El Puerto De Stock Market Value
| ELPQF Stock | USD 5.24 0.24 4.80% |
| Symbol | ELPQF |
El Puerto '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 El Puerto's pink sheet 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 El Puerto.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in El Puerto on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding El Puerto de or generate 0.0% return on investment in El Puerto over 720 days. El Puerto is related to or competes with Dillards Capital, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, 70082LAB3, and Sitka Gold. V., together with its subsidiaries, operates a chain of department stores in Mexico More
El Puerto 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 El Puerto's pink sheet 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 El Puerto de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 12.63 |
El Puerto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for El Puerto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as El Puerto's standard deviation. In reality, there are many statistical measures that can use El Puerto historical prices to predict the future El Puerto's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 1.4 |
El Puerto de Backtested Returns
El Puerto de retains Efficiency (Sharpe Ratio) of -0.17, which denotes the company had a -0.17% return per unit of price deviation over the last 3 months. El Puerto exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm El Puerto's Standard Deviation of 2.36, market risk adjusted performance of 1.41, and Information Ratio of (0.18) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning El Puerto are expected to decrease at a much lower rate. During the bear market, El Puerto is likely to outperform the market. At this point, El Puerto de has a negative expected return of -0.41%. Please make sure to confirm El Puerto's total risk alpha, and the relationship between the standard deviation and rate of daily change , to decide if El Puerto de performance from the past will be repeated in the future.
Auto-correlation | -0.37 |
Poor reverse predictability
El Puerto de has poor reverse predictability. Overlapping area represents the amount of predictability between El Puerto time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 El Puerto de price movement. The serial correlation of -0.37 indicates that just about 37.0% of current El Puerto price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.68 |
El Puerto de lagged returns against current returns
Autocorrelation, which is El Puerto pink sheet'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 El Puerto's pink sheet expected returns. We can calculate the autocorrelation of El Puerto returns to help us make a trade decision. For example, suppose you find that El Puerto has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
El Puerto 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 El Puerto pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if El Puerto pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in El Puerto pink sheet over time.
Current vs Lagged Prices |
| Timeline |
El Puerto Lagged Returns
When evaluating El Puerto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of El Puerto pink sheet have on its future price. El Puerto 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, El Puerto autocorrelation shows the relationship between El Puerto pink sheet current value and its past values and can show if there is a momentum factor associated with investing in El Puerto de.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ELPQF Pink Sheet
El Puerto financial ratios help investors to determine whether ELPQF Pink Sheet 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 ELPQF with respect to the benefits of owning El Puerto security.