Pldt Inc Adr Stock Market Value
| PHI Stock | USD 25.63 0.36 1.39% |
| Symbol | PLDT |
PLDT Inc ADR Price To Book Ratio
Is PLDT's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of PLDT. If investors know PLDT will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about PLDT listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.09 | Dividend Share 95 | Earnings Share 2.2 | Revenue Per Share 984.999 | Quarterly Revenue Growth 0.036 |
The market value of PLDT Inc ADR is measured differently than its book value, which is the value of PLDT that is recorded on the company's balance sheet. Investors also form their own opinion of PLDT's value that differs from its market value or its book value, called intrinsic value, which is PLDT's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because PLDT's market value can be influenced by many factors that don't directly affect PLDT's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between PLDT's value and its price as these two are different measures arrived at by different means. Investors typically determine if PLDT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PLDT's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
PLDT '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 PLDT'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 PLDT.
| 02/20/2024 |
| 05/20/2024 |
If you would invest 0.00 in PLDT on February 20, 2024 and sell it all today you would earn a total of 0.00 from holding PLDT Inc ADR or generate 0.0% return on investment in PLDT over 90 days. PLDT is related to or competes with HUMANA, Barloworld, Morningstar Unconstrained, High Yield, Ennis, and Prudential Day. PLDT Inc. provides telecommunications and digital services in the Philippines More
PLDT 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 PLDT'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 PLDT Inc ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.0576 | |||
| Maximum Drawdown | 21.4 | |||
| Value At Risk | (2.95) | |||
| Potential Upside | 2.18 |
PLDT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PLDT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PLDT's standard deviation. In reality, there are many statistical measures that can use PLDT historical prices to predict the future PLDT's volatility.| Risk Adjusted Performance | 0.0645 | |||
| Jensen Alpha | 0.1668 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0866 | |||
| Treynor Ratio | 0.3096 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PLDT's 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.
PLDT Inc ADR Backtested Returns
PLDT appears to be very steady, given 3 months investment horizon. PLDT Inc ADR maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for PLDT Inc ADR, which you can use to evaluate the volatility of the company. Please evaluate PLDT's Mean Deviation of 1.3, semi deviation of 1.44, and Risk Adjusted Performance of 0.0645 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PLDT holds a performance score of 8. The company holds a Beta of 0.76, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PLDT's returns are expected to increase less than the market. However, during the bear market, the loss of holding PLDT is expected to be smaller as well. Please check PLDT's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether PLDT's historical price patterns will revert.
Auto-correlation | 0.38 |
Below average predictability
PLDT Inc ADR has below average predictability. Overlapping area represents the amount of predictability between PLDT time series from 20th of February 2024 to 5th of April 2024 and 5th of April 2024 to 20th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PLDT Inc ADR price movement. The serial correlation of 0.38 indicates that just about 38.0% of current PLDT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
PLDT Inc ADR lagged returns against current returns
Autocorrelation, which is PLDT 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 PLDT's stock expected returns. We can calculate the autocorrelation of PLDT returns to help us make a trade decision. For example, suppose you find that PLDT 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 |
PLDT 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 PLDT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PLDT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PLDT stock over time.
Current vs Lagged Prices |
| Timeline |
PLDT Lagged Returns
When evaluating PLDT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PLDT stock have on its future price. PLDT 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, PLDT autocorrelation shows the relationship between PLDT stock current value and its past values and can show if there is a momentum factor associated with investing in PLDT Inc ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether PLDT Inc ADR offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of PLDT's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Pldt Inc Adr Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Pldt Inc Adr Stock:Check out PLDT Correlation, PLDT Volatility and PLDT Alpha and Beta module to complement your research on PLDT. Note that the PLDT Inc ADR information on this page should be used as a complementary analysis to other PLDT's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for PLDT Stock analysis
When running PLDT's price analysis, check to measure PLDT'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 PLDT is operating at the current time. Most of PLDT's value examination focuses on studying past and present price action to predict the probability of PLDT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PLDT's price. Additionally, you may evaluate how the addition of PLDT to your portfolios can decrease your overall portfolio volatility.
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PLDT technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.