Philippine Savings (Philippines) Market Value
| PSB Stock | 58.50 0.70 1.18% |
| Symbol | Philippine |
Philippine Savings '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 Philippine Savings' 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 Philippine Savings.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Philippine Savings on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Philippine Savings Bank or generate 0.0% return on investment in Philippine Savings over 90 days. Philippine Savings is related to or competes with Metropolitan Bank, Philex Mining, Jollibee Foods, Rizal Commercial, Pacificonline Systems, Atlas Consolidated, and Prime Media. More
Philippine Savings 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 Philippine Savings' 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 Philippine Savings Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0478 | |||
| Maximum Drawdown | 6.95 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 1.75 |
Philippine Savings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Philippine Savings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Philippine Savings' standard deviation. In reality, there are many statistical measures that can use Philippine Savings historical prices to predict the future Philippine Savings' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.1201 | |||
| Treynor Ratio | 0.1504 |
Philippine Savings Bank Backtested Returns
Philippine Savings Bank maintains Sharpe Ratio (i.e., Efficiency) of -0.0158, which implies the firm had a -0.0158 % return per unit of risk over the last 3 months. Philippine Savings Bank exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Philippine Savings' Coefficient Of Variation of (3,706), risk adjusted performance of (0.02), and Variance of 1.75 to confirm the risk estimate we provide. The company holds a Beta of -0.3, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Philippine Savings are expected to decrease at a much lower rate. During the bear market, Philippine Savings is likely to outperform the market. At this point, Philippine Savings Bank has a negative expected return of -0.0163%. Please make sure to check Philippine Savings' treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Philippine Savings Bank performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
Philippine Savings Bank has poor predictability. Overlapping area represents the amount of predictability between Philippine Savings time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Philippine Savings Bank price movement. The serial correlation of 0.25 indicates that over 25.0% of current Philippine Savings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.75 |
Philippine Savings Bank lagged returns against current returns
Autocorrelation, which is Philippine Savings 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 Philippine Savings' stock expected returns. We can calculate the autocorrelation of Philippine Savings returns to help us make a trade decision. For example, suppose you find that Philippine Savings 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 |
Philippine Savings 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 Philippine Savings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Philippine Savings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Philippine Savings stock over time.
Current vs Lagged Prices |
| Timeline |
Philippine Savings Lagged Returns
When evaluating Philippine Savings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Philippine Savings stock have on its future price. Philippine Savings 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, Philippine Savings autocorrelation shows the relationship between Philippine Savings stock current value and its past values and can show if there is a momentum factor associated with investing in Philippine Savings Bank.
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 Philippine Stock
Philippine Savings financial ratios help investors to determine whether Philippine 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 Philippine with respect to the benefits of owning Philippine Savings security.