drbubb Posted October 29, 2020 Report Share Posted October 29, 2020 PHL "PAIRS Trading"* ... Monitoring two stocks with similar fundamentals, with the aim of owning the cheaper one, and maybe switching when it is favorable to do so SCC/ Semirara vs DMC.. 10d: Ytd / SCC:10.30 / DMC:4.40= r2.34. (-17.9% under Ave): ye'19: 22.00/6.61=r3.33, H: 23.90/8.41=r2.84, L: 8.30/3.10=r2.68 :ave.r-2.95 Ytd : +PSEI // SCC:10.30 / DMC:4.40= r2.34. LPZ/ Lopez vs ABS .. 10d: Ytd / LPZ :2.58 / ABS:11.32= r22.8%. (- 8.4% under Ave): ye'19: 3.71/15.80=r23.5%, H: 4.38/24.85=r17.6%, L: 2.23/6.66=r33.5% :ave.r-24.9% Ytd : +PSEI // LPZ :2.58 / ABS:11.32= r22.8% TFHI/ Top Frontier vs SMC .. 10d: Ytd / TFHI :124.0 / SMC:101.0= r122.8%. (- 13.8% under Ave): ye'19: 214./164.=r130.5%, H: 230./174.=r132.2%, L: 117./72.5=r161.4% :ave.r-141.4% Ytd : +PSEI // TFHI :124.0 / SMC:101.0= r122.8% JFC/ Jollibee vs MCD/ McDonalds .. 10d: Ytd / JFC :172.5 / McD:214.7= r80.3% (- 21.1% under Ave): ye'19: 216./198.2=r130.5%, H: 235./231.9=r101.3%, L: 91.1/124.2=r73.3% :ave.r-101.7% Ytd : +PSEI // JFC :172.5 / McD:214.7= r80.3% == * Pairs trade A pairs trade or pair trading is a market neutral trading strategy enabling traders to profit from virtually any market conditions: uptrend, downtrend, or sideways movement. This strategy is categorized as a statistical arbitrage and convergence trading strategy. Wikipedia Link to comment Share on other sites More sharing options...
drbubb Posted October 29, 2020 Author Report Share Posted October 29, 2020 I got these comments on a Viber chat: + Your posts are not ignored: (but sometimes) we are all left scratching our heads + Unbelievable trades Some of the charts may look complicated, but if you look at them on a laptop, the will be easier to see, and the cross market idea of laying charts on top of each other is a really powerful way of sizing up historical discrepancies in prices The JFC versus MCD trade,... I targeted about 3-4 weeks ago. And it was one were it was possible to go long the JFC side in PHL, and short MCD by buying US-traded puts, and that would be a more conventional pairs trade: Going Long the cheap side, and Short the expensive side. After the 25% move in just 10 days, I would recommend some profit-taking, by maybe closing 1/3 to 1/2 the position Link to comment Share on other sites More sharing options...
drbubb Posted January 27, 2023 Author Report Share Posted January 27, 2023 SAN MIGUEL vs. TFHI, TLT From Feb.2020: +FB+Gsmi: 5yr: 2yr: 1yr: 10d Stock: Price : BkVal. Pr/BV: PER : Yield : L-Range-H : SMC : P95.00: 137.3 : 69.2%: N/A : 1.47%: 92.10- 112.5 TFHI : P95.25: 484.7: 19.7 %: N/A : 0.00%: 92.00-125.9 FB. : P47.00: 15.81 : 297.%: 13.4: 3.96%: 34.10- 70.20 GSMI: 115.00: 41.03: 280.%: 7.49: 4.78%: 96.00- 119.0 ==== Link to comment Share on other sites More sharing options...
drbubb Posted May 30, 2023 Author Report Share Posted May 30, 2023 Fierce rise in PLC (& PLUS), leaves BEL behind PLC vs. BEL... since 2020: Oct.22: 10d/. PLC: 0.56, BEL: 1.16 we saw it coming... Oct.22: PLUS also had a surge ... to: new High of 3.69: FLIP /. Yr.Range: 1.28 to 3.69 === Link to comment Share on other sites More sharing options...
drbubb Posted May 30, 2023 Author Report Share Posted May 30, 2023 APX vs PX ... from Nov'22: w/BC : apx-2.60 -0.15, px-2.65, bc-4.45 Link to comment Share on other sites More sharing options...
webmaster Posted May 7, 2024 Report Share Posted May 7, 2024 TFHI (85.0) /SMC (103.0)= 85%, BV: P305, 75.77, PER: na, na, Yield: na, 1.36% / PSEI: 6,619 =1.3%, 1.55% === Link to comment Share on other sites More sharing options...
webmaster Posted June 27, 2024 Report Share Posted June 27, 2024 TFHI (77.05) / SMC (101.5) = 76.2% : 6.27.24 6.27: (77.05) / SMC (101.5) = 76.2% : === Link to comment Share on other sites More sharing options...
webmaster Posted July 5, 2024 Report Share Posted July 5, 2024 PAIRS Trading, Ayala Group > BUY AC ( <P600, July 2024) AC (P568), psei-6493, 11.4x vs.: ALI (29.25, 5.15%), AReit (34.85, 6.14%) AC (P568), psei-6493, 11.4x vs.: ALI (29.25, 5.15%), AReit (34.85, 6.14%) on 7.05.24 < AC is relatively cheap! AC (P568), psei-6493, 11.4x ==== : AC : PSEI , Mult.: ALI, x% : Areit, x% : ye’20: 827: 7,140, 8.63x: 40.9, 4.9%. 29.4, 3.6% midYr: 800: 6902, 8.63x: 36.1 , 4.5%. 36.4, 4.6% ye’21: 871: 7335, 8.42x: 35.7, 4.1%. 49.0, 5.6% midYr: 600: 6155, 10.3x: 25.5, 4.3%. 34.9, 5.8% ye’22: 695: 6566, 9.45x: 30.8, 4.4%. 35.4, 5.1% midYr: 626: 6468, 10.3x: 24.3, 3.9%. 34.7, 5.5% ye’23: 705: 6519, 9.25x: 34.4, 4.9%. 33.3, 4.7% midYr: 582: 6412, 11.0x: 28.5, 4.9%. 34.5, 5.9% Aver.: 714: 6677, 9.52x 32.0 4.49, 35.96 5.1% Aver Jul05: 568: 6493, 11.4x : 29.3, 5.2%: 34.9, 6.1% < AC is cheap! Seasonal: YrEnd 775: 6890, 8.94x: 35.45 4.58, 36.78 4.75 yrE MidYr 714: 6677, 9.52x: 32.03 4.49, 35.96 5.10 Ave my/yE 84% 93.8% === 81% === 96% === Link to comment Share on other sites More sharing options...
webmaster Posted November 19, 2024 Report Share Posted November 19, 2024 ALI vs. AREIT, pairs trade? AR. near YrH ALI (29.40; Y:1.69%) / AREIT (39.70; Y:5.84%) = Ratio: 74.0%: (R,AL.: 26.25 to 38.95), R.AR: 28.20 to 40.50) Link to comment Share on other sites More sharing options...
webmaster Posted November 28, 2024 Report Share Posted November 28, 2024 TFHI (62.15) / SMC (87.90) = 70.7% ... Psei (6,660) .. Tf... PER: x, Y:0% (R: 60.00 to 114.80) .. 10d: 2024: SMC (87.90) === === Link to comment Share on other sites More sharing options...
webmaster Posted December 1, 2024 Report Share Posted December 1, 2024 PSEI (6,614) from Beg.2000 (2,143) : +208%. High Points, Low Points Date: Yr PSEI : SPY : GLD : Gold : PHP : PhAu: Ps/oz.: Pct. : TNX >>> 2015 yrE 6,952: 203.9: 101.5: 1,060: 47.23 50.59k 0.138: 91.4%: 2.27% 10.44 04.10.15H 8,127: 210.0: 116.0: 1,210: 44.55 53.90k 0.151: 100%: 1.95% 10.43 01.29.18H 9,059: 284.7: 127.4: 1,355: 51.41 69.66k 0.130 86.1%: 2.70% 10.64 10.07.24H 7,555: 567.8: 244.2: 2,643: 56.81 150.1k 0.050 33.3% 4.03% 10.82 03.19.20L 4,623 240.5: 138.0: 1.477: 51.57 76.17k 0.061 40.2% 1.12% 10.70 06.21.24L 6,158: 5445: 214.8: 2,321: 58.87 136.6k 0.045 29.8% 4.26% 10.80 11.29.24: 6,614: 602.6: 245.6: 2,681: 58.64 157.2k: 0.042 27.8% 4.18% 10.92 ==== % Versus FTSE - PSEI gives up the price advantage, it gained in 2012 PSEI (6,614) / FTSE (8,287): Gap +1673/ = 79.8%: Year Ends === : PSEI : FTSE = Pt.gap: Pct. : SPY : GLD : Gold : PHP : PhAu: Ps/oz.: Au/gld 1999: 2,143: 6,930 = +4787: 30.9%: 146.9: 29.0e: 290.3: 37.17: 10.79k: 0.173.: 2000: 1,495: 6,222 = +4727: 24.0%: 131.2: ??? : 272.7: 49.90 13.61k: 0.182 : 2005: 2,096: 5,619 = +3523: 37.3%: 124.5: 51.58: 513.0: 53.61 27.50k 0.076 : 2009: 3,053: ???? = + ????: ??? : ??? : ??? : 1,088: 46.42 50.58k 0.060 : 2010: 4,201 : 5,900 = +1699: 71.2%: 125.8: 138.7: 1,406: 43.95 61.77k 0.068 : 2011: 4,337 : 5,572 = +1235: 77.8%: 125.5: 152.0: 1,531: 43.65 66.83k 0.065 : 2012: 5,813 : 5,898 = + 85: 98.6%: 142.4: 162.0: 1,658: 41.01 67.97k 0.086 : 2013: 5,890: 6,749 = + 859: 87.3%: 184.7: 116.1: 1,205: 44.10 53.12k 0.111 : 2014: 7,230: 6,566 = - 664: 110.0%: 205.5: 113.6: 1,206: 44.69 53.90k 0.134 : 2015: 6,952: 6,242 = - 710: 111.4%: 203.9: 101.5: 1,069: 47.23 50.59k 0.138 : 2016: 6,841 : 7,143 = - 302: 95.8%: 223.5: 109.6: 1,146: 49.82 57.09k 0.120 : 2017: 8,558 : 7,688 = - 870: 111.3%: 266.9: 123.7: 1,291: 52.11 77.40k: 0.101 > 10.44 : 2018: 7,466 : 6,728 = - 738: 111.0%: 249.9: 121.3: 1,279: 52.77 67.49k: 0.111 > 10.54 : 2019: 7,815 : 7,542 = -1355: 103.6% 321.9: 142.9: 1,523 50.72 77.25k: 0.101 > 10.66 : 2020: 7,140 : 6,460 = - 680: 110.5% 373.9: 178.4 1,895 48.01 90.98k 0.078 > 10.62 : 2021: 7,335 : 7,385 = + 50: 99.3%: 475.0: 171.0: 1,829 51.00 93.28k 0.079 > 10.70 : 2022: 6,566 : 7,452 = +886: 88.1%: 382.4: 169.6: 1,824 55.68 101.6k: 0.065 > 10.75 : 2023: 6,450 : 7,733 = +1283: 83.4%: 475.3: 191.2: 2,063 55.40 114.3k: 0.056 > 10.79 : 11’24: 6,614 : 8,287 = +1673: 79.8%: 602.6: 245.6: 2,681: 58.64 157.2k: 0.042 > 10.94 : vs.’00: : : === : PSEI : FTSE = Pt.gap: Pct. : SPY : GLD : Gold : PHP : PhAu: Ps/oz.: PSEI-to-FTSE RATIO: 11’.29'2024 : 6,614 : 8,287 = +1673: 79.8%: === Link to comment Share on other sites More sharing options...
webmaster Posted December 10, 2024 Report Share Posted December 10, 2024 TFHI (63.00) / SMC (87.35) = 72.1%. GAP: 14.35 pts. Psei (6,648) .. PER: n/a. Yield: n/a. (R: 60.00 to 105.00) TFHI etc: xx Link to comment Share on other sites More sharing options...
webmaster Posted January 6 Report Share Posted January 6 LOPEZ Group: ROCK (xx) / LPZ (x) = xx%, ABN: xx xx Link to comment Share on other sites More sharing options...
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