Coca-Cola FEMSA (Germany) Market Value
| CFS5 Stock | EUR 7.90 0.40 4.82% |
| Symbol | Coca-Cola |
Coca-Cola FEMSA '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 Coca-Cola FEMSA'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 Coca-Cola FEMSA.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Coca-Cola FEMSA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Coca Cola FEMSA SAB or generate 0.0% return on investment in Coca-Cola FEMSA over 90 days. Coca-Cola FEMSA is related to or competes with SPORTING, DAIDO METAL, Fortescue Metals, Harmony Gold, and Air Transport. Coca-Cola FEMSA, S.A.B. de C.V., a franchise bottler, produces, markets, sells, and distributes Coca-Cola trademark beve... More
Coca-Cola FEMSA 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 Coca-Cola FEMSA'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 Coca Cola FEMSA SAB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.77 | |||
| Information Ratio | 0.0608 | |||
| Maximum Drawdown | 19.44 | |||
| Value At Risk | (5.95) | |||
| Potential Upside | 7.69 |
Coca-Cola FEMSA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coca-Cola FEMSA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coca-Cola FEMSA's standard deviation. In reality, there are many statistical measures that can use Coca-Cola FEMSA historical prices to predict the future Coca-Cola FEMSA's volatility.| Risk Adjusted Performance | 0.0371 | |||
| Jensen Alpha | 0.1329 | |||
| Total Risk Alpha | 0.5742 | |||
| Sortino Ratio | 0.0592 | |||
| Treynor Ratio | 0.6719 |
Coca Cola FEMSA Backtested Returns
At this point, Coca-Cola FEMSA is slightly risky. Coca Cola FEMSA secures Sharpe Ratio (or Efficiency) of 0.0408, which signifies that the company had a 0.0408 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Coca Cola FEMSA SAB, which you can use to evaluate the volatility of the firm. Please confirm Coca-Cola FEMSA's mean deviation of 2.43, and Risk Adjusted Performance of 0.0371 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Coca-Cola FEMSA has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Coca-Cola FEMSA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Coca-Cola FEMSA is expected to be smaller as well. Coca Cola FEMSA right now shows a risk of 3.92%. Please confirm Coca Cola FEMSA mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to decide if Coca Cola FEMSA will be following its price patterns.
Auto-correlation | -0.61 |
Very good reverse predictability
Coca Cola FEMSA SAB has very good reverse predictability. Overlapping area represents the amount of predictability between Coca-Cola FEMSA time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Coca Cola FEMSA price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Coca-Cola FEMSA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Coca Cola FEMSA lagged returns against current returns
Autocorrelation, which is Coca-Cola FEMSA 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 Coca-Cola FEMSA's stock expected returns. We can calculate the autocorrelation of Coca-Cola FEMSA returns to help us make a trade decision. For example, suppose you find that Coca-Cola FEMSA 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 |
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Coca-Cola FEMSA 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 Coca-Cola FEMSA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coca-Cola FEMSA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coca-Cola FEMSA stock over time.
Current vs Lagged Prices |
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Coca-Cola FEMSA Lagged Returns
When evaluating Coca-Cola FEMSA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coca-Cola FEMSA stock have on its future price. Coca-Cola FEMSA 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, Coca-Cola FEMSA autocorrelation shows the relationship between Coca-Cola FEMSA stock current value and its past values and can show if there is a momentum factor associated with investing in Coca Cola FEMSA SAB.
Regressed Prices |
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Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Coca-Cola Stock
When determining whether Coca Cola FEMSA is a strong investment it is important to analyze Coca-Cola FEMSA's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Coca-Cola FEMSA's future performance. For an informed investment choice regarding Coca-Cola Stock, refer to the following important reports:Check out Coca-Cola FEMSA Correlation, Coca-Cola FEMSA Volatility and Coca-Cola FEMSA Alpha and Beta module to complement your research on Coca-Cola FEMSA. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Coca-Cola FEMSA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.