Jollibee Foods Stock Market Value
| JBFCF Stock | USD 4.56 0.06 1.33% |
| 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.
| 09/03/2024 |
| 01/01/2025 |
If you would invest 0.00 in Jollibee Foods on September 3, 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 120 days. Jollibee Foods is related to or competes with Domino’s 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.
| Downside Deviation | 3.13 | |||
| Information Ratio | 0.0143 | |||
| Maximum Drawdown | 17.78 | |||
| Value At Risk | (4.77) | |||
| Potential Upside | 4.19 |
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 | 0.0217 | |||
| Jensen Alpha | 0.0435 | |||
| Total Risk Alpha | 0.0407 | |||
| Sortino Ratio | 0.0137 | |||
| Treynor Ratio | 0.1899 |
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
At this point, Jollibee Foods is moderately volatile. Jollibee Foods holds Efficiency (Sharpe) Ratio of 0.0193, which attests that the entity had a 0.0193% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jollibee Foods, which you can use to evaluate the volatility of the firm. Please check out Jollibee Foods' Market Risk Adjusted Performance of 0.1999, risk adjusted performance of 0.0217, and Downside Deviation of 3.13 to validate if the risk estimate we provide is consistent with the expected return of 0.0583%. Jollibee Foods has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. 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. Jollibee Foods right now retains a risk of 3.02%. Please check out Jollibee Foods downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if Jollibee Foods will be following its current trending patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Jollibee Foods has weak reverse predictability. Overlapping area represents the amount of predictability between Jollibee Foods time series from 3rd of September 2024 to 2nd of November 2024 and 2nd of November 2024 to 1st 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 -0.29 indicates that nearly 29.0% of current Jollibee Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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.