Citicore Energy (Philippines) Market Value
| CREIT Stock | 3.66 0.01 0.27% |
| Symbol | Citicore |
Citicore Energy '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 Citicore Energy'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 Citicore Energy.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Citicore Energy on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Citicore Energy REIT or generate 0.0% return on investment in Citicore Energy over 90 days. Citicore Energy is related to or competes with Bank of the, Jollibee Foods, Top Frontier, Security Bank, SM Investments, Union Bank, and Philippine Savings. More
Citicore Energy 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 Citicore Energy'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 Citicore Energy REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8079 | |||
| Information Ratio | 0.1787 | |||
| Maximum Drawdown | 5.64 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.74 |
Citicore Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citicore Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citicore Energy's standard deviation. In reality, there are many statistical measures that can use Citicore Energy historical prices to predict the future Citicore Energy's volatility.| Risk Adjusted Performance | 0.3126 | |||
| Jensen Alpha | 0.3001 | |||
| Total Risk Alpha | 0.1656 | |||
| Sortino Ratio | 0.199 | |||
| Treynor Ratio | (4.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Citicore Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Citicore Energy REIT Backtested Returns
Citicore Energy appears to be somewhat reliable, given 3 months investment horizon. Citicore Energy REIT secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Citicore Energy REIT, which you can use to evaluate the volatility of the firm. Please makes use of Citicore Energy's Downside Deviation of 0.8079, risk adjusted performance of 0.3126, and Mean Deviation of 0.6489 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Citicore Energy holds a performance score of 21. The firm shows a Beta (market volatility) of -0.0651, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Citicore Energy are expected to decrease at a much lower rate. During the bear market, Citicore Energy is likely to outperform the market. Please check Citicore Energy's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Citicore Energy's price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Citicore Energy REIT has good predictability. Overlapping area represents the amount of predictability between Citicore Energy time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 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 Citicore Energy REIT price movement. The serial correlation of 0.79 indicates that around 79.0% of current Citicore Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Citicore Energy REIT lagged returns against current returns
Autocorrelation, which is Citicore Energy 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 Citicore Energy's stock expected returns. We can calculate the autocorrelation of Citicore Energy returns to help us make a trade decision. For example, suppose you find that Citicore Energy 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 |
Citicore Energy 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 Citicore Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citicore Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citicore Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Citicore Energy Lagged Returns
When evaluating Citicore Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citicore Energy stock have on its future price. Citicore Energy 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, Citicore Energy autocorrelation shows the relationship between Citicore Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Citicore Energy REIT.
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.Additional Tools for Citicore Stock Analysis
When running Citicore Energy's price analysis, check to measure Citicore Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Citicore Energy is operating at the current time. Most of Citicore Energy's value examination focuses on studying past and present price action to predict the probability of Citicore Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Citicore Energy's price. Additionally, you may evaluate how the addition of Citicore Energy to your portfolios can decrease your overall portfolio volatility.