STN (Philippines) Market Value

STN Stock   2.69  0.01  0.37%   
STN's market value is the price at which a share of STN trades on a public exchange. It measures the collective expectations of STN investors about its performance. STN is trading at 2.69 as of the 28th of July 2025, a 0.37% increase since the beginning of the trading day. The stock's lowest day price was 2.64.
With this module, you can estimate the performance of a buy and hold strategy of STN and determine expected loss or profit from investing in STN over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.
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STN '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 STN'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 STN.
0.00
04/29/2025
No Change 0.00  0.0 
In 2 months and 31 days
07/28/2025
0.00
If you would invest  0.00  in STN on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding STN or generate 0.0% return on investment in STN over 90 days.

STN 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 STN'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 STN upside and downside potential and time the market with a certain degree of confidence.

STN Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for STN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STN's standard deviation. In reality, there are many statistical measures that can use STN historical prices to predict the future STN's volatility.

STN Backtested Returns

STN is dangerous given 3 months investment horizon. STN owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.38% are justified by taking the suggested risk. Use STN risk adjusted performance of 0.0928, and Coefficient Of Variation of 925.18 to evaluate company specific risk that cannot be diversified away. STN holds a performance score of 15 on a scale of zero to a hundred. The entity has a beta of -0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning STN are expected to decrease at a much lower rate. During the bear market, STN is likely to outperform the market. Use STN expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to analyze future returns on STN.

Auto-correlation

    
  0.03  

Virtually no predictability

STN has virtually no predictability. Overlapping area represents the amount of predictability between STN time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 STN price movement. The serial correlation of 0.03 indicates that only 3.0% of current STN price fluctuation can be explain by its past prices.
Correlation Coefficient0.03
Spearman Rank Test-0.21
Residual Average0.0
Price Variance0.07

STN lagged returns against current returns

Autocorrelation, which is STN 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 STN's stock expected returns. We can calculate the autocorrelation of STN returns to help us make a trade decision. For example, suppose you find that STN 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  

STN 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 STN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STN stock over time.
   Current vs Lagged Prices   
       Timeline  

STN Lagged Returns

When evaluating STN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STN stock have on its future price. STN 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, STN autocorrelation shows the relationship between STN stock current value and its past values and can show if there is a momentum factor associated with investing in STN.
   Regressed Prices   
       Timeline  

Also Currently Popular

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.