Analytics
Risk and behavior metrics from about a year of end-of-day closes: annualized volatility, beta against a reconstructed market benchmark, trailing return, RSI, and how the exchange's sectors move together. Descriptive statistics only, never a forecast, stock pick, or buy/sell signal.
Analytics need a populated history of daily closes, which isn't available yet. Rather than show betas and correlations computed from placeholder data, this page stays empty until real price history is on file.
Delayed / end-of-day data, recomputed by PSEye. Not real-time, not a licensed feed.
Good to know
What each measure on this page means, and what it can and cannot tell you.
Beta measures how much a stock has moved relative to the market as a whole. A beta of 1 means it has tended to move roughly in step with the market, above 1 means it amplified the market's moves in both directions, and below 1 means it dampened them. It describes past sensitivity, not risk in any general sense.
Annualised volatility on the Philippine market commonly runs from the high teens for large stable index names to well over 50% for smaller, thinly traded ones. Volatility is symmetric: it counts sharp rises exactly as heavily as sharp falls, so a high figure marks an unpredictable stock rather than a falling one.
The relative strength index compares the size of recent gains to recent losses on a 0 to 100 scale, with readings above 70 conventionally called overbought and below 30 oversold. Those labels describe how stretched a recent run is, not what happens next: a strong stock can sit above 70 for months.
Correlation shows how closely two sectors' returns have moved together. Owning several stocks from sectors that correlate near 1 gives you far less diversification than the number of holdings suggests, since the same shock hits all of them at once. Low or negative pairs are where holding both actually reduces the swings. Check your own portfolio →
An equal-weighted composite reconstructed from every tracked PSE company's daily closes, not the PSEi itself. The PSEi is 30 capitalisation-weighted stocks, so a beta against it would mostly measure a stock's relationship to a handful of heavyweights rather than to the market.