Philippine Seven's market value is the price at which a share of Philippine Seven trades on a public exchange. It measures the collective expectations of Philippine Seven Corp investors about its performance. Philippine Seven is selling for under 70.20 as of the 6th of January 2025; that is 0.74% increase since the beginning of the trading day. The stock's lowest day price was 68.3. With this module, you can estimate the performance of a buy and hold strategy of Philippine Seven Corp and determine expected loss or profit from investing in Philippine Seven over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Philippine
Philippine Seven '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 Seven's 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 Seven.
0.00
12/07/2024
No Change 0.00
0.0
In 31 days
01/06/2025
0.00
If you would invest 0.00 in Philippine Seven on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding Philippine Seven Corp or generate 0.0% return on investment in Philippine Seven over 30 days.
Philippine Seven 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 Seven's 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 Seven Corp upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Philippine Seven's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Philippine Seven's standard deviation. In reality, there are many statistical measures that can use Philippine Seven historical prices to predict the future Philippine Seven's volatility.
Philippine Seven Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.021, which implies the firm had a -0.021% return per unit of risk over the last 3 months. Philippine Seven Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Philippine Seven's Variance of 3.93, coefficient of variation of (4,768), and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The company holds a Beta of 0.71, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Philippine Seven's returns are expected to increase less than the market. However, during the bear market, the loss of holding Philippine Seven is expected to be smaller as well. At this point, Philippine Seven Corp has a negative expected return of -0.0416%. Please make sure to check Philippine Seven's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Philippine Seven Corp performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.06
Very weak reverse predictability
Philippine Seven Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Philippine Seven time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th 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 Philippine Seven Corp price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Philippine Seven price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.06
Spearman Rank Test
0.71
Residual Average
0.0
Price Variance
0.14
Philippine Seven Corp lagged returns against current returns
Autocorrelation, which is Philippine Seven 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 Seven's stock expected returns. We can calculate the autocorrelation of Philippine Seven returns to help us make a trade decision. For example, suppose you find that Philippine Seven 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 Seven 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 Seven stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Philippine Seven stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Philippine Seven stock over time.
Current vs Lagged Prices
Timeline
Philippine Seven Lagged Returns
When evaluating Philippine Seven's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Philippine Seven stock have on its future price. Philippine Seven 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 Seven autocorrelation shows the relationship between Philippine Seven stock current value and its past values and can show if there is a momentum factor associated with investing in Philippine Seven 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.
When running Philippine Seven's price analysis, check to measure Philippine Seven's 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 Philippine Seven is operating at the current time. Most of Philippine Seven's value examination focuses on studying past and present price action to predict the probability of Philippine Seven's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Philippine Seven's price. Additionally, you may evaluate how the addition of Philippine Seven to your portfolios can decrease your overall portfolio volatility.