Phi Group Stock Market Value
| PHIL Stock | USD 0.0001 0.0001 50.00% |
| Symbol | PHI |
PHI '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 PHI's 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 PHI.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in PHI on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding PHI Group or generate 0.0% return on investment in PHI over 90 days. Philux Global Group Inc. provides merger and acquisition advisory, consulting, project financing, and capital market ser... More
PHI 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 PHI's 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 PHI Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 53.03 | |||
| Information Ratio | 0.1311 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
PHI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PHI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PHI's standard deviation. In reality, there are many statistical measures that can use PHI historical prices to predict the future PHI's volatility.| Risk Adjusted Performance | 0.1354 | |||
| Jensen Alpha | 4.84 | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | 0.0972 | |||
| Treynor Ratio | 1.59 |
PHI Group Backtested Returns
PHI is out of control given 3 months investment horizon. PHI Group maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14 % return per unit of volatility over the last 3 months. We were able to collect and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 5.74% are justified by taking the suggested risk. Use PHI risk adjusted performance of 0.1354, and Semi Deviation of 19.73 to evaluate company specific risk that cannot be diversified away. PHI holds a performance score of 11 on a scale of zero to a hundred. The company holds a Beta of 3.33, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, PHI will likely underperform. Use PHI sortino ratio and the relationship between the downside variance and price action indicator , to analyze future returns on PHI.
Auto-correlation | 0.17 |
Very weak predictability
PHI Group has very weak predictability. Overlapping area represents the amount of predictability between PHI 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 PHI Group price movement. The serial correlation of 0.17 indicates that over 17.0% of current PHI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PHI Group lagged returns against current returns
Autocorrelation, which is PHI 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 PHI's pink sheet expected returns. We can calculate the autocorrelation of PHI returns to help us make a trade decision. For example, suppose you find that PHI 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 |
PHI 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 PHI pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PHI pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PHI pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PHI Lagged Returns
When evaluating PHI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PHI pink sheet have on its future price. PHI 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, PHI autocorrelation shows the relationship between PHI pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PHI Group.
Regressed Prices |
| Timeline |
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PHI financial ratios help investors to determine whether PHI Pink Sheet 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 PHI with respect to the benefits of owning PHI security.