Filinvest Land (Philippines) Market Value
| FLI Stock | 0.73 0.03 4.29% |
| Symbol | Filinvest |
Filinvest Land '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 Land'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 Land.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Filinvest Land on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Filinvest Land or generate 0.0% return on investment in Filinvest Land over 90 days. Filinvest Land is related to or competes with Ayala Land, Robinsons Land, Filinvest Development, DoubleDragon Properties, DoubleDragon Properties, 8990 Holdings, and Vista Land. More
Filinvest Land 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 Land'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 Land upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.0608 | |||
| Maximum Drawdown | 11.36 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 4.29 |
Filinvest Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Filinvest Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Filinvest Land's standard deviation. In reality, there are many statistical measures that can use Filinvest Land historical prices to predict the future Filinvest Land's volatility.| Risk Adjusted Performance | 0.0077 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.3711 | |||
| Sortino Ratio | 0.0624 | |||
| Treynor Ratio | 0.0145 |
Filinvest Land Backtested Returns
At this point, Filinvest Land is dangerous. Filinvest Land secures Sharpe Ratio (or Efficiency) of 0.0427, which denotes the company had a 0.0427 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Filinvest Land, which you can use to evaluate the volatility of the firm. Please confirm Filinvest Land's Coefficient Of Variation of 58106.91, mean deviation of 1.72, and Downside Deviation of 2.18 to check if the risk estimate we provide is consistent with the expected return of 0.0954%. Filinvest Land has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Filinvest Land are expected to decrease at a much lower rate. During the bear market, Filinvest Land is likely to outperform the market. Filinvest Land right now shows a risk of 2.23%. Please confirm Filinvest Land jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Filinvest Land will be following its price patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
Filinvest Land has weak reverse predictability. Overlapping area represents the amount of predictability between Filinvest Land time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Filinvest Land price movement. The serial correlation of -0.25 indicates that over 25.0% of current Filinvest Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Filinvest Land lagged returns against current returns
Autocorrelation, which is Filinvest Land 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 Land's stock expected returns. We can calculate the autocorrelation of Filinvest Land returns to help us make a trade decision. For example, suppose you find that Filinvest Land 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 Land 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 Land stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Filinvest Land stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Filinvest Land stock over time.
Current vs Lagged Prices |
| Timeline |
Filinvest Land Lagged Returns
When evaluating Filinvest Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Filinvest Land stock have on its future price. Filinvest Land 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 Land autocorrelation shows the relationship between Filinvest Land stock current value and its past values and can show if there is a momentum factor associated with investing in Filinvest Land.
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 Land 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 Land security.