Grupo Supervielle Sa Stock Market Value
| SUPV Stock | USD 13.03 0.87 7.15% |
| Symbol | Grupo |
Grupo Supervielle Price To Book Ratio
Is Diversified Banks 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 Supervielle. 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 Supervielle 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 (0.26) | Earnings Share 1.09 | Revenue Per Share 6 K | Quarterly Revenue Growth (0.06) | Return On Assets 0.0449 |
The market value of Grupo Supervielle 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 Supervielle's value that differs from its market value or its book value, called intrinsic value, which is Grupo Supervielle'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 Supervielle's market value can be influenced by many factors that don't directly affect Grupo Supervielle'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 Supervielle's value and its price as these two are different measures arrived at by different means. Investors typically determine if Grupo Supervielle is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grupo Supervielle'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 Supervielle '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 Supervielle'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 Supervielle.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Grupo Supervielle on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Grupo Supervielle SA or generate 0.0% return on investment in Grupo Supervielle over 360 days. Grupo Supervielle is related to or competes with Grupo Financiero, BBVA Banco, Itau Unibanco, Banco Bradesco, Banco Macro, Banco Bradesco, and Grupo Aval. Grupo Supervielle S.A., a financial services holding company, provides various banking products and services in Argentin... More
Grupo Supervielle 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 Supervielle'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 Supervielle SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | 0.2402 | |||
| Maximum Drawdown | 15.94 | |||
| Value At Risk | (4.22) | |||
| Potential Upside | 5.93 |
Grupo Supervielle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Supervielle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Supervielle's standard deviation. In reality, there are many statistical measures that can use Grupo Supervielle historical prices to predict the future Grupo Supervielle's volatility.| Risk Adjusted Performance | 0.2098 | |||
| Jensen Alpha | 0.826 | |||
| Total Risk Alpha | 0.3716 | |||
| Sortino Ratio | 0.2829 | |||
| Treynor Ratio | 2.24 |
Grupo Supervielle Backtested Returns
Grupo Supervielle appears to be moderately volatile, given 3 months investment horizon. Grupo Supervielle holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24% return per unit of risk over the last 3 months. By evaluating Grupo Supervielle's technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please utilize Grupo Supervielle's Risk Adjusted Performance of 0.2098, downside deviation of 2.67, and Market Risk Adjusted Performance of 2.25 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grupo Supervielle holds a performance score of 19. 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 Supervielle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Supervielle is expected to be smaller as well. Please check Grupo Supervielle's sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Grupo Supervielle's current trending patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Grupo Supervielle SA has very good predictability. Overlapping area represents the amount of predictability between Grupo Supervielle time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 Grupo Supervielle price movement. The serial correlation of 0.82 indicates that around 82.0% of current Grupo Supervielle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 3.38 |
Grupo Supervielle lagged returns against current returns
Autocorrelation, which is Grupo Supervielle 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 Supervielle's stock expected returns. We can calculate the autocorrelation of Grupo Supervielle returns to help us make a trade decision. For example, suppose you find that Grupo Supervielle 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 |
Grupo Supervielle 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 Supervielle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Supervielle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Supervielle stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Supervielle Lagged Returns
When evaluating Grupo Supervielle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Supervielle stock have on its future price. Grupo Supervielle 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 Supervielle autocorrelation shows the relationship between Grupo Supervielle stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Supervielle SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Grupo Stock Analysis
When running Grupo Supervielle's price analysis, check to measure Grupo Supervielle'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 Grupo Supervielle is operating at the current time. Most of Grupo Supervielle's value examination focuses on studying past and present price action to predict the probability of Grupo Supervielle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo Supervielle's price. Additionally, you may evaluate how the addition of Grupo Supervielle to your portfolios can decrease your overall portfolio volatility.