Bolsa Mexicana (Mexico) Market Value

BOLSAA Stock  MXN 33.65  0.01  0.03%   
Bolsa Mexicana's market value is the price at which a share of Bolsa Mexicana trades on a public exchange. It measures the collective expectations of Bolsa Mexicana de investors about its performance. Bolsa Mexicana is trading at 33.65 as of the 25th of December 2024, a 0.03 percent up since the beginning of the trading day. The stock's open price was 33.64.
With this module, you can estimate the performance of a buy and hold strategy of Bolsa Mexicana de and determine expected loss or profit from investing in Bolsa Mexicana over a given investment horizon. Check out Bolsa Mexicana Correlation, Bolsa Mexicana Volatility and Bolsa Mexicana Alpha and Beta module to complement your research on Bolsa Mexicana.
Symbol

Please note, there is a significant difference between Bolsa Mexicana's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bolsa Mexicana is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bolsa Mexicana'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.

Bolsa Mexicana '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 Bolsa Mexicana'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 Bolsa Mexicana.
0.00
11/25/2024
No Change 0.00  0.0 
In 30 days
12/25/2024
0.00
If you would invest  0.00  in Bolsa Mexicana on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Bolsa Mexicana de or generate 0.0% return on investment in Bolsa Mexicana over 30 days. Bolsa Mexicana is related to or competes with Samsung Electronics, Taiwan Semiconductor, JPMorgan Chase, Bank of America, HSBC Holdings, and Citigroup. Bolsa Mexicana de Valores, S.A.B. de C.V More

Bolsa Mexicana 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 Bolsa Mexicana'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 Bolsa Mexicana de upside and downside potential and time the market with a certain degree of confidence.

Bolsa Mexicana Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bolsa Mexicana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bolsa Mexicana's standard deviation. In reality, there are many statistical measures that can use Bolsa Mexicana historical prices to predict the future Bolsa Mexicana's volatility.
Hype
Prediction
LowEstimatedHigh
31.6533.6535.65
Details
Intrinsic
Valuation
LowRealHigh
31.4733.4735.47
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Bolsa Mexicana. Your research has to be compared to or analyzed against Bolsa Mexicana's peers to derive any actionable benefits. When done correctly, Bolsa Mexicana's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Bolsa Mexicana de.

Bolsa Mexicana de Backtested Returns

At this point, Bolsa Mexicana is very steady. Bolsa Mexicana de secures Sharpe Ratio (or Efficiency) of 0.0388, which signifies that the company had a 0.0388% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bolsa Mexicana de, which you can use to evaluate the volatility of the firm. Please confirm Bolsa Mexicana's Risk Adjusted Performance of 0.0542, downside deviation of 1.87, and Mean Deviation of 1.36 to double-check if the risk estimate we provide is consistent with the expected return of 0.0775%. Bolsa Mexicana has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0546, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bolsa Mexicana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bolsa Mexicana is expected to be smaller as well. Bolsa Mexicana de right now shows a risk of 2.0%. Please confirm Bolsa Mexicana de jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Bolsa Mexicana de will be following its price patterns.

Auto-correlation

    
  -0.46  

Modest reverse predictability

Bolsa Mexicana de has modest reverse predictability. Overlapping area represents the amount of predictability between Bolsa Mexicana time series from 25th of November 2024 to 10th of December 2024 and 10th of December 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 Bolsa Mexicana de price movement. The serial correlation of -0.46 indicates that about 46.0% of current Bolsa Mexicana price fluctuation can be explain by its past prices.
Correlation Coefficient-0.46
Spearman Rank Test-0.07
Residual Average0.0
Price Variance0.26

Bolsa Mexicana de lagged returns against current returns

Autocorrelation, which is Bolsa Mexicana 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 Bolsa Mexicana's stock expected returns. We can calculate the autocorrelation of Bolsa Mexicana returns to help us make a trade decision. For example, suppose you find that Bolsa Mexicana 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  

Bolsa Mexicana 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 Bolsa Mexicana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bolsa Mexicana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bolsa Mexicana stock over time.
   Current vs Lagged Prices   
       Timeline  

Bolsa Mexicana Lagged Returns

When evaluating Bolsa Mexicana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bolsa Mexicana stock have on its future price. Bolsa Mexicana 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, Bolsa Mexicana autocorrelation shows the relationship between Bolsa Mexicana stock current value and its past values and can show if there is a momentum factor associated with investing in Bolsa Mexicana de.
   Regressed Prices   
       Timeline  

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.

Other Information on Investing in Bolsa Stock

Bolsa Mexicana financial ratios help investors to determine whether Bolsa Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Bolsa with respect to the benefits of owning Bolsa Mexicana security.