THE PHILIPPINE's market value is the price at which a share of THE PHILIPPINE trades on a public exchange. It measures the collective expectations of THE PHILIPPINE STOCK investors about its performance. THE PHILIPPINE is enlisted at 6364.69 as of the 8th of August 2025; that is 0.09 percent decrease since the beginning of the trading day. The index's open price was 6370.65. With this module, you can estimate the performance of a buy and hold strategy of THE PHILIPPINE STOCK and determine expected loss or profit from investing in THE PHILIPPINE over a given investment horizon. Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
THE
THE PHILIPPINE '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 THE PHILIPPINE's index 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 THE PHILIPPINE.
0.00
05/10/2025
No Change 0.00
0.0
In 2 months and 31 days
08/08/2025
0.00
If you would invest 0.00 in THE PHILIPPINE on May 10, 2025 and sell it all today you would earn a total of 0.00 from holding THE PHILIPPINE STOCK or generate 0.0% return on investment in THE PHILIPPINE over 90 days.
THE PHILIPPINE 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 THE PHILIPPINE's index 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 THE PHILIPPINE STOCK upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for THE PHILIPPINE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as THE PHILIPPINE's standard deviation. In reality, there are many statistical measures that can use THE PHILIPPINE historical prices to predict the future THE PHILIPPINE's volatility.
THE PHILIPPINE STOCK owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0589, which indicates the index had a -0.0589 % return per unit of volatility over the last 3 months. THE PHILIPPINE STOCK exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and THE PHILIPPINE are completely uncorrelated.
Auto-correlation
-0.03
Very weak reverse predictability
THE PHILIPPINE STOCK has very weak reverse predictability. Overlapping area represents the amount of predictability between THE PHILIPPINE time series from 10th of May 2025 to 24th of June 2025 and 24th of June 2025 to 8th 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 THE PHILIPPINE STOCK price movement. The serial correlation of -0.03 indicates that only 3.0% of current THE PHILIPPINE price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.03
Spearman Rank Test
0.14
Residual Average
0.0
Price Variance
4876.24
THE PHILIPPINE STOCK lagged returns against current returns
Autocorrelation, which is THE PHILIPPINE index'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 THE PHILIPPINE's index expected returns. We can calculate the autocorrelation of THE PHILIPPINE returns to help us make a trade decision. For example, suppose you find that THE PHILIPPINE has exhibited high autocorrelation historically, and you observe that the index 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
THE PHILIPPINE 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 THE PHILIPPINE index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if THE PHILIPPINE index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in THE PHILIPPINE index over time.
Current vs Lagged Prices
Timeline
THE PHILIPPINE Lagged Returns
When evaluating THE PHILIPPINE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of THE PHILIPPINE index have on its future price. THE PHILIPPINE 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, THE PHILIPPINE autocorrelation shows the relationship between THE PHILIPPINE index current value and its past values and can show if there is a momentum factor associated with investing in THE PHILIPPINE STOCK.
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.