Autopistas Del's market value is the price at which a share of Autopistas Del trades on a public exchange. It measures the collective expectations of Autopistas del Sol investors about its performance. Autopistas Del is trading at 3695.00 as of the 8th of January 2025, a 1.2 percent decrease since the beginning of the trading day. The stock's open price was 3740.0. With this module, you can estimate the performance of a buy and hold strategy of Autopistas del Sol and determine expected loss or profit from investing in Autopistas Del over a given investment horizon. Check out Autopistas Del Correlation, Autopistas Del Volatility and Autopistas Del Alpha and Beta module to complement your research on Autopistas Del.
Please note, there is a significant difference between Autopistas Del's value and its price as these two are different measures arrived at by different means. Investors typically determine if Autopistas Del is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Autopistas Del'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.
Autopistas 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 Autopistas 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 Autopistas Del.
0.00
01/19/2023
No Change 0.00
0.0
In 1 year 11 months and 21 days
01/08/2025
0.00
If you would invest 0.00 in Autopistas Del on January 19, 2023 and sell it all today you would earn a total of 0.00 from holding Autopistas del Sol or generate 0.0% return on investment in Autopistas Del over 720 days. Autopistas Del is related to or competes with Transportadora, Compania, Agrometal SAI, Telecom Argentina, and United States. Autopistas Del Sol SA engages in the construction, expansion, remodeling, preservation, maintenance, operation, and admi... More
Autopistas 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 Autopistas 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 Autopistas del Sol upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Autopistas Del's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Autopistas Del's standard deviation. In reality, there are many statistical measures that can use Autopistas Del historical prices to predict the future Autopistas Del's volatility.
Autopistas Del appears to be very steady, given 3 months investment horizon. Autopistas del Sol secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2% return per unit of risk over the last 3 months. We have found thirty technical indicators for Autopistas del Sol, which you can use to evaluate the volatility of the firm. Please makes use of Autopistas Del's Downside Deviation of 1.87, mean deviation of 1.68, and Risk Adjusted Performance of 0.1449 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Autopistas Del holds a performance score of 15. The firm shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Autopistas Del's returns are expected to increase less than the market. However, during the bear market, the loss of holding Autopistas Del is expected to be smaller as well. Please check Autopistas Del's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Autopistas Del's price patterns will revert.
Auto-correlation
0.84
Very good predictability
Autopistas del Sol has very good predictability. Overlapping area represents the amount of predictability between Autopistas Del time series from 19th of January 2023 to 14th of January 2024 and 14th of January 2024 to 8th of January 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 Autopistas del Sol price movement. The serial correlation of 0.84 indicates that around 84.0% of current Autopistas Del price fluctuation can be explain by its past prices.
Correlation Coefficient
0.84
Spearman Rank Test
0.74
Residual Average
0.0
Price Variance
137.3 K
Autopistas del Sol lagged returns against current returns
Autocorrelation, which is Autopistas 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 Autopistas Del's stock expected returns. We can calculate the autocorrelation of Autopistas Del returns to help us make a trade decision. For example, suppose you find that Autopistas 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
Autopistas 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 Autopistas Del stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Autopistas Del stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Autopistas Del stock over time.
Current vs Lagged Prices
Timeline
Autopistas Del Lagged Returns
When evaluating Autopistas Del's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Autopistas Del stock have on its future price. Autopistas 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, Autopistas Del autocorrelation shows the relationship between Autopistas Del stock current value and its past values and can show if there is a momentum factor associated with investing in Autopistas del Sol.
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 Autopistas Stock
Autopistas Del financial ratios help investors to determine whether Autopistas 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 Autopistas with respect to the benefits of owning Autopistas Del security.