Fideicomiso Irrevocable's market value is the price at which a share of Fideicomiso Irrevocable trades on a public exchange. It measures the collective expectations of Fideicomiso Irrevocable No investors about its performance. Fideicomiso Irrevocable is trading at 57.00 as of the 10th of January 2025, a No Change since the beginning of the trading day. The stock's open price was 57.0. With this module, you can estimate the performance of a buy and hold strategy of Fideicomiso Irrevocable No and determine expected loss or profit from investing in Fideicomiso Irrevocable over a given investment horizon. Check out Fideicomiso Irrevocable Correlation, Fideicomiso Irrevocable Volatility and Fideicomiso Irrevocable Alpha and Beta module to complement your research on Fideicomiso Irrevocable.
Please note, there is a significant difference between Fideicomiso Irrevocable's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fideicomiso Irrevocable is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fideicomiso Irrevocable'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.
Fideicomiso Irrevocable '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 Fideicomiso Irrevocable'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 Fideicomiso Irrevocable.
0.00
10/12/2024
No Change 0.00
0.0
In 3 months and 1 day
01/10/2025
0.00
If you would invest 0.00 in Fideicomiso Irrevocable on October 12, 2024 and sell it all today you would earn a total of 0.00 from holding Fideicomiso Irrevocable No or generate 0.0% return on investment in Fideicomiso Irrevocable over 90 days. Fideicomiso Irrevocable is related to or competes with Apple, Microsoft, Alphabet, Amazon, Berkshire Hathaway, Tesla, and NVIDIA. The company was founded in 1994 and is based in Mexico City, Mexico More
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Fideicomiso Irrevocable'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 Fideicomiso Irrevocable No 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 Fideicomiso Irrevocable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fideicomiso Irrevocable's standard deviation. In reality, there are many statistical measures that can use Fideicomiso Irrevocable historical prices to predict the future Fideicomiso Irrevocable's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fideicomiso Irrevocable. Your research has to be compared to or analyzed against Fideicomiso Irrevocable's peers to derive any actionable benefits. When done correctly, Fideicomiso Irrevocable'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 Fideicomiso Irrevocable.
Fideicomiso Irrevocable Backtested Returns
At this point, Fideicomiso Irrevocable is very steady. Fideicomiso Irrevocable secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Fideicomiso Irrevocable No, which you can use to evaluate the volatility of the firm. Please confirm Fideicomiso Irrevocable's Variance of 0.0914, standard deviation of 0.3024, and Mean Deviation of 0.0926 to check if the risk estimate we provide is consistent with the expected return of 0.0318%. Fideicomiso Irrevocable has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0181, which means not very significant fluctuations relative to the market. As returns on the market increase, Fideicomiso Irrevocable's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fideicomiso Irrevocable is expected to be smaller as well. Fideicomiso Irrevocable right now shows a risk of 0.32%. Please confirm Fideicomiso Irrevocable jensen alpha, rate of daily change, and the relationship between the variance and skewness , to decide if Fideicomiso Irrevocable will be following its price patterns.
Auto-correlation
0.25
Poor predictability
Fideicomiso Irrevocable No has poor predictability. Overlapping area represents the amount of predictability between Fideicomiso Irrevocable time series from 12th of October 2024 to 26th of November 2024 and 26th of November 2024 to 10th 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 Fideicomiso Irrevocable price movement. The serial correlation of 0.25 indicates that over 25.0% of current Fideicomiso Irrevocable price fluctuation can be explain by its past prices.
Correlation Coefficient
0.25
Spearman Rank Test
0.77
Residual Average
0.0
Price Variance
0.08
Fideicomiso Irrevocable lagged returns against current returns
Autocorrelation, which is Fideicomiso Irrevocable 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 Fideicomiso Irrevocable's stock expected returns. We can calculate the autocorrelation of Fideicomiso Irrevocable returns to help us make a trade decision. For example, suppose you find that Fideicomiso Irrevocable 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
Fideicomiso Irrevocable 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 Fideicomiso Irrevocable stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fideicomiso Irrevocable stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fideicomiso Irrevocable stock over time.
Current vs Lagged Prices
Timeline
Fideicomiso Irrevocable Lagged Returns
When evaluating Fideicomiso Irrevocable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fideicomiso Irrevocable stock have on its future price. Fideicomiso Irrevocable 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, Fideicomiso Irrevocable autocorrelation shows the relationship between Fideicomiso Irrevocable stock current value and its past values and can show if there is a momentum factor associated with investing in Fideicomiso Irrevocable No.
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 Fideicomiso Stock
Fideicomiso Irrevocable financial ratios help investors to determine whether Fideicomiso 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 Fideicomiso with respect to the benefits of owning Fideicomiso Irrevocable security.