Consorcio Ara S Stock Market Value
| CNRFF Stock | USD 0.17 0.01 5.56% |
| Symbol | Consorcio |
Consorcio ARA '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 Consorcio ARA's otc 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 Consorcio ARA.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Consorcio ARA on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Consorcio ARA S or generate 0.0% return on investment in Consorcio ARA over 30 days. Consorcio ARA is related to or competes with Beazer Homes, KB Home, MI Homes, Taylor Morn, Lennar, Skyline, and Century Communities. V., together with its subsidiaries, designs, develops, builds, and sells entry-level and middle-income residential housi... More
Consorcio ARA 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 Consorcio ARA's otc 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 Consorcio ARA S upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1537 | |||
| Maximum Drawdown | 43.03 | |||
| Potential Upside | 5.88 |
Consorcio ARA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Consorcio ARA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Consorcio ARA's standard deviation. In reality, there are many statistical measures that can use Consorcio ARA historical prices to predict the future Consorcio ARA's volatility.| Risk Adjusted Performance | 0.1199 | |||
| Jensen Alpha | 0.7534 | |||
| Total Risk Alpha | 0.9191 | |||
| Treynor Ratio | (2.60) |
Consorcio ARA S Backtested Returns
Consorcio ARA appears to be out of control, given 3 months investment horizon. Consorcio ARA S secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. By analyzing Consorcio ARA's technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please makes use of Consorcio ARA's Standard Deviation of 5.1, risk adjusted performance of 0.1199, and Mean Deviation of 1.96 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Consorcio ARA holds a performance score of 12. The firm shows a Beta (market volatility) of -0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Consorcio ARA are expected to decrease at a much lower rate. During the bear market, Consorcio ARA is likely to outperform the market. Please check Consorcio ARA's total risk alpha and the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Consorcio ARA's price patterns will revert.
Auto-correlation | -0.7 |
Very good reverse predictability
Consorcio ARA S has very good reverse predictability. Overlapping area represents the amount of predictability between Consorcio ARA 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 Consorcio ARA S price movement. The serial correlation of -0.7 indicates that around 70.0% of current Consorcio ARA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Consorcio ARA S lagged returns against current returns
Autocorrelation, which is Consorcio ARA otc 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 Consorcio ARA's otc stock expected returns. We can calculate the autocorrelation of Consorcio ARA returns to help us make a trade decision. For example, suppose you find that Consorcio ARA has exhibited high autocorrelation historically, and you observe that the otc 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 |
Consorcio ARA 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 Consorcio ARA otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Consorcio ARA otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Consorcio ARA otc stock over time.
Current vs Lagged Prices |
| Timeline |
Consorcio ARA Lagged Returns
When evaluating Consorcio ARA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Consorcio ARA otc stock have on its future price. Consorcio ARA 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, Consorcio ARA autocorrelation shows the relationship between Consorcio ARA otc stock current value and its past values and can show if there is a momentum factor associated with investing in Consorcio ARA S.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Consorcio OTC Stock
Consorcio ARA financial ratios help investors to determine whether Consorcio OTC 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 Consorcio with respect to the benefits of owning Consorcio ARA security.