8990 Holdings (Philippines) Market Value
| HOUSE Stock | 10.32 0.22 2.18% |
| Symbol | 8990 |
8990 Holdings '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 8990 Holdings' 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 8990 Holdings.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in 8990 Holdings on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding 8990 Holdings or generate 0.0% return on investment in 8990 Holdings over 90 days. 8990 Holdings is related to or competes with Ayala Land, Robinsons Land, Filinvest Development, Vista Land, AyalaLand Logistics, and Filinvest Land. More
8990 Holdings 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 8990 Holdings' 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 8990 Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.71 | |||
| Information Ratio | 0.0662 | |||
| Maximum Drawdown | 15.95 | |||
| Value At Risk | (5.42) | |||
| Potential Upside | 6.86 |
8990 Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 8990 Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 8990 Holdings' standard deviation. In reality, there are many statistical measures that can use 8990 Holdings historical prices to predict the future 8990 Holdings' volatility.| Risk Adjusted Performance | 0.1098 | |||
| Jensen Alpha | 0.3696 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0812 | |||
| Treynor Ratio | (3.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 8990 Holdings' 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.
8990 Holdings Backtested Returns
8990 Holdings appears to be somewhat reliable, given 3 months investment horizon. 8990 Holdings retains Efficiency (Sharpe Ratio) of 0.15, which signifies that the company had a 0.15 % return per unit of price deviation over the last 3 months. By evaluating 8990 Holdings' technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please makes use of 8990 Holdings' Standard Deviation of 3.32, coefficient of variation of 908.04, and Market Risk Adjusted Performance of (3.45) to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, 8990 Holdings holds a performance score of 12. The firm owns a Beta (Systematic Risk) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 8990 Holdings are expected to decrease at a much lower rate. During the bear market, 8990 Holdings is likely to outperform the market. Please check 8990 Holdings' coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether 8990 Holdings' current price history will revert.
Auto-correlation | 0.16 |
Very weak predictability
8990 Holdings has very weak predictability. Overlapping area represents the amount of predictability between 8990 Holdings time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 8990 Holdings price movement. The serial correlation of 0.16 indicates that over 16.0% of current 8990 Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
8990 Holdings lagged returns against current returns
Autocorrelation, which is 8990 Holdings 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 8990 Holdings' stock expected returns. We can calculate the autocorrelation of 8990 Holdings returns to help us make a trade decision. For example, suppose you find that 8990 Holdings 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 |
8990 Holdings 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 8990 Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 8990 Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 8990 Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
8990 Holdings Lagged Returns
When evaluating 8990 Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 8990 Holdings stock have on its future price. 8990 Holdings 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, 8990 Holdings autocorrelation shows the relationship between 8990 Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in 8990 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.Additional Tools for 8990 Stock Analysis
When running 8990 Holdings' price analysis, check to measure 8990 Holdings' 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 8990 Holdings is operating at the current time. Most of 8990 Holdings' value examination focuses on studying past and present price action to predict the probability of 8990 Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 8990 Holdings' price. Additionally, you may evaluate how the addition of 8990 Holdings to your portfolios can decrease your overall portfolio volatility.