Jollibee Foods Stock Market Value
| JBFCF Stock | USD 4.20 0.60 12.50% |
| Symbol | Jollibee |
Jollibee Foods '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 Jollibee Foods' pink sheet 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 Jollibee Foods.
| 11/20/2024 |
| 01/19/2025 |
If you would invest 0.00 in Jollibee Foods on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding Jollibee Foods or generate 0.0% return on investment in Jollibee Foods over 60 days. Jollibee Foods is related to or competes with Dominos Pizza, Compass Group, Cheesecake Factory, Rave Restaurant, Ark Restaurants, One Group, and Flanigans Enterprises. Jollibee Foods Corporation develops, operates, and franchises quick service restaurants More
Jollibee Foods 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 Jollibee Foods' pink sheet 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 Jollibee Foods upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 24.72 | |||
| Value At Risk | (4.79) | |||
| Potential Upside | 6.86 |
Jollibee Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jollibee Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jollibee Foods' standard deviation. In reality, there are many statistical measures that can use Jollibee Foods historical prices to predict the future Jollibee Foods' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jollibee Foods' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jollibee Foods Backtested Returns
Jollibee Foods holds Efficiency (Sharpe) Ratio of -0.0472, which attests that the entity had a -0.0472% return per unit of risk over the last 3 months. Jollibee Foods exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jollibee Foods' Standard Deviation of 3.52, market risk adjusted performance of (0.13), and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jollibee Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Jollibee Foods is expected to be smaller as well. At this point, Jollibee Foods has a negative expected return of -0.16%. Please make sure to check out Jollibee Foods' skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Jollibee Foods performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.30 |
Below average predictability
Jollibee Foods has below average predictability. Overlapping area represents the amount of predictability between Jollibee Foods time series from 20th of November 2024 to 20th of December 2024 and 20th of December 2024 to 19th of January 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 Jollibee Foods price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Jollibee Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Jollibee Foods lagged returns against current returns
Autocorrelation, which is Jollibee Foods pink sheet'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 Jollibee Foods' pink sheet expected returns. We can calculate the autocorrelation of Jollibee Foods returns to help us make a trade decision. For example, suppose you find that Jollibee Foods has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Jollibee Foods 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 Jollibee Foods pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jollibee Foods pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jollibee Foods pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Jollibee Foods Lagged Returns
When evaluating Jollibee Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jollibee Foods pink sheet have on its future price. Jollibee Foods 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, Jollibee Foods autocorrelation shows the relationship between Jollibee Foods pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Jollibee Foods.
Regressed Prices |
| Timeline |
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Other Information on Investing in Jollibee Pink Sheet
Jollibee Foods financial ratios help investors to determine whether Jollibee Pink Sheet 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 Jollibee with respect to the benefits of owning Jollibee Foods security.