Cydsa SAB's market value is the price at which a share of Cydsa SAB trades on a public exchange. It measures the collective expectations of Cydsa SAB de investors about its performance. Cydsa SAB is trading at 16.50 as of the 7th of January 2025, a 4.07 percent down since the beginning of the trading day. The stock's open price was 17.2. With this module, you can estimate the performance of a buy and hold strategy of Cydsa SAB de and determine expected loss or profit from investing in Cydsa SAB over a given investment horizon. Check out Cydsa SAB Correlation, Cydsa SAB Volatility and Cydsa SAB Alpha and Beta module to complement your research on Cydsa SAB.
Please note, there is a significant difference between Cydsa SAB's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cydsa SAB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cydsa SAB'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.
Cydsa SAB '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 Cydsa SAB'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 Cydsa SAB.
0.00
12/08/2024
No Change 0.00
0.0
In 31 days
01/07/2025
0.00
If you would invest 0.00 in Cydsa SAB on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Cydsa SAB de or generate 0.0% return on investment in Cydsa SAB over 30 days. Cydsa SAB is related to or competes with CEMEX SAB, Grupo Financiero, Alfa SAB, Fomento Econmico, and Gruma SAB. Cydsa, S.A.B. de C.V., through its subsidiaries, produces and markets salt, chlorine, caustic soda, chemical specialties... More
Cydsa SAB 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 Cydsa SAB'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 Cydsa SAB de 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 Cydsa SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cydsa SAB's standard deviation. In reality, there are many statistical measures that can use Cydsa SAB historical prices to predict the future Cydsa SAB's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Cydsa SAB. Your research has to be compared to or analyzed against Cydsa SAB's peers to derive any actionable benefits. When done correctly, Cydsa SAB's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Cydsa SAB de.
Cydsa SAB de Backtested Returns
At this point, Cydsa SAB is very steady. Cydsa SAB de secures Sharpe Ratio (or Efficiency) of 0.058, which signifies that the company had a 0.058% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Cydsa SAB de, which you can use to evaluate the volatility of the firm. Please confirm Cydsa SAB's mean deviation of 0.8049, and Risk Adjusted Performance of 0.0702 to double-check if the risk estimate we provide is consistent with the expected return of 0.0725%. Cydsa SAB has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cydsa SAB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cydsa SAB is expected to be smaller as well. Cydsa SAB de right now shows a risk of 1.25%. Please confirm Cydsa SAB de downside deviation, treynor ratio, expected short fall, as well as the relationship between the jensen alpha and potential upside , to decide if Cydsa SAB de will be following its price patterns.
Auto-correlation
-0.14
Insignificant reverse predictability
Cydsa SAB de has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cydsa SAB time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th 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 Cydsa SAB de price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Cydsa SAB price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.14
Spearman Rank Test
-0.35
Residual Average
0.0
Price Variance
0.09
Cydsa SAB de lagged returns against current returns
Autocorrelation, which is Cydsa SAB 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 Cydsa SAB's stock expected returns. We can calculate the autocorrelation of Cydsa SAB returns to help us make a trade decision. For example, suppose you find that Cydsa SAB 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
Cydsa SAB 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 Cydsa SAB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cydsa SAB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cydsa SAB stock over time.
Current vs Lagged Prices
Timeline
Cydsa SAB Lagged Returns
When evaluating Cydsa SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cydsa SAB stock have on its future price. Cydsa SAB 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, Cydsa SAB autocorrelation shows the relationship between Cydsa SAB stock current value and its past values and can show if there is a momentum factor associated with investing in Cydsa SAB 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.
Cydsa SAB financial ratios help investors to determine whether Cydsa 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 Cydsa with respect to the benefits of owning Cydsa SAB security.