San Miguel (Philippines) Price on November 21, 2024
| SMC Stock | 88.00 0.05 0.06% |
If you're considering investing in San Stock, it is important to understand the factors that can impact its price. As of today, the current price of San Miguel stands at 88.00, as last reported on the 11th of December 2024, with the highest price reaching 88.00 and the lowest price hitting 86.95 during the day. San Miguel Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0831, which indicates the firm had a -0.0831% return per unit of risk over the last 3 months. San Miguel Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate San Miguel's Risk Adjusted Performance of (0.06), coefficient of variation of (1,114), and Variance of 1.57 to confirm the risk estimate we provide.
San Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
San |
Sharpe Ratio = -0.0831
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SMC |
Estimated Market Risk
| 1.27 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average San Miguel is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of San Miguel by adding San Miguel to a well-diversified portfolio.
San Miguel Valuation on November 21, 2024
It is possible to determine the worth of San Miguel on a given historical date. On November 21, 2024 San was worth 87.8 at the beginning of the trading date compared to the closed value of 88.0. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of San Miguel stock. Still, in general, we apply an absolute valuation method to find San Miguel's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of San Miguel where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against San Miguel's related companies.
| Open | High | Low | Close | Volume | |
| 88.40 | 88.40 | 86.65 | 87.65 | 158,870 | |
11/21/2024 | 87.80 | 88.00 | 86.10 | 88.00 | 98,940 |
| 88.00 | 88.00 | 87.00 | 88.00 | 92,900 |
| Backtest San Miguel | | | San Miguel History | Previous | Next |
San Miguel Trading Date Momentum on November 21, 2024
| On November 22 2024 San Miguel Corp was traded for 88.00 at the closing time. The highest price during the trading period was 88.00 and the lowest recorded bid was listed for 87.00 . The volume for the day was 92.9 K. This history from November 22, 2024 did not result in any price rise and fall. The trading price change to the current price is 0.00% . |
Price Boundaries
San Miguel Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
San Miguel Corp cannot be verified against its exchange. Please verify the symbol is currently traded on Philippine Stock Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
San Miguel December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how San Miguel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading San Miguel shares will generate the highest return on investment. By undertsting and applying San Miguel stock market strength indicators, traders can identify San Miguel Corp entry and exit signals to maximize returns
San Miguel Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for San Miguel's price direction in advance. Along with the technical and fundamental analysis of San Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of San to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (15.32) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for San Stock analysis
When running San Miguel's price analysis, check to measure San Miguel'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 San Miguel is operating at the current time. Most of San Miguel's value examination focuses on studying past and present price action to predict the probability of San Miguel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move San Miguel's price. Additionally, you may evaluate how the addition of San Miguel to your portfolios can decrease your overall portfolio volatility.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |