THE PHILIPPINE (Philippines) Performance
| PSEI Index | 6,614 24.69 0.37% |
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and THE PHILIPPINE are completely uncorrelated.
THE PHILIPPINE Relative Risk vs. Return Landscape
If you would invest 692,341 in THE PHILIPPINE STOCK on September 1, 2024 and sell it today you would lose (30,956) from holding THE PHILIPPINE STOCK or give up 4.47% of portfolio value over 90 days. THE PHILIPPINE STOCK is generating negative expected returns and assumes 1.1253% volatility on return distribution over the 90 days horizon. Simply put, 10% of indexs are less volatile than THE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
THE PHILIPPINE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for THE PHILIPPINE's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as THE PHILIPPINE STOCK, and traders can use it to determine the average amount a THE PHILIPPINE's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.058
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PSEI |
Estimated Market Risk
| 1.13 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average THE PHILIPPINE is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of THE PHILIPPINE by adding THE PHILIPPINE to a well-diversified portfolio.
| THE PHILIPPINE STOCK generated a negative expected return over the last 90 days |