Alsea SAB (Mexico) Market Value
| ALSEA Stock | MXN 44.81 0.17 0.38% |
| Symbol | Alsea |
Alsea 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 Alsea SAB'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 Alsea SAB.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Alsea SAB on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Alsea SAB de or generate 0.0% return on investment in Alsea SAB over 30 days. Alsea SAB is related to or competes with CEMEX SAB, Grupo Financiero, Grupo Bimbo, Fomento Econmico, and Alfa SAB. Alsea, S.A.B. de C.V. operates restaurants in Latin America and Europe More
Alsea 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 Alsea SAB'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 Alsea SAB de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.0058 | |||
| Maximum Drawdown | 11.49 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.85 |
Alsea SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alsea SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alsea SAB's standard deviation. In reality, there are many statistical measures that can use Alsea SAB historical prices to predict the future Alsea SAB's volatility.| Risk Adjusted Performance | 0.0069 | |||
| Jensen Alpha | 0.0021 | |||
| Total Risk Alpha | 0.0615 | |||
| Sortino Ratio | 0.006 | |||
| Treynor Ratio | (0.02) |
Alsea SAB de Backtested Returns
As of now, Alsea Stock is very steady. Alsea SAB de secures Sharpe Ratio (or Efficiency) of 0.0186, which signifies that the company had a 0.0186 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Alsea SAB de, which you can use to evaluate the volatility of the firm. Please confirm Alsea SAB's Mean Deviation of 1.75, risk adjusted performance of 0.0069, and Downside Deviation of 2.22 to double-check if the risk estimate we provide is consistent with the expected return of 0.0437%. Alsea SAB has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alsea SAB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alsea SAB is expected to be smaller as well. Alsea SAB de right now shows a risk of 2.35%. Please confirm Alsea SAB de total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Alsea SAB de will be following its price patterns.
Auto-correlation | -0.83 |
Excellent reverse predictability
Alsea SAB de has excellent reverse predictability. Overlapping area represents the amount of predictability between Alsea SAB time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Alsea SAB de price movement. The serial correlation of -0.83 indicates that around 83.0% of current Alsea SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 6.05 |
Alsea SAB de lagged returns against current returns
Autocorrelation, which is Alsea SAB 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 Alsea SAB's stock expected returns. We can calculate the autocorrelation of Alsea SAB returns to help us make a trade decision. For example, suppose you find that Alsea SAB 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 |
Alsea 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 Alsea SAB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alsea SAB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alsea SAB stock over time.
Current vs Lagged Prices |
| Timeline |
Alsea SAB Lagged Returns
When evaluating Alsea SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alsea SAB stock have on its future price. Alsea 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, Alsea SAB autocorrelation shows the relationship between Alsea SAB stock current value and its past values and can show if there is a momentum factor associated with investing in Alsea SAB 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 Alsea Stock
Alsea SAB financial ratios help investors to determine whether Alsea 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 Alsea with respect to the benefits of owning Alsea SAB security.