Impulsora Del (Mexico) Market Value
| IDEALB-1 | MXN 38.70 0.00 0.00% |
| Symbol | Impulsora |
Impulsora Del '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 Impulsora Del'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 Impulsora Del.
| 11/25/2024 |
| 12/25/2024 |
If you would invest 0.00 in Impulsora Del on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Impulsora del Desarrollo or generate 0.0% return on investment in Impulsora Del over 30 days. Impulsora Del is related to or competes with Grupo Mexicano, Prudential Financial, Travelers Companies, FibraHotel, Grupo KUO, and Credicorp. Impulsora del Desarrollo y el Empleo en Amrica Latina, S.A.B More
Impulsora Del 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 Impulsora Del'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 Impulsora del Desarrollo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 1.44 |
Impulsora Del Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Impulsora Del's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Impulsora Del's standard deviation. In reality, there are many statistical measures that can use Impulsora Del historical prices to predict the future Impulsora Del's volatility.| Risk Adjusted Performance | 0.0634 | |||
| Total Risk Alpha | 0.0041 |
Impulsora del Desarrollo Backtested Returns
We have found thirteen technical indicators for Impulsora del Desarrollo, which you can use to evaluate the volatility of the firm. Please check out Impulsora Del's Variance of 0.0315, risk adjusted performance of 0.0634, and Mean Deviation of 0.043 to validate if the risk estimate we provide is consistent with the expected return of 0.0%. The company retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Impulsora Del are completely uncorrelated. Impulsora del Desarrollo right now retains a risk of 0.0%. Please check out Impulsora Del standard deviation, as well as the relationship between the skewness and day median price , to decide if Impulsora Del will be following its current trending patterns.
Auto-correlation | 1.00 |
Perfect predictability
Impulsora del Desarrollo has perfect predictability. Overlapping area represents the amount of predictability between Impulsora Del 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 Impulsora del Desarrollo price movement. The serial correlation of 1.0 indicates that 100.0% of current Impulsora Del price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Impulsora del Desarrollo lagged returns against current returns
Autocorrelation, which is Impulsora Del 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 Impulsora Del's stock expected returns. We can calculate the autocorrelation of Impulsora Del returns to help us make a trade decision. For example, suppose you find that Impulsora Del 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 |
Impulsora Del 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 Impulsora Del stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Impulsora Del stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Impulsora Del stock over time.
Current vs Lagged Prices |
| Timeline |
Impulsora Del Lagged Returns
When evaluating Impulsora Del's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Impulsora Del stock have on its future price. Impulsora Del 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, Impulsora Del autocorrelation shows the relationship between Impulsora Del stock current value and its past values and can show if there is a momentum factor associated with investing in Impulsora del Desarrollo.
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 Impulsora Stock
Impulsora Del financial ratios help investors to determine whether Impulsora 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 Impulsora with respect to the benefits of owning Impulsora Del security.