Pacificonline Systems (Philippines) Market Value
| LOTO Stock | 4.58 0.01 0.22% |
| Symbol | Pacificonline |
Pacificonline Systems '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 Pacificonline Systems' 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 Pacificonline Systems.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Pacificonline Systems on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Pacificonline Systems or generate 0.0% return on investment in Pacificonline Systems over 720 days. Pacificonline Systems is related to or competes with Integrated Micro, Semirara Mining, Bank of the, Security Bank, Philex Mining, and Philippine Business. More
Pacificonline Systems 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 Pacificonline Systems' 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 Pacificonline Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.6 | |||
| Information Ratio | 0.1131 | |||
| Maximum Drawdown | 33.56 | |||
| Value At Risk | (5.66) | |||
| Potential Upside | 7.41 |
Pacificonline Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacificonline Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacificonline Systems' standard deviation. In reality, there are many statistical measures that can use Pacificonline Systems historical prices to predict the future Pacificonline Systems' volatility.| Risk Adjusted Performance | 0.0903 | |||
| Jensen Alpha | 0.5614 | |||
| Total Risk Alpha | 0.5524 | |||
| Sortino Ratio | 0.1552 | |||
| Treynor Ratio | (0.48) |
Pacificonline Systems Backtested Returns
Pacificonline Systems is risky given 3 months investment horizon. Pacificonline Systems maintains Sharpe Ratio (i.e., Efficiency) of 0.21, which implies the firm had a 0.21 % return per unit of risk over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 1.06% are justified by taking the suggested risk. Use Pacificonline Systems Semi Deviation of 3.12, coefficient of variation of 866.96, and Risk Adjusted Performance of 0.0903 to evaluate company specific risk that cannot be diversified away. Pacificonline Systems holds a performance score of 16 on a scale of zero to a hundred. The company holds a Beta of -1.17, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Pacificonline Systems are expected to decrease by larger amounts. On the other hand, during market turmoil, Pacificonline Systems is expected to outperform it. Use Pacificonline Systems semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to analyze future returns on Pacificonline Systems.
Auto-correlation | -0.38 |
Poor reverse predictability
Pacificonline Systems has poor reverse predictability. Overlapping area represents the amount of predictability between Pacificonline Systems time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 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 Pacificonline Systems price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Pacificonline Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Pacificonline Systems lagged returns against current returns
Autocorrelation, which is Pacificonline Systems 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 Pacificonline Systems' stock expected returns. We can calculate the autocorrelation of Pacificonline Systems returns to help us make a trade decision. For example, suppose you find that Pacificonline Systems 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 |
Pacificonline Systems 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 Pacificonline Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacificonline Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pacificonline Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Pacificonline Systems Lagged Returns
When evaluating Pacificonline Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacificonline Systems stock have on its future price. Pacificonline Systems 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, Pacificonline Systems autocorrelation shows the relationship between Pacificonline Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Pacificonline Systems.
Regressed Prices |
| Timeline |
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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.Additional Tools for Pacificonline Stock Analysis
When running Pacificonline Systems' price analysis, check to measure Pacificonline Systems' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Pacificonline Systems is operating at the current time. Most of Pacificonline Systems' value examination focuses on studying past and present price action to predict the probability of Pacificonline Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pacificonline Systems' price. Additionally, you may evaluate how the addition of Pacificonline Systems to your portfolios can decrease your overall portfolio volatility.