Top Frontier (Philippines) Market Value
| TFHI Stock | 64.00 4.00 6.67% |
| Symbol | Top |
Top Frontier '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 Top Frontier'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 Top Frontier.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Top Frontier on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Top Frontier Investment or generate 0.0% return on investment in Top Frontier over 90 days. Top Frontier is related to or competes with Philex Mining, STI Education, Semirara Mining, Atlas Consolidated, and SM Investments. More
Top Frontier 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 Top Frontier'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 Top Frontier Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.02 | |||
| Information Ratio | 0.0581 | |||
| Maximum Drawdown | 14.02 | |||
| Value At Risk | (6.24) | |||
| Potential Upside | 6.67 |
Top Frontier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Top Frontier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Top Frontier's standard deviation. In reality, there are many statistical measures that can use Top Frontier historical prices to predict the future Top Frontier's volatility.| Risk Adjusted Performance | 0.0336 | |||
| Jensen Alpha | 0.1583 | |||
| Total Risk Alpha | 0.5362 | |||
| Sortino Ratio | 0.0508 | |||
| Treynor Ratio | 0.1653 |
Top Frontier Investment Backtested Returns
Currently, Top Frontier Investment is very steady. Top Frontier Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Top Frontier Investment, which you can use to evaluate the volatility of the company. Please validate Top Frontier's Semi Deviation of 2.99, coefficient of variation of 3341.56, and Risk Adjusted Performance of 0.0336 to confirm if the risk estimate we provide is consistent with the expected return of 0.0013%. The entity has a beta of 0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Top Frontier's returns are expected to increase less than the market. However, during the bear market, the loss of holding Top Frontier is expected to be smaller as well. Top Frontier Investment right now has a risk of 3.42%. Please validate Top Frontier sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Top Frontier will be following its existing price patterns.
Auto-correlation | 0.15 |
Insignificant predictability
Top Frontier Investment has insignificant predictability. Overlapping area represents the amount of predictability between Top Frontier 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 Top Frontier Investment price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Top Frontier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 1.47 |
Top Frontier Investment lagged returns against current returns
Autocorrelation, which is Top Frontier 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 Top Frontier's stock expected returns. We can calculate the autocorrelation of Top Frontier returns to help us make a trade decision. For example, suppose you find that Top Frontier 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 |
Top Frontier 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 Top Frontier stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Top Frontier stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Top Frontier stock over time.
Current vs Lagged Prices |
| Timeline |
Top Frontier Lagged Returns
When evaluating Top Frontier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Top Frontier stock have on its future price. Top Frontier 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, Top Frontier autocorrelation shows the relationship between Top Frontier stock current value and its past values and can show if there is a momentum factor associated with investing in Top Frontier Investment.
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 Top Stock Analysis
When running Top Frontier's price analysis, check to measure Top Frontier'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 Top Frontier is operating at the current time. Most of Top Frontier's value examination focuses on studying past and present price action to predict the probability of Top Frontier's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Top Frontier's price. Additionally, you may evaluate how the addition of Top Frontier to your portfolios can decrease your overall portfolio volatility.