Jollibee Foods (Philippines) Market Value
| JFC Stock | 258.00 2.00 0.77% |
| 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' 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 Jollibee Foods.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Jollibee Foods on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Jollibee Foods Corp or generate 0.0% return on investment in Jollibee Foods over 90 days. Jollibee Foods is related to or competes with STI Education, Transpacific Broadband, Semirara Mining, Philex Mining, Crown Asia, and Converge Information. 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' 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 Jollibee Foods Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.21 | |||
| Information Ratio | 0.0453 | |||
| Maximum Drawdown | 14.03 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 4.09 |
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 | 0.0114 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.3164 | |||
| Sortino Ratio | 0.0511 | |||
| Treynor Ratio | (0.01) |
Jollibee Foods Corp Backtested Returns
At this point, Jollibee Foods is very steady. Jollibee Foods Corp holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Jollibee Foods Corp, which you can use to evaluate the volatility of the firm. Please check out Jollibee Foods' Risk Adjusted Performance of 0.0114, insignificant market risk adjusted performance, and Downside Deviation of 2.21 to validate if the risk estimate we provide is consistent with the expected return of 0.0183%. The company retains a Market Volatility (i.e., Beta) of -0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Jollibee Foods are expected to decrease at a much lower rate. During the bear market, Jollibee Foods is likely to outperform the market. Jollibee Foods Corp right now retains a risk of 2.56%. Please check out Jollibee Foods maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Jollibee Foods will be following its current trending patterns.
Auto-correlation | -0.58 |
Good reverse predictability
Jollibee Foods Corp has good reverse predictability. Overlapping area represents the amount of predictability between Jollibee Foods time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Jollibee Foods Corp price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Jollibee Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 121.17 |
Jollibee Foods Corp lagged returns against current returns
Autocorrelation, which is Jollibee Foods 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 Jollibee Foods' stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jollibee Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jollibee Foods stock over time.
Current vs Lagged Prices |
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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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in Jollibee Foods Corp.
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 Jollibee Stock
Jollibee Foods financial ratios help investors to determine whether Jollibee 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 Jollibee with respect to the benefits of owning Jollibee Foods security.