Manila Bulletin (Philippines) Market Value
| MB Stock | 0.20 0.01 5.26% |
| Symbol | Manila |
Manila Bulletin '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 Manila Bulletin'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 Manila Bulletin.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Manila Bulletin on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Manila Bulletin Publishing or generate 0.0% return on investment in Manila Bulletin over 90 days. Manila Bulletin is related to or competes with SM Investments, Converge Information, Semirara Mining, Philex Mining, Crown Asia, and Robinsons Retail. More
Manila Bulletin 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 Manila Bulletin'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 Manila Bulletin Publishing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.05 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 39.05 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 11.11 |
Manila Bulletin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Manila Bulletin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Manila Bulletin's standard deviation. In reality, there are many statistical measures that can use Manila Bulletin historical prices to predict the future Manila Bulletin's volatility.| Risk Adjusted Performance | 0.0114 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (1.00) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0316 |
Manila Bulletin Publ Backtested Returns
At this point, Manila Bulletin is out of control. Manila Bulletin Publ has Sharpe Ratio of 0.022, which conveys that the firm had a 0.022 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Manila Bulletin, which you can use to evaluate the volatility of the firm. Please verify Manila Bulletin's Mean Deviation of 4.45, downside deviation of 8.05, and Risk Adjusted Performance of 0.0114 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. Manila Bulletin has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Manila Bulletin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Manila Bulletin is expected to be smaller as well. Manila Bulletin Publ right now secures a risk of 4.63%. Please verify Manila Bulletin Publishing maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to decide if Manila Bulletin Publishing will be following its current price movements.
Auto-correlation | 0.33 |
Below average predictability
Manila Bulletin Publishing has below average predictability. Overlapping area represents the amount of predictability between Manila Bulletin 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 Manila Bulletin Publ price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Manila Bulletin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Manila Bulletin Publ lagged returns against current returns
Autocorrelation, which is Manila Bulletin 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 Manila Bulletin's stock expected returns. We can calculate the autocorrelation of Manila Bulletin returns to help us make a trade decision. For example, suppose you find that Manila Bulletin 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 |
Manila Bulletin 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 Manila Bulletin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Manila Bulletin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Manila Bulletin stock over time.
Current vs Lagged Prices |
| Timeline |
Manila Bulletin Lagged Returns
When evaluating Manila Bulletin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Manila Bulletin stock have on its future price. Manila Bulletin 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, Manila Bulletin autocorrelation shows the relationship between Manila Bulletin stock current value and its past values and can show if there is a momentum factor associated with investing in Manila Bulletin Publishing.
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 Manila Stock
Manila Bulletin financial ratios help investors to determine whether Manila 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 Manila with respect to the benefits of owning Manila Bulletin security.