Prime Media (Philippines) Market Value
| PRIM Stock | 1.70 0.02 1.19% |
| Symbol | Prime |
Prime Media '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 Prime Media'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 Prime Media.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in Prime Media on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding Prime Media Holdings or generate 0.0% return on investment in Prime Media over 90 days. Prime Media is related to or competes with Jollibee Foods, Union Bank, Asia United, House Of, Sun Life, BDO Unibank, and Converge Information. More
Prime Media 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 Prime Media'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 Prime Media Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.09 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 27.07 | |||
| Value At Risk | (7.24) | |||
| Potential Upside | 5.77 |
Prime Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prime Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prime Media's standard deviation. In reality, there are many statistical measures that can use Prime Media historical prices to predict the future Prime Media's volatility.| Risk Adjusted Performance | 0.0231 | |||
| Jensen Alpha | 0.0454 | |||
| Total Risk Alpha | (0.50) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2213 |
Prime Media Holdings Backtested Returns
Currently, Prime Media Holdings is dangerous. Prime Media Holdings maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Prime Media Holdings, which you can use to evaluate the volatility of the company. Please check Prime Media's Risk Adjusted Performance of 0.0231, semi deviation of 3.49, and Coefficient Of Variation of 5325.49 to confirm if the risk estimate we provide is consistent with the expected return of 0.0251%. The company holds a Beta of 0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Prime Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Prime Media is expected to be smaller as well. Prime Media Holdings right now holds a risk of 4.86%. Please check Prime Media Holdings coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Prime Media Holdings will be following its historical price patterns.
Auto-correlation | -0.57 |
Good reverse predictability
Prime Media Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Prime Media time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th 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 Prime Media Holdings price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Prime Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Prime Media Holdings lagged returns against current returns
Autocorrelation, which is Prime Media 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 Prime Media's stock expected returns. We can calculate the autocorrelation of Prime Media returns to help us make a trade decision. For example, suppose you find that Prime Media 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 |
Prime Media 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 Prime Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prime Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prime Media stock over time.
Current vs Lagged Prices |
| Timeline |
Prime Media Lagged Returns
When evaluating Prime Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prime Media stock have on its future price. Prime Media 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, Prime Media autocorrelation shows the relationship between Prime Media stock current value and its past values and can show if there is a momentum factor associated with investing in Prime Media Holdings.
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 Prime Stock Analysis
When running Prime Media's price analysis, check to measure Prime Media'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 Prime Media is operating at the current time. Most of Prime Media's value examination focuses on studying past and present price action to predict the probability of Prime Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Prime Media's price. Additionally, you may evaluate how the addition of Prime Media to your portfolios can decrease your overall portfolio volatility.