Grupo Aeroportuario Del Stock Market Value
| PAC Stock | USD 186.87 3.42 1.86% |
| Symbol | Grupo |
Grupo Aeroportuario del Price To Book Ratio
Is Transportation Infrastructure space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Grupo Aeroportuario. If investors know Grupo will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Grupo Aeroportuario listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.20) | Earnings Share 8.45 | Revenue Per Share 3.4586 | Quarterly Revenue Growth 0.114 | Return On Assets 0.1241 |
The market value of Grupo Aeroportuario del is measured differently than its book value, which is the value of Grupo that is recorded on the company's balance sheet. Investors also form their own opinion of Grupo Aeroportuario's value that differs from its market value or its book value, called intrinsic value, which is Grupo Aeroportuario's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Grupo Aeroportuario's market value can be influenced by many factors that don't directly affect Grupo Aeroportuario's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Grupo Aeroportuario's value and its price as these two are different measures arrived at by different means. Investors typically determine if Grupo Aeroportuario is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grupo Aeroportuario'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.
Grupo Aeroportuario '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 Grupo Aeroportuario'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 Grupo Aeroportuario.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Grupo Aeroportuario on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Grupo Aeroportuario del or generate 0.0% return on investment in Grupo Aeroportuario over 180 days. Grupo Aeroportuario is related to or competes with Grupo Aeroportuario, Corporacion America, AerSale Corp, Flughafen Zürich, Grupo Aeroportuario, Aeroports, and Airports. Grupo Aeroportuario del Pacfico, S.A.B. de C.V., together with its subsidiaries, manages, operates, and develops airport... More
Grupo Aeroportuario 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 Grupo Aeroportuario'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 Grupo Aeroportuario del upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0768 | |||
| Maximum Drawdown | 13.22 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 4.41 |
Grupo Aeroportuario Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Aeroportuario's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Aeroportuario's standard deviation. In reality, there are many statistical measures that can use Grupo Aeroportuario historical prices to predict the future Grupo Aeroportuario's volatility.| Risk Adjusted Performance | 0.111 | |||
| Jensen Alpha | 0.2311 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0922 | |||
| Treynor Ratio | 0.7008 |
Grupo Aeroportuario del Backtested Returns
At this point, Grupo Aeroportuario is very steady. Grupo Aeroportuario del holds Efficiency (Sharpe) Ratio of 0.0535, which attests that the entity had a 0.0535% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Grupo Aeroportuario del, which you can use to evaluate the volatility of the firm. Please check out Grupo Aeroportuario's Risk Adjusted Performance of 0.111, market risk adjusted performance of 0.7108, and Downside Deviation of 1.75 to validate if the risk estimate we provide is consistent with the expected return of 0.094%. Grupo Aeroportuario has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Grupo Aeroportuario's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Aeroportuario is expected to be smaller as well. Grupo Aeroportuario del right now retains a risk of 1.76%. Please check out Grupo Aeroportuario value at risk, kurtosis, market facilitation index, as well as the relationship between the semi variance and rate of daily change , to decide if Grupo Aeroportuario will be following its current trending patterns.
Auto-correlation | 0.37 |
Below average predictability
Grupo Aeroportuario del has below average predictability. Overlapping area represents the amount of predictability between Grupo Aeroportuario time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th of November 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 Grupo Aeroportuario del price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Grupo Aeroportuario price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 30.02 |
Grupo Aeroportuario del lagged returns against current returns
Autocorrelation, which is Grupo Aeroportuario 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 Grupo Aeroportuario's stock expected returns. We can calculate the autocorrelation of Grupo Aeroportuario returns to help us make a trade decision. For example, suppose you find that Grupo Aeroportuario 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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Grupo Aeroportuario 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 Grupo Aeroportuario stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Aeroportuario stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Aeroportuario stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Aeroportuario Lagged Returns
When evaluating Grupo Aeroportuario's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Aeroportuario stock have on its future price. Grupo Aeroportuario 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, Grupo Aeroportuario autocorrelation shows the relationship between Grupo Aeroportuario stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Aeroportuario del.
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.When determining whether Grupo Aeroportuario del offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Grupo Aeroportuario's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Grupo Aeroportuario Del Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Grupo Aeroportuario Del Stock:Check out Grupo Aeroportuario Correlation, Grupo Aeroportuario Volatility and Grupo Aeroportuario Alpha and Beta module to complement your research on Grupo Aeroportuario. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Grupo Aeroportuario technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.