Gentera SAB (Mexico) Market Value
| GENTERA Stock | MXN 29.33 0.80 2.66% |
| Symbol | Gentera |
Gentera 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 Gentera 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 Gentera SAB.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Gentera SAB on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Gentera SAB de or generate 0.0% return on investment in Gentera SAB over 90 days. Gentera SAB is related to or competes with Grupo Financiero, Promotora, ALPEK SAB, Grupo Financiero, and El Puerto. V. provides various financial products and services in Mexico, Peru, and Guatemala More
Gentera 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 Gentera 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 Gentera SAB de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | 0.1122 | |||
| Maximum Drawdown | 11.38 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 4.29 |
Gentera SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gentera SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gentera SAB's standard deviation. In reality, there are many statistical measures that can use Gentera SAB historical prices to predict the future Gentera SAB's volatility.| Risk Adjusted Performance | 0.0698 | |||
| Jensen Alpha | 0.1459 | |||
| Total Risk Alpha | 0.4854 | |||
| Sortino Ratio | 0.1238 | |||
| Treynor Ratio | (0.72) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gentera SAB's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Gentera SAB de Backtested Returns
Gentera SAB appears to be not too volatile, given 3 months investment horizon. Gentera SAB de holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Gentera SAB de, which you can use to evaluate the volatility of the firm. Please utilize Gentera SAB's Risk Adjusted Performance of 0.0698, market risk adjusted performance of (0.71), and Downside Deviation of 2.27 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gentera SAB holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gentera SAB are expected to decrease at a much lower rate. During the bear market, Gentera SAB is likely to outperform the market. Please check Gentera SAB's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Gentera SAB's current trending patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Gentera SAB de has very weak reverse predictability. Overlapping area represents the amount of predictability between Gentera SAB time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Gentera SAB de price movement. The serial correlation of -0.01 indicates that just 1.0% of current Gentera SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
Gentera SAB de lagged returns against current returns
Autocorrelation, which is Gentera 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 Gentera SAB's stock expected returns. We can calculate the autocorrelation of Gentera SAB returns to help us make a trade decision. For example, suppose you find that Gentera 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 |
Gentera 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 Gentera SAB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gentera SAB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gentera SAB stock over time.
Current vs Lagged Prices |
| Timeline |
Gentera SAB Lagged Returns
When evaluating Gentera SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gentera SAB stock have on its future price. Gentera 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, Gentera SAB autocorrelation shows the relationship between Gentera SAB stock current value and its past values and can show if there is a momentum factor associated with investing in Gentera 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.Other Information on Investing in Gentera Stock
Gentera SAB financial ratios help investors to determine whether Gentera 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 Gentera with respect to the benefits of owning Gentera SAB security.