Jollibee Foods Corp Stock Market Value
| JBFCY Stock | USD 15.73 0.02 0.13% |
| Symbol | Jollibee |
Jollibee Foods '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 Jollibee Foods' pink sheet 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 Jollibee Foods.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in Jollibee Foods on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding Jollibee Foods Corp or generate 0.0% return on investment in Jollibee Foods over 90 days. Jollibee Foods is related to or competes with Jollibee Foods, Domino’s Pizza, Compass Group, Cheesecake Factory, Ayala Corp, BDO Unibank, and Ayala Land. Jollibee Foods Corporation develops, operates, and franchises quick service restaurants More
Jollibee Foods 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 Jollibee Foods' pink sheet 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 Jollibee Foods Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.12 | |||
| Information Ratio | 0.0113 | |||
| Maximum Drawdown | 32.93 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 3.13 |
Jollibee Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jollibee Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jollibee Foods' standard deviation. In reality, there are many statistical measures that can use Jollibee Foods historical prices to predict the future Jollibee Foods' volatility.| Risk Adjusted Performance | 0.0425 | |||
| Jensen Alpha | 0.1573 | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | 0.0068 | |||
| Treynor Ratio | (5.69) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jollibee Foods' 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.
Jollibee Foods Corp Backtested Returns
Jollibee Foods Corp holds Efficiency (Sharpe) Ratio of -0.0604, which attests that the entity had a -0.0604 % return per unit of risk over the last 3 months. Jollibee Foods Corp exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jollibee Foods' Risk Adjusted Performance of 0.0425, downside deviation of 6.12, and Market Risk Adjusted Performance of (5.68) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0271, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jollibee Foods are expected to decrease at a much lower rate. During the bear market, Jollibee Foods is likely to outperform the market. At this point, Jollibee Foods Corp has a negative expected return of -0.16%. Please make sure to check out Jollibee Foods' treynor ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Jollibee Foods Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Jollibee Foods Corp has good predictability. Overlapping area represents the amount of predictability between Jollibee Foods time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th 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 Jollibee Foods Corp price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Jollibee Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 1.02 |
Jollibee Foods Corp lagged returns against current returns
Autocorrelation, which is Jollibee Foods pink sheet'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 Jollibee Foods' pink sheet expected returns. We can calculate the autocorrelation of Jollibee Foods returns to help us make a trade decision. For example, suppose you find that Jollibee Foods has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Jollibee Foods 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 Jollibee Foods pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jollibee Foods pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jollibee Foods pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Jollibee Foods Lagged Returns
When evaluating Jollibee Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jollibee Foods pink sheet have on its future price. Jollibee Foods 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, Jollibee Foods autocorrelation shows the relationship between Jollibee Foods pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Jollibee Foods Corp.
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 Jollibee Pink Sheet Analysis
When running Jollibee Foods' price analysis, check to measure Jollibee Foods' 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 Jollibee Foods is operating at the current time. Most of Jollibee Foods' value examination focuses on studying past and present price action to predict the probability of Jollibee Foods' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jollibee Foods' price. Additionally, you may evaluate how the addition of Jollibee Foods to your portfolios can decrease your overall portfolio volatility.