Filinvest Development (Philippines) Market Value

FDC Stock   5.34  0.02  0.37%   
Filinvest Development's market value is the price at which a share of Filinvest Development trades on a public exchange. It measures the collective expectations of Filinvest Development Coproration investors about its performance. Filinvest Development is trading at 5.34 as of the 5th of December 2024, a 0.37% down since the beginning of the trading day. The stock's lowest day price was 5.34.
With this module, you can estimate the performance of a buy and hold strategy of Filinvest Development Coproration and determine expected loss or profit from investing in Filinvest Development over a given investment horizon. Check out Filinvest Development Correlation, Filinvest Development Volatility and Filinvest Development Alpha and Beta module to complement your research on Filinvest Development.
Symbol

Please note, there is a significant difference between Filinvest Development's value and its price as these two are different measures arrived at by different means. Investors typically determine if Filinvest Development is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Filinvest Development's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Filinvest Development '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 Filinvest Development'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 Filinvest Development.
0.00
11/05/2024
No Change 0.00  0.0 
In 30 days
12/05/2024
0.00
If you would invest  0.00  in Filinvest Development on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Filinvest Development Coproration or generate 0.0% return on investment in Filinvest Development over 30 days. Filinvest Development is related to or competes with Ayala Land, GT Capital, Allhome Corp, and Jollibee Foods. More

Filinvest Development 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 Filinvest Development'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 Filinvest Development Coproration upside and downside potential and time the market with a certain degree of confidence.

Filinvest Development Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Filinvest Development's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Filinvest Development's standard deviation. In reality, there are many statistical measures that can use Filinvest Development historical prices to predict the future Filinvest Development's volatility.
Hype
Prediction
LowEstimatedHigh
3.385.347.30
Details
Intrinsic
Valuation
LowRealHigh
2.664.626.58
Details
Naive
Forecast
LowNextHigh
3.255.207.16
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.365.405.43
Details

Filinvest Development Backtested Returns

At this point, Filinvest Development is somewhat reliable. Filinvest Development secures Sharpe Ratio (or Efficiency) of 0.0015, which denotes the company had a 0.0015% return per unit of risk over the last 3 months. We have found thirty technical indicators for Filinvest Development Coproration, which you can use to evaluate the volatility of the firm. Please confirm Filinvest Development's Coefficient Of Variation of 32964.01, mean deviation of 1.08, and Downside Deviation of 1.79 to check if the risk estimate we provide is consistent with the expected return of 0.003%. The firm shows a Beta (market volatility) of -0.5, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Filinvest Development are expected to decrease at a much lower rate. During the bear market, Filinvest Development is likely to outperform the market. Filinvest Development right now shows a risk of 1.97%. Please confirm Filinvest Development standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Filinvest Development will be following its price patterns.

Auto-correlation

    
  0.08  

Virtually no predictability

Filinvest Development Coproration has virtually no predictability. Overlapping area represents the amount of predictability between Filinvest Development time series from 5th of November 2024 to 20th of November 2024 and 20th of November 2024 to 5th 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 Filinvest Development price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Filinvest Development price fluctuation can be explain by its past prices.
Correlation Coefficient0.08
Spearman Rank Test-0.15
Residual Average0.0
Price Variance0.0

Filinvest Development lagged returns against current returns

Autocorrelation, which is Filinvest Development 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 Filinvest Development's stock expected returns. We can calculate the autocorrelation of Filinvest Development returns to help us make a trade decision. For example, suppose you find that Filinvest Development 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  

Filinvest Development 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 Filinvest Development stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Filinvest Development stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Filinvest Development stock over time.
   Current vs Lagged Prices   
       Timeline  

Filinvest Development Lagged Returns

When evaluating Filinvest Development's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Filinvest Development stock have on its future price. Filinvest Development 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, Filinvest Development autocorrelation shows the relationship between Filinvest Development stock current value and its past values and can show if there is a momentum factor associated with investing in Filinvest Development Coproration.
   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 Filinvest Stock

Filinvest Development financial ratios help investors to determine whether Filinvest 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 Filinvest with respect to the benefits of owning Filinvest Development security.