Fideicomiso Irrevocable (Mexico) Market Value
| EDUCA18 Stock | MXN 56.00 0.70 1.23% |
| Symbol | Fideicomiso |
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.
| 04/27/2024 |
| 12/23/2024 |
If you would invest 0.00 in Fideicomiso Irrevocable on April 27, 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 240 days. Fideicomiso Irrevocable is related to or competes with Monster Beverage, GMxico Transportes, Verizon Communications, Southwest Airlines, KB Home, and FIBRA Storage. The company was founded in 1994 and is based in Mexico City, Mexico More
Fideicomiso Irrevocable 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 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.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 1.11 |
Fideicomiso Irrevocable Market Risk Indicators
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.| Risk Adjusted Performance | 0.014 | |||
| Jensen Alpha | 0.0016 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.05) |
Fideicomiso Irrevocable Backtested Returns
At this point, Fideicomiso Irrevocable is very steady. Fideicomiso Irrevocable secures Sharpe Ratio (or Efficiency) of 0.0091, which denotes the company had a 0.0091% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Fideicomiso Irrevocable No, which you can use to evaluate the volatility of the firm. Please confirm Fideicomiso Irrevocable's Mean Deviation of 0.0586, variance of 0.0488, and Standard Deviation of 0.221 to check if the risk estimate we provide is consistent with the expected return of 0.002%. The firm shows a Beta (market volatility) of -0.0216, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fideicomiso Irrevocable are expected to decrease at a much lower rate. During the bear market, Fideicomiso Irrevocable is likely to outperform the market. Fideicomiso Irrevocable right now shows a risk of 0.21%. Please confirm Fideicomiso Irrevocable jensen alpha, accumulation distribution, and the relationship between the variance and treynor ratio , to decide if Fideicomiso Irrevocable will be following its price patterns.
Auto-correlation | 0.04 |
Virtually no predictability
Fideicomiso Irrevocable No has virtually no predictability. Overlapping area represents the amount of predictability between Fideicomiso Irrevocable time series from 27th of April 2024 to 25th of August 2024 and 25th of August 2024 to 23rd of December 2024. 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 0.04 indicates that only as little as 4.0% of current Fideicomiso Irrevocable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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 |
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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 |
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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 |
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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.