Alfa Sab De Stock Market Value
| ALFFF Stock | USD 0.79 0.03 3.66% |
| Symbol | Alfa |
Alfa SAB '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 Alfa SAB's pink sheet 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 Alfa SAB.
| 12/23/2024 |
| 03/23/2025 |
If you would invest 0.00 in Alfa SAB on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Alfa SAB de or generate 0.0% return on investment in Alfa SAB over 90 days. Alfa SAB is related to or competes with Citic, 3M, and Compass Diversified. V., together with its subsidiaries, engages in the petrochemicals and synthetic fibers, refrigerated foods, telecommunic... More
Alfa SAB 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 Alfa SAB's pink sheet 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 Alfa SAB de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1173 | |||
| Maximum Drawdown | 9.05 | |||
| Potential Upside | 1.35 |
Alfa SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alfa SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alfa SAB's standard deviation. In reality, there are many statistical measures that can use Alfa SAB historical prices to predict the future Alfa SAB's volatility.| Risk Adjusted Performance | 0.0745 | |||
| Jensen Alpha | 0.1112 | |||
| Total Risk Alpha | 0.2244 | |||
| Treynor Ratio | 5.18 |
Alfa SAB de Backtested Returns
At this point, Alfa SAB is very risky. Alfa SAB de secures Sharpe Ratio (or Efficiency) of 0.0229, which signifies that the company had a 0.0229 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Alfa SAB de, which you can use to evaluate the volatility of the firm. Please confirm Alfa SAB's mean deviation of 0.5504, and Risk Adjusted Performance of 0.0745 to double-check if the risk estimate we provide is consistent with the expected return of 0.0336%. Alfa SAB has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0212, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alfa SAB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alfa SAB is expected to be smaller as well. Alfa SAB de right now shows a risk of 1.47%. Please confirm Alfa SAB de standard deviation, skewness, price action indicator, as well as the relationship between the jensen alpha and rate of daily change , to decide if Alfa SAB de will be following its price patterns.
Auto-correlation | -0.21 |
Weak reverse predictability
Alfa SAB de has weak reverse predictability. Overlapping area represents the amount of predictability between Alfa SAB time series from 23rd of December 2024 to 6th of February 2025 and 6th of February 2025 to 23rd of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alfa SAB de price movement. The serial correlation of -0.21 indicates that over 21.0% of current Alfa SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Alfa SAB de lagged returns against current returns
Autocorrelation, which is Alfa SAB pink sheet'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 Alfa SAB's pink sheet expected returns. We can calculate the autocorrelation of Alfa SAB returns to help us make a trade decision. For example, suppose you find that Alfa SAB has exhibited high autocorrelation historically, and you observe that the pink sheet 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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Alfa SAB 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 Alfa SAB pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alfa SAB pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alfa SAB pink sheet over time.
Current vs Lagged Prices |
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Alfa SAB Lagged Returns
When evaluating Alfa SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alfa SAB pink sheet have on its future price. Alfa SAB 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, Alfa SAB autocorrelation shows the relationship between Alfa SAB pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Alfa SAB de.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Alfa Pink Sheet
Alfa SAB financial ratios help investors to determine whether Alfa Pink Sheet 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 Alfa with respect to the benefits of owning Alfa SAB security.