ACPB4 (Philippines) Market Value
| ACPB4 Stock | 2,000 2.00 0.1% |
| Symbol | ACPB4 |
ACPB4 '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 ACPB4'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 ACPB4.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in ACPB4 on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding ACPB4 or generate 0.0% return on investment in ACPB4 over 90 days.
ACPB4 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 ACPB4'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 ACPB4 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 3.45 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.39 |
ACPB4 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACPB4's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ACPB4's standard deviation. In reality, there are many statistical measures that can use ACPB4 historical prices to predict the future ACPB4's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.84) |
ACPB4 Backtested Returns
ACPB4 secures Sharpe Ratio (or Efficiency) of -0.0925, which signifies that the company had a -0.0925 % return per unit of risk over the last 3 months. ACPB4 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ACPB4's Variance of 0.6253, coefficient of variation of (1,081), and Mean Deviation of 0.5251 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0989, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ACPB4's returns are expected to increase less than the market. However, during the bear market, the loss of holding ACPB4 is expected to be smaller as well. At this point, ACPB4 has a negative expected return of -0.0731%. Please make sure to confirm ACPB4's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if ACPB4 performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
ACPB4 has no correlation between past and present. Overlapping area represents the amount of predictability between ACPB4 time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th of August 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 ACPB4 price movement. The serial correlation of 0.0 indicates that just 0.0% of current ACPB4 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 126.0 |
ACPB4 lagged returns against current returns
Autocorrelation, which is ACPB4 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 ACPB4's stock expected returns. We can calculate the autocorrelation of ACPB4 returns to help us make a trade decision. For example, suppose you find that ACPB4 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 |
ACPB4 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 ACPB4 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ACPB4 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ACPB4 stock over time.
Current vs Lagged Prices |
| Timeline |
ACPB4 Lagged Returns
When evaluating ACPB4's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ACPB4 stock have on its future price. ACPB4 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, ACPB4 autocorrelation shows the relationship between ACPB4 stock current value and its past values and can show if there is a momentum factor associated with investing in ACPB4.
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 ACPB4 Stock Analysis
When running ACPB4's price analysis, check to measure ACPB4'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 ACPB4 is operating at the current time. Most of ACPB4's value examination focuses on studying past and present price action to predict the probability of ACPB4's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ACPB4's price. Additionally, you may evaluate how the addition of ACPB4 to your portfolios can decrease your overall portfolio volatility.