Grupo Financiero (Mexico) Market Value
| GFINBURO | MXN 48.00 1.10 2.35% |
| Symbol | Grupo |
Grupo Financiero '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 Grupo Financiero'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 Grupo Financiero.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Grupo Financiero on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Grupo Financiero Inbursa or generate 0.0% return on investment in Grupo Financiero over 720 days. Grupo Financiero is related to or competes with Grupo Financiero, Grupo Carso, Kimberly Clark, Alfa SAB, and Grupo Televisa. Grupo Financiero Inbursa, S.A.B. de C.V. provides various financial products and services to individuals and businesses ... More
Grupo Financiero 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 Grupo Financiero'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 Grupo Financiero Inbursa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.5 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 4.03 |
Grupo Financiero Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Financiero's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Financiero's standard deviation. In reality, there are many statistical measures that can use Grupo Financiero historical prices to predict the future Grupo Financiero's volatility.| Risk Adjusted Performance | 0.0435 | |||
| Jensen Alpha | 0.0769 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.759 |
Grupo Financiero Inbursa Backtested Returns
Currently, Grupo Financiero Inbursa is very steady. Grupo Financiero Inbursa holds Efficiency (Sharpe) Ratio of 0.0477, which attests that the entity had a 0.0477% return per unit of risk over the last 3 months. We have found thirty technical indicators for Grupo Financiero Inbursa, which you can use to evaluate the volatility of the firm. Please check out Grupo Financiero's Risk Adjusted Performance of 0.0435, downside deviation of 1.93, and Market Risk Adjusted Performance of 0.769 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. Grupo Financiero has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grupo Financiero's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Financiero is expected to be smaller as well. Grupo Financiero Inbursa right now retains a risk of 2.13%. Please check out Grupo Financiero skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Grupo Financiero will be following its current trending patterns.
Auto-correlation | 0.05 |
Virtually no predictability
Grupo Financiero Inbursa has virtually no predictability. Overlapping area represents the amount of predictability between Grupo Financiero time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Grupo Financiero Inbursa price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Grupo Financiero price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 9.38 |
Grupo Financiero Inbursa lagged returns against current returns
Autocorrelation, which is Grupo Financiero 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 Grupo Financiero's stock expected returns. We can calculate the autocorrelation of Grupo Financiero returns to help us make a trade decision. For example, suppose you find that Grupo Financiero 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 |
Grupo Financiero 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 Grupo Financiero stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Financiero stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Financiero stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Financiero Lagged Returns
When evaluating Grupo Financiero's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Financiero stock have on its future price. Grupo Financiero 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, Grupo Financiero autocorrelation shows the relationship between Grupo Financiero stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Financiero Inbursa.
Regressed Prices |
| Timeline |
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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.Additional Tools for Grupo Stock Analysis
When running Grupo Financiero's price analysis, check to measure Grupo Financiero's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Grupo Financiero is operating at the current time. Most of Grupo Financiero's value examination focuses on studying past and present price action to predict the probability of Grupo Financiero's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo Financiero's price. Additionally, you may evaluate how the addition of Grupo Financiero to your portfolios can decrease your overall portfolio volatility.