Cebu Landmasters (Philippines) Market Value
| CLI Stock | 2.69 0.10 3.58% |
| Symbol | Cebu |
Cebu Landmasters '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 Cebu Landmasters' 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 Cebu Landmasters.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Cebu Landmasters on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding Cebu Landmasters or generate 0.0% return on investment in Cebu Landmasters over 90 days. Cebu Landmasters is related to or competes with Rizal Commercial, Philex Mining, Globe Telecom, BDO Unibank, Integrated Micro, and Apex Mining. More
Cebu Landmasters 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 Cebu Landmasters' 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 Cebu Landmasters upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.38 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 3.38 |
Cebu Landmasters Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cebu Landmasters' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cebu Landmasters' standard deviation. In reality, there are many statistical measures that can use Cebu Landmasters historical prices to predict the future Cebu Landmasters' volatility.| Risk Adjusted Performance | 0.0366 | |||
| Jensen Alpha | 0.1165 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.11) |
Cebu Landmasters Backtested Returns
At this point, Cebu Landmasters is moderately volatile. Cebu Landmasters secures Sharpe Ratio (or Efficiency) of 0.0378, which signifies that the company had a 0.0378% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Cebu Landmasters, which you can use to evaluate the volatility of the firm. Please confirm Cebu Landmasters' risk adjusted performance of 0.0366, and Mean Deviation of 1.04 to double-check if the risk estimate we provide is consistent with the expected return of 0.0579%. Cebu Landmasters has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cebu Landmasters are expected to decrease at a much lower rate. During the bear market, Cebu Landmasters is likely to outperform the market. Cebu Landmasters right now shows a risk of 1.53%. Please confirm Cebu Landmasters semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to decide if Cebu Landmasters will be following its price patterns.
Auto-correlation | -0.59 |
Good reverse predictability
Cebu Landmasters has good reverse predictability. Overlapping area represents the amount of predictability between Cebu Landmasters time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cebu Landmasters price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Cebu Landmasters price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cebu Landmasters lagged returns against current returns
Autocorrelation, which is Cebu Landmasters 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 Cebu Landmasters' stock expected returns. We can calculate the autocorrelation of Cebu Landmasters returns to help us make a trade decision. For example, suppose you find that Cebu Landmasters 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 |
Cebu Landmasters 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 Cebu Landmasters stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cebu Landmasters stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cebu Landmasters stock over time.
Current vs Lagged Prices |
| Timeline |
Cebu Landmasters Lagged Returns
When evaluating Cebu Landmasters' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cebu Landmasters stock have on its future price. Cebu Landmasters 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, Cebu Landmasters autocorrelation shows the relationship between Cebu Landmasters stock current value and its past values and can show if there is a momentum factor associated with investing in Cebu Landmasters.
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 Cebu Stock
Cebu Landmasters financial ratios help investors to determine whether Cebu 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 Cebu with respect to the benefits of owning Cebu Landmasters security.