Corporacin Interamericana (Mexico) Market Value
| CIEB Stock | MXN 27.00 1.40 5.47% |
| Symbol | Corporacin |
Corporacin Interamericana '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 Corporacin Interamericana'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 Corporacin Interamericana.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Corporacin Interamericana on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Corporacin Interamericana de or generate 0.0% return on investment in Corporacin Interamericana over 90 days. Corporacin Interamericana is related to or competes with Delta Air, Genworth Financial, Verizon Communications, Hoteles City, Air Transport, Ameriprise Financial, and Lloyds Banking. Corporacin Interamericana de Entretenimiento, S.A.B More
Corporacin Interamericana 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 Corporacin Interamericana'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 Corporacin Interamericana de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | 0.0875 | |||
| Maximum Drawdown | 7.97 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 1.85 |
Corporacin Interamericana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Corporacin Interamericana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Corporacin Interamericana's standard deviation. In reality, there are many statistical measures that can use Corporacin Interamericana historical prices to predict the future Corporacin Interamericana's volatility.| Risk Adjusted Performance | 0.0081 | |||
| Jensen Alpha | 0.0205 | |||
| Total Risk Alpha | 0.1495 | |||
| Sortino Ratio | 0.0377 | |||
| Treynor Ratio | (0.01) |
Corporacin Interamericana Backtested Returns
At this stage we consider Corporacin Stock to be very steady. Corporacin Interamericana secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Corporacin Interamericana de, which you can use to evaluate the volatility of the firm. Please confirm Corporacin Interamericana's Downside Deviation of 2.82, mean deviation of 0.4442, and Risk Adjusted Performance of 0.0081 to double-check if the risk estimate we provide is consistent with the expected return of 0.0076%. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Corporacin Interamericana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Corporacin Interamericana is expected to be smaller as well. Corporacin Interamericana right now shows a risk of 1.24%. Please confirm Corporacin Interamericana sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Corporacin Interamericana will be following its price patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
Corporacin Interamericana de has weak reverse predictability. Overlapping area represents the amount of predictability between Corporacin Interamericana 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 Corporacin Interamericana price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Corporacin Interamericana price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Corporacin Interamericana lagged returns against current returns
Autocorrelation, which is Corporacin Interamericana 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 Corporacin Interamericana's stock expected returns. We can calculate the autocorrelation of Corporacin Interamericana returns to help us make a trade decision. For example, suppose you find that Corporacin Interamericana 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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Corporacin Interamericana 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 Corporacin Interamericana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Corporacin Interamericana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Corporacin Interamericana stock over time.
Current vs Lagged Prices |
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Corporacin Interamericana Lagged Returns
When evaluating Corporacin Interamericana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Corporacin Interamericana stock have on its future price. Corporacin Interamericana 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, Corporacin Interamericana autocorrelation shows the relationship between Corporacin Interamericana stock current value and its past values and can show if there is a momentum factor associated with investing in Corporacin Interamericana de.
Regressed Prices |
| Timeline |
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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.Additional Tools for Corporacin Stock Analysis
When running Corporacin Interamericana's price analysis, check to measure Corporacin Interamericana's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Corporacin Interamericana is operating at the current time. Most of Corporacin Interamericana's value examination focuses on studying past and present price action to predict the probability of Corporacin Interamericana's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Corporacin Interamericana's price. Additionally, you may evaluate how the addition of Corporacin Interamericana to your portfolios can decrease your overall portfolio volatility.