BDO Unibank (Philippines) Market Value
| BDO Stock | 137.60 3.90 2.76% |
| Symbol | BDO |
BDO Unibank '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 BDO Unibank'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 BDO Unibank.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in BDO Unibank on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding BDO Unibank or generate 0.0% return on investment in BDO Unibank over 30 days. BDO Unibank is related to or competes with Concepcion Industrial, House Of, Atlas Consolidated, Philippine Savings, Apex Mining, Transpacific Broadband, and Philex Mining. More
BDO Unibank 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 BDO Unibank'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 BDO Unibank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 10.65 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 3.58 |
BDO Unibank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BDO Unibank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BDO Unibank's standard deviation. In reality, there are many statistical measures that can use BDO Unibank historical prices to predict the future BDO Unibank's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | (33.79) |
BDO Unibank Backtested Returns
BDO Unibank secures Sharpe Ratio (or Efficiency) of -0.0593, which signifies that the company had a -0.0593 % return per unit of risk over the last 3 months. BDO Unibank exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BDO Unibank's risk adjusted performance of (0.08), and Mean Deviation of 1.59 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.007, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BDO Unibank's returns are expected to increase less than the market. However, during the bear market, the loss of holding BDO Unibank is expected to be smaller as well. At this point, BDO Unibank has a negative expected return of -0.13%. Please make sure to confirm BDO Unibank's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if BDO Unibank performance from the past will be repeated in the future.
Auto-correlation | 0.48 |
Average predictability
BDO Unibank has average predictability. Overlapping area represents the amount of predictability between BDO Unibank time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st 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 BDO Unibank price movement. The serial correlation of 0.48 indicates that about 48.0% of current BDO Unibank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 10.21 |
BDO Unibank lagged returns against current returns
Autocorrelation, which is BDO Unibank 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 BDO Unibank's stock expected returns. We can calculate the autocorrelation of BDO Unibank returns to help us make a trade decision. For example, suppose you find that BDO Unibank 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 |
BDO Unibank 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 BDO Unibank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BDO Unibank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BDO Unibank stock over time.
Current vs Lagged Prices |
| Timeline |
BDO Unibank Lagged Returns
When evaluating BDO Unibank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BDO Unibank stock have on its future price. BDO Unibank 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, BDO Unibank autocorrelation shows the relationship between BDO Unibank stock current value and its past values and can show if there is a momentum factor associated with investing in BDO Unibank.
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 BDO Stock
BDO Unibank financial ratios help investors to determine whether BDO 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 BDO with respect to the benefits of owning BDO Unibank security.