Victorias Milling (Philippines) Market Value
| VMC Stock | 2.02 0.02 1.00% |
| Symbol | Victorias |
Victorias Milling '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 Victorias Milling'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 Victorias Milling.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Victorias Milling on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Victorias Milling or generate 0.0% return on investment in Victorias Milling over 30 days. Victorias Milling is related to or competes with Sun Life, COL Financial, Robinsons Retail, Philex Mining, Alliance Select, Metro Retail, and Transpacific Broadband. More
Victorias Milling 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 Victorias Milling'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 Victorias Milling upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.53 | |||
| Information Ratio | 0.0883 | |||
| Maximum Drawdown | 30.98 | |||
| Value At Risk | (5.66) | |||
| Potential Upside | 6.63 |
Victorias Milling Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victorias Milling's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victorias Milling's standard deviation. In reality, there are many statistical measures that can use Victorias Milling historical prices to predict the future Victorias Milling's volatility.| Risk Adjusted Performance | 0.098 | |||
| Jensen Alpha | 0.4716 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0892 | |||
| Treynor Ratio | 1.19 |
Victorias Milling Backtested Returns
Victorias Milling appears to be dangerous, given 3 months investment horizon. Victorias Milling owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. By inspecting Victorias Milling's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please review Victorias Milling's Semi Deviation of 2.59, risk adjusted performance of 0.098, and Coefficient Of Variation of 855.41 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Victorias Milling holds a performance score of 10. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Victorias Milling's returns are expected to increase less than the market. However, during the bear market, the loss of holding Victorias Milling is expected to be smaller as well. Please check Victorias Milling's standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Victorias Milling's existing price patterns will revert.
Auto-correlation | 1.00 |
Perfect predictability
Victorias Milling has perfect predictability. Overlapping area represents the amount of predictability between Victorias Milling time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Victorias Milling price movement. The serial correlation of 1.0 indicates that 100.0% of current Victorias Milling price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Victorias Milling lagged returns against current returns
Autocorrelation, which is Victorias Milling 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 Victorias Milling's stock expected returns. We can calculate the autocorrelation of Victorias Milling returns to help us make a trade decision. For example, suppose you find that Victorias Milling 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 |
Victorias Milling 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 Victorias Milling stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victorias Milling stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victorias Milling stock over time.
Current vs Lagged Prices |
| Timeline |
Victorias Milling Lagged Returns
When evaluating Victorias Milling's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victorias Milling stock have on its future price. Victorias Milling 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, Victorias Milling autocorrelation shows the relationship between Victorias Milling stock current value and its past values and can show if there is a momentum factor associated with investing in Victorias Milling.
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 Victorias Stock
Victorias Milling financial ratios help investors to determine whether Victorias 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 Victorias with respect to the benefits of owning Victorias Milling security.