Corporacin Actinver (Mexico) Market Value
| ACTINVRB | MXN 17.40 0.10 0.57% |
| Symbol | Corporacin |
Corporacin Actinver '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 Corporacin Actinver'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 Corporacin Actinver.
| 09/26/2024 |
| 12/25/2024 |
If you would invest 0.00 in Corporacin Actinver on September 26, 2024 and sell it all today you would earn a total of 0.00 from holding Corporacin Actinver S or generate 0.0% return on investment in Corporacin Actinver over 90 days. Corporacin Actinver is related to or competes with Samsung Electronics, Taiwan Semiconductor, JPMorgan Chase, Bank of America, HSBC Holdings, and Citigroup. V., through its subsidiaries, provides treasury and investment banking services for businesses or civil corporations in ... More
Corporacin Actinver 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 Corporacin Actinver'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 Corporacin Actinver S upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.0471 | |||
| Maximum Drawdown | 8.09 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.37 |
Corporacin Actinver Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Corporacin Actinver's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Corporacin Actinver's standard deviation. In reality, there are many statistical measures that can use Corporacin Actinver historical prices to predict the future Corporacin Actinver's volatility.| Risk Adjusted Performance | 0.0664 | |||
| Jensen Alpha | 0.1053 | |||
| Total Risk Alpha | 0.0401 | |||
| Sortino Ratio | 0.039 | |||
| Treynor Ratio | (3.87) |
Corporacin Actinver Backtested Returns
Currently, Corporacin Actinver S is very steady. Corporacin Actinver secures Sharpe Ratio (or Efficiency) of 0.0837, which signifies that the company had a 0.0837% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Corporacin Actinver S, which you can use to evaluate the volatility of the firm. Please confirm Corporacin Actinver's Mean Deviation of 0.9574, downside deviation of 1.79, and Risk Adjusted Performance of 0.0664 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Corporacin Actinver has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.027, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Corporacin Actinver are expected to decrease at a much lower rate. During the bear market, Corporacin Actinver is likely to outperform the market. Corporacin Actinver right now shows a risk of 1.52%. Please confirm Corporacin Actinver expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Corporacin Actinver will be following its price patterns.
Auto-correlation | 0.38 |
Below average predictability
Corporacin Actinver S has below average predictability. Overlapping area represents the amount of predictability between Corporacin Actinver time series from 26th of September 2024 to 10th of November 2024 and 10th of November 2024 to 25th of December 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 Corporacin Actinver price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Corporacin Actinver price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Corporacin Actinver lagged returns against current returns
Autocorrelation, which is Corporacin Actinver 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 Corporacin Actinver's stock expected returns. We can calculate the autocorrelation of Corporacin Actinver returns to help us make a trade decision. For example, suppose you find that Corporacin Actinver 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 |
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Corporacin Actinver 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 Corporacin Actinver stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Corporacin Actinver stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Corporacin Actinver stock over time.
Current vs Lagged Prices |
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Corporacin Actinver Lagged Returns
When evaluating Corporacin Actinver's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Corporacin Actinver stock have on its future price. Corporacin Actinver 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, Corporacin Actinver autocorrelation shows the relationship between Corporacin Actinver stock current value and its past values and can show if there is a momentum factor associated with investing in Corporacin Actinver S.
Regressed Prices |
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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.Additional Tools for Corporacin Stock Analysis
When running Corporacin Actinver's price analysis, check to measure Corporacin Actinver'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 Corporacin Actinver is operating at the current time. Most of Corporacin Actinver's value examination focuses on studying past and present price action to predict the probability of Corporacin Actinver's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Corporacin Actinver's price. Additionally, you may evaluate how the addition of Corporacin Actinver to your portfolios can decrease your overall portfolio volatility.