LBC Express (Philippines) Market Value
| LBC Stock | 10.02 0.48 4.57% |
| Symbol | LBC |
LBC Express '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 LBC Express' 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 LBC Express.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in LBC Express on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding LBC Express Holdings or generate 0.0% return on investment in LBC Express over 30 days. LBC Express is related to or competes with Jollibee Foods, Megawide Construction, Philex Mining, Century Pacific, COL Financial, Philippine Savings, and BDO Unibank. More
LBC Express 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 LBC Express' 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 LBC Express Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 28.76 | |||
| Value At Risk | (11.41) | |||
| Potential Upside | 6.02 |
LBC Express Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LBC Express' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LBC Express' standard deviation. In reality, there are many statistical measures that can use LBC Express historical prices to predict the future LBC Express' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (8.72) |
LBC Express Holdings Backtested Returns
LBC Express Holdings retains Efficiency (Sharpe Ratio) of -0.0178, which conveys that the company had a -0.0178 % return per unit of return volatility over the last 3 months. LBC Express exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LBC Express' Market Risk Adjusted Performance of (8.71), mean deviation of 2.68, and Standard Deviation of 4.8 to check out the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.0198, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LBC Express' returns are expected to increase less than the market. However, during the bear market, the loss of holding LBC Express is expected to be smaller as well. At this point, LBC Express Holdings has a negative expected return of -0.1%. Please make sure to verify LBC Express' standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if LBC Express Holdings performance from the past will be repeated in the future.
Auto-correlation | 0.15 |
Insignificant predictability
LBC Express Holdings has insignificant predictability. Overlapping area represents the amount of predictability between LBC Express time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 LBC Express Holdings price movement. The serial correlation of 0.15 indicates that less than 15.0% of current LBC Express price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
LBC Express Holdings lagged returns against current returns
Autocorrelation, which is LBC Express 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 LBC Express' stock expected returns. We can calculate the autocorrelation of LBC Express returns to help us make a trade decision. For example, suppose you find that LBC Express 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 |
LBC Express 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 LBC Express stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LBC Express stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LBC Express stock over time.
Current vs Lagged Prices |
| Timeline |
LBC Express Lagged Returns
When evaluating LBC Express' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LBC Express stock have on its future price. LBC Express 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, LBC Express autocorrelation shows the relationship between LBC Express stock current value and its past values and can show if there is a momentum factor associated with investing in LBC Express Holdings.
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 LBC Stock
LBC Express financial ratios help investors to determine whether LBC 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 LBC with respect to the benefits of owning LBC Express security.