Grupo Bimbo Sab Stock Market Value
| GRBMF Stock | USD 2.83 0.19 7.20% |
| Symbol | Grupo |
Grupo Bimbo '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 Bimbo'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 Grupo Bimbo.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Grupo Bimbo on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Grupo Bimbo SAB or generate 0.0% return on investment in Grupo Bimbo over 90 days. Grupo Bimbo is related to or competes with High Liner, Lamb Weston, Kellanova, J J, Bellring Brands, Post Holdings, and Seneca Foods. Grupo Bimbo, S.A.B. de C.V., together with its subsidiaries, produces, distributes, and sells various bakery products More
Grupo Bimbo 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 Bimbo'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 Grupo Bimbo SAB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.85 | |||
| Information Ratio | 0.0385 | |||
| Maximum Drawdown | 24.12 | |||
| Value At Risk | (6.16) | |||
| Potential Upside | 7.97 |
Grupo Bimbo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Bimbo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Bimbo's standard deviation. In reality, there are many statistical measures that can use Grupo Bimbo historical prices to predict the future Grupo Bimbo's volatility.| Risk Adjusted Performance | 0.0315 | |||
| Jensen Alpha | 0.1287 | |||
| Total Risk Alpha | 0.3511 | |||
| Sortino Ratio | 0.0318 | |||
| Treynor Ratio | 0.1892 |
Grupo Bimbo SAB Backtested Returns
At this point, Grupo Bimbo is very risky. Grupo Bimbo SAB holds Efficiency (Sharpe) Ratio of 0.0431, which attests that the entity had a 0.0431 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Grupo Bimbo SAB, which you can use to evaluate the volatility of the firm. Please check out Grupo Bimbo's Market Risk Adjusted Performance of 0.1992, risk adjusted performance of 0.0315, and Downside Deviation of 4.85 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Grupo Bimbo has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Grupo Bimbo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Bimbo is expected to be smaller as well. Grupo Bimbo SAB right now retains a risk of 4.12%. Please check out Grupo Bimbo expected short fall, and the relationship between the value at risk and rate of daily change , to decide if Grupo Bimbo will be following its current trending patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Grupo Bimbo SAB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Grupo Bimbo time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th 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 Grupo Bimbo SAB price movement. The serial correlation of -0.16 indicates that over 16.0% of current Grupo Bimbo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Grupo Bimbo SAB lagged returns against current returns
Autocorrelation, which is Grupo Bimbo 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 Grupo Bimbo's pink sheet expected returns. We can calculate the autocorrelation of Grupo Bimbo returns to help us make a trade decision. For example, suppose you find that Grupo Bimbo 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 |
Grupo Bimbo 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 Bimbo pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Bimbo pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Bimbo pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Grupo Bimbo Lagged Returns
When evaluating Grupo Bimbo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Bimbo pink sheet have on its future price. Grupo Bimbo 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 Bimbo autocorrelation shows the relationship between Grupo Bimbo pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Grupo Bimbo SAB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Grupo Pink Sheet
Grupo Bimbo financial ratios help investors to determine whether Grupo 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 Grupo with respect to the benefits of owning Grupo Bimbo security.