Analytics
Across 40 PSE-listed stocks with enough price history, the median annualized volatility is 31.5%, using closes through 2026-09-09. Volatility, beta, trailing return and relative strength are computed by PSEye from end-of-day PSE closes.
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.
Volatility is the standard deviation of daily log returns, annualized by √252 (trading days/year), as a percent.
Betais cov(stock, benchmark) / var(benchmark) on daily returns. The benchmark (“PSEye Composite”) is reconstructed from the 60largest constituents' own closes, market-cap-weighted: a proxy, not the official float-adjusted PSEi. A beta near 1 means the stock tends to move with the market; above 1, more sharply; below 1, more mildly; below 0, opposite.
RSIis Wilder's 14-day Relative Strength Index (0–100; ≤30 oversold, ≥70 overbought). Correlationis the Pearson correlation of two sectors' equal-weighted daily returns.
How closely each pair of PSE sectors' daily returns move together over the window. 1.00 = move in lockstep, 0 = unrelated, negative = tend to move opposite. Diversifying across weakly-correlated sectors is the classic way to cut portfolio swings.
| Financials | Holding | Industrial | Mining/Oil | Property | Services | |
|---|---|---|---|---|---|---|
| Financials | 1.00 | 0.51 | 0.51 | 0.31 | 0.40 | 0.37 |
| Holding | 0.51 | 1.00 | 0.62 | 0.38 | 0.47 | 0.40 |
| Industrial | 0.51 | 0.62 | 1.00 | 0.38 | 0.41 | 0.39 |
| Mining/Oil | 0.31 | 0.38 | 0.38 | 1.00 | 0.29 | 0.21 |
| Property | 0.40 | 0.47 | 0.41 | 0.29 | 1.00 | 0.33 |
| Services | 0.37 | 0.40 | 0.39 | 0.21 | 0.33 | 1.00 |
The 40 largest stocks by market cap with enough price history.
| Stock | Price | Today | 1Y | Volatility | Beta | RSI |
|---|---|---|---|---|---|---|
| ICTInternational Container Terminal Services, Inc. | ₱985.00 | +1.0% | +101.9% | 39.0% | 1.65 | 55 |
| SMSM Investments Corporation | ₱539.50 | -2.7% | -26.6% | 25.3% | 0.94 | 35 |
| BDOBDO Unibank, Inc. | ₱118.40 | -0.4% | -12.1% | 37.1% | 1.61 | 42 |
| BPIBank of the Philippine Islands | ₱103.40 | -0.6% | -8.0% | 35.2% | 1.43 | 49 |
| MERManila Electric Company | ₱482.40 | -0.5% | -9.3% | 29.0% | 0.56 | 48 |
| SMPHSM Prime Holdings, Inc. | ₱17.86 | -1.3% | -21.6% | 32.2% | 1.22 | 47 |
| APAboitiz Power Corporation | ₱45.15 | +0.3% | +6.1% | 26.0% | 0.34 | 53 |
| ACAyala Corporation | ₱480.40 | -2.2% | -9.8% | 34.5% | 1.33 | 47 |
| MBTMetropolitan Bank & Trust Company | ₱64.35 | -0.5% | -7.6% | 26.6% | 0.78 | 38 |
| VLCVillar Land Holdings Corp. | N/A | N/A | N/A | 180.1% | 3.66 | 52 |
| FBSan Miguel Food and Beverage, Inc. | ₱46.50 | +0.0% | -13.7% | 14.1% | 0.22 | 26 |
| TELPLDT Inc. | ₱1,129.00 | -1.4% | -1.2% | 23.6% | 0.54 | 42 |
| EMIEmperador Inc. | ₱15.24 | -0.4% | -6.1% | 19.1% | 0.12 | 47 |
| GLOGlobe Telecom, Inc. | ₱1,621.00 | -0.7% | +8.3% | 25.3% | 0.54 | 40 |
| ALIAyala Land, Inc. | ₱14.68 | -0.4% | -47.4% | 38.9% | 1.21 | 42 |
| AEVAboitiz Equity Ventures, Inc. | ₱37.00 | +1.1% | +25.8% | 33.3% | 0.75 | 49 |
| JFCJollibee Foods Corporation | ₱149.50 | -2.2% | -34.1% | 36.5% | 1.13 | 50 |
| LTGLT Group, Inc. | ₱15.20 | +1.5% | +6.8% | 22.9% | 0.53 | 50 |
| AREITAREIT, Inc. | ₱37.00 | -0.8% | -16.6% | 22.6% | 0.42 | 50 |
| JGSJG Summit Holdings, Inc. | ₱19.70 | -1.8% | -15.8% | 37.5% | 0.94 | 31 |
| SMCSan Miguel Corporation | ₱62.00 | +0.1% | +1.6% | 29.8% | 0.36 | 33 |
| CBCChina Banking Corporation | ₱52.50 | -1.5% | -20.4% | 25.7% | 0.30 | 46 |
| RCRRL Commercial REIT, Inc. | ₱6.75 | +0.0% | -16.0% | 25.3% | 0.44 | 31 |
| MYNLDMaynilad Water Services, Inc. | ₱18.52 | -0.9% | N/A | 29.2% | 0.60 | 49 |
| SGPSynergy Grid & Development Phils., Inc. | ₱24.85 | +0.6% | +64.7% | 49.4% | 1.01 | 34 |
| URCUniversal Robina Corporation | ₱59.20 | +0.8% | -27.5% | 31.0% | 1.00 | 38 |
| MONDEMonde Nissin Corporation | ₱6.91 | +0.7% | -2.7% | 30.0% | 0.75 | 44 |
| PNBPhilippine National Bank | ₱78.25 | +2.1% | +41.6% | 33.8% | 0.86 | 72 |
| PGOLDPuregold Price Club, Inc. | ₱40.10 | -0.5% | -2.3% | 33.0% | 0.75 | 48 |
| CNPFCentury Pacific Food, Inc. | ₱31.75 | +0.2% | -13.6% | 39.4% | 1.17 | 45 |
| APXApex Mining Co., Inc. | ₱18.38 | +5.0% | +158.9% | 61.9% | 1.36 | 67 |
| DMCDMCI Holdings, Inc. | ₱8.23 | +3.3% | -25.9% | 31.4% | 0.50 | 58 |
| GTCAPGT Capital Holdings, Inc. | ₱462.20 | -3.5% | -30.6% | 30.4% | 0.71 | 43 |
| ACENACEN CORPORATION | ₱2.57 | -0.4% | +16.2% | 41.0% | 0.59 | 30 |
| MWCManila Water Company, Inc. | ₱35.85 | -0.7% | -14.0% | 31.6% | 0.73 | 58 |
| FGENFirst Gen Corporation | ₱27.15 | +4.2% | +57.6% | 48.1% | 0.88 | 55 |
| PTCPhilippine Trust Company | N/A | N/A | N/A | 149.1% | -0.20 | 45 |
| OGPOceanaGold (Philippines), Inc. | ₱39.20 | +3.2% | +90.0% | 49.8% | 1.12 | 65 |
| RLCRobinsons Land Corporation | ₱17.12 | +0.0% | +17.0% | 28.3% | 0.67 | 49 |
| PALPAL Holdings, Inc. | ₱2.91 | -3.6% | -24.5% | 30.0% | -0.06 | 78 |
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.