Swift Foods (Philippines) Market Value
| SFI Stock | 0.06 0 3.77% |
| Symbol | Swift |
Swift Foods '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 Swift Foods' 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 Swift Foods.
| 08/05/2023 |
| 11/27/2024 |
If you would invest 0.00 in Swift Foods on August 5, 2023 and sell it all today you would earn a total of 0.00 from holding Swift Foods or generate 0.0% return on investment in Swift Foods over 480 days. Swift Foods is related to or competes with Integrated Micro, Semirara Mining, Robinsons Retail, Philex Mining, Premiere Entertainment, Top Frontier, and Jollibee Foods. More
Swift Foods 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 Swift Foods' 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 Swift Foods upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 34.2 | |||
| Value At Risk | (6.78) | |||
| Potential Upside | 6.0 |
Swift Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swift Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swift Foods' standard deviation. In reality, there are many statistical measures that can use Swift Foods historical prices to predict the future Swift Foods' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.86) | |||
| Treynor Ratio | (0.26) |
Swift Foods Backtested Returns
At this point, Swift Foods is out of control. Swift Foods owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0089, which indicates the firm had a 0.0089% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Swift Foods, which you can use to evaluate the volatility of the company. Please validate Swift Foods' Risk Adjusted Performance of (0.02), coefficient of variation of (3,193), and Variance of 20.12 to confirm if the risk estimate we provide is consistent with the expected return of 0.0418%. The entity has a beta of 0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Swift Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Swift Foods is expected to be smaller as well. Swift Foods right now has a risk of 4.69%. Please validate Swift Foods treynor ratio and the relationship between the skewness and price action indicator , to decide if Swift Foods will be following its existing price patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Swift Foods has poor reverse predictability. Overlapping area represents the amount of predictability between Swift Foods time series from 5th of August 2023 to 1st of April 2024 and 1st of April 2024 to 27th of November 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 Swift Foods price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Swift Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Swift Foods lagged returns against current returns
Autocorrelation, which is Swift Foods 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 Swift Foods' stock expected returns. We can calculate the autocorrelation of Swift Foods returns to help us make a trade decision. For example, suppose you find that Swift Foods 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 |
Swift Foods 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 Swift Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swift Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swift Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Swift Foods Lagged Returns
When evaluating Swift Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swift Foods stock have on its future price. Swift Foods 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, Swift Foods autocorrelation shows the relationship between Swift Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Swift Foods.
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.Other Information on Investing in Swift Stock
Swift Foods financial ratios help investors to determine whether Swift 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 Swift with respect to the benefits of owning Swift Foods security.