Manila Broadcasting (Philippines) Market Value
| MBC Stock | 6.10 0.00 0.00% |
| Symbol | Manila |
Manila Broadcasting '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 Broadcasting'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 Broadcasting.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Manila Broadcasting on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Manila Broadcasting Co or generate 0.0% return on investment in Manila Broadcasting over 90 days. Manila Broadcasting is related to or competes with Manila Bulletin, Dizon Copper, GT Capital, Allhome Corp, Jollibee Foods, and Altus Property. More
Manila Broadcasting 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 Broadcasting'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 Broadcasting Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.06 | |||
| Information Ratio | 0.0059 | |||
| Maximum Drawdown | 37.22 | |||
| Value At Risk | (13.77) | |||
| Potential Upside | 15.0 |
Manila Broadcasting Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Manila Broadcasting's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Manila Broadcasting's standard deviation. In reality, there are many statistical measures that can use Manila Broadcasting historical prices to predict the future Manila Broadcasting's volatility.| Risk Adjusted Performance | 0.0324 | |||
| Jensen Alpha | 0.3673 | |||
| Total Risk Alpha | (0.84) | |||
| Sortino Ratio | 0.0043 | |||
| Treynor Ratio | (0.12) |
Manila Broadcasting Backtested Returns
Manila Broadcasting appears to be risky, given 3 months investment horizon. Manila Broadcasting has Sharpe Ratio of 0.0461, which conveys that the firm had a 0.0461 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Manila Broadcasting, which you can use to evaluate the volatility of the firm. Please exercise Manila Broadcasting's Mean Deviation of 4.06, downside deviation of 10.06, and Risk Adjusted Performance of 0.0324 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Manila Broadcasting holds a performance score of 3. The company secures a Beta (Market Risk) of -1.48, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Manila Broadcasting are expected to decrease by larger amounts. On the other hand, during market turmoil, Manila Broadcasting is expected to outperform it. Please check Manila Broadcasting's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Manila Broadcasting's current price movements will revert.
Auto-correlation | 0.12 |
Insignificant predictability
Manila Broadcasting Co has insignificant predictability. Overlapping area represents the amount of predictability between Manila Broadcasting time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Broadcasting price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Manila Broadcasting price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Manila Broadcasting lagged returns against current returns
Autocorrelation, which is Manila Broadcasting 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 Broadcasting's stock expected returns. We can calculate the autocorrelation of Manila Broadcasting returns to help us make a trade decision. For example, suppose you find that Manila Broadcasting 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 Broadcasting 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 Broadcasting stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Manila Broadcasting stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Manila Broadcasting stock over time.
Current vs Lagged Prices |
| Timeline |
Manila Broadcasting Lagged Returns
When evaluating Manila Broadcasting's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Manila Broadcasting stock have on its future price. Manila Broadcasting 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 Broadcasting autocorrelation shows the relationship between Manila Broadcasting stock current value and its past values and can show if there is a momentum factor associated with investing in Manila Broadcasting Co.
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 Broadcasting 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 Broadcasting security.