocorrelation of Century Pacific returns to help us make a trade decision. For example, suppose you find that Century Pacific 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 |
Century Pacific 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 Century Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Century Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Century Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
Century Pacific Lagged Returns
When evaluating Century Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Century Pacific stock have on its future price. Century Pacific 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, Century Pacific autocorrelation shows the relationship between Century Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Century Pacific Food.
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 Century Stock Analysis
When running Century Pacific's price analysis, check to measure Century Pacific'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 Century Pacific is operating at the current time. Most of Century Pacific's value examination focuses on studying past and present price action to predict the probability of Century Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Century Pacific's price. Additionally, you may evaluate how the addition of Century Pacific to your portfolios can decrease your overall portfolio volatility.