Bolsa Mexicana (Mexico) Market Value
| BOLSAA Stock | MXN 33.94 0.13 0.38% |
| Symbol | Bolsa |
Bolsa Mexicana '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 Bolsa Mexicana'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 Bolsa Mexicana.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in Bolsa Mexicana on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Bolsa Mexicana de or generate 0.0% return on investment in Bolsa Mexicana over 180 days. Bolsa Mexicana is related to or competes with Samsung Electronics, Taiwan Semiconductor, JPMorgan Chase, Bank of America, HSBC Holdings, and Citigroup. Bolsa Mexicana de Valores, S.A.B. de C.V More
Bolsa Mexicana 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 Bolsa Mexicana'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 Bolsa Mexicana de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.0471 | |||
| Maximum Drawdown | 11.26 | |||
| Value At Risk | (2.83) | |||
| Potential Upside | 4.05 |
Bolsa Mexicana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bolsa Mexicana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bolsa Mexicana's standard deviation. In reality, there are many statistical measures that can use Bolsa Mexicana historical prices to predict the future Bolsa Mexicana's volatility.| Risk Adjusted Performance | 0.056 | |||
| Jensen Alpha | 0.1156 | |||
| Total Risk Alpha | 0.0608 | |||
| Sortino Ratio | 0.0508 | |||
| Treynor Ratio | 1.49 |
Bolsa Mexicana de Backtested Returns
At this point, Bolsa Mexicana is very steady. Bolsa Mexicana de secures Sharpe Ratio (or Efficiency) of 0.0637, which signifies that the company had a 0.0637% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bolsa Mexicana de, which you can use to evaluate the volatility of the firm. Please confirm Bolsa Mexicana's Mean Deviation of 1.36, risk adjusted performance of 0.056, and Downside Deviation of 1.87 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Bolsa Mexicana has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0786, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bolsa Mexicana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bolsa Mexicana is expected to be smaller as well. Bolsa Mexicana de right now shows a risk of 2.06%. Please confirm Bolsa Mexicana de jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Bolsa Mexicana de will be following its price patterns.
Auto-correlation | 0.17 |
Very weak predictability
Bolsa Mexicana de has very weak predictability. Overlapping area represents the amount of predictability between Bolsa Mexicana time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd 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 Bolsa Mexicana de price movement. The serial correlation of 0.17 indicates that over 17.0% of current Bolsa Mexicana price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
Bolsa Mexicana de lagged returns against current returns
Autocorrelation, which is Bolsa Mexicana 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 Bolsa Mexicana's stock expected returns. We can calculate the autocorrelation of Bolsa Mexicana returns to help us make a trade decision. For example, suppose you find that Bolsa Mexicana 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 |
Bolsa Mexicana 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 Bolsa Mexicana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bolsa Mexicana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bolsa Mexicana stock over time.
Current vs Lagged Prices |
| Timeline |
Bolsa Mexicana Lagged Returns
When evaluating Bolsa Mexicana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bolsa Mexicana stock have on its future price. Bolsa Mexicana 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, Bolsa Mexicana autocorrelation shows the relationship between Bolsa Mexicana stock current value and its past values and can show if there is a momentum factor associated with investing in Bolsa Mexicana 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 Bolsa Stock
Bolsa Mexicana financial ratios help investors to determine whether Bolsa 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 Bolsa with respect to the benefits of owning Bolsa Mexicana security.