Grupo Hotelero (Mexico) Market Value
| HOTEL Stock | MXN 4.00 0.10 2.56% |
| Symbol | Grupo |
Grupo Hotelero '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 Hotelero'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 Hotelero.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Grupo Hotelero on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Grupo Hotelero Santa or generate 0.0% return on investment in Grupo Hotelero over 30 days. Grupo Hotelero is related to or competes with Capital One, Lloyds Banking, McEwen Mining, Verizon Communications, and Cognizant Technology. Grupo Hotelero Santa Fe, S.A.B. de C.V. acquires, develops, and operates urban and beach hotels in Mexico More
Grupo Hotelero 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 Hotelero'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 Hotelero Santa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.7 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 18.61 | |||
| Value At Risk | (3.25) | |||
| Potential Upside | 4.0 |
Grupo Hotelero Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Hotelero's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Hotelero's standard deviation. In reality, there are many statistical measures that can use Grupo Hotelero historical prices to predict the future Grupo Hotelero's volatility.| Risk Adjusted Performance | 0.0427 | |||
| Jensen Alpha | 0.1535 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.37) |
Grupo Hotelero Santa Backtested Returns
As of now, Grupo Stock is relatively risky. Grupo Hotelero Santa holds Efficiency (Sharpe) Ratio of 0.0555, which attests that the entity had a 0.0555% return per unit of risk over the last 3 months. We have found thirty technical indicators for Grupo Hotelero Santa, which you can use to evaluate the volatility of the firm. Please check out Grupo Hotelero's Risk Adjusted Performance of 0.0427, market risk adjusted performance of (0.36), and Downside Deviation of 2.7 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Grupo Hotelero has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Grupo Hotelero are expected to decrease at a much lower rate. During the bear market, Grupo Hotelero is likely to outperform the market. Grupo Hotelero Santa right now retains a risk of 2.71%. Please check out Grupo Hotelero potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Grupo Hotelero will be following its current trending patterns.
Auto-correlation | 0.14 |
Insignificant predictability
Grupo Hotelero Santa has insignificant predictability. Overlapping area represents the amount of predictability between Grupo Hotelero time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Hotelero Santa price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Grupo Hotelero price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Grupo Hotelero Santa lagged returns against current returns
Autocorrelation, which is Grupo Hotelero 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 Hotelero's stock expected returns. We can calculate the autocorrelation of Grupo Hotelero returns to help us make a trade decision. For example, suppose you find that Grupo Hotelero 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 Hotelero 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 Hotelero stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Hotelero stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Hotelero stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Hotelero Lagged Returns
When evaluating Grupo Hotelero's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Hotelero stock have on its future price. Grupo Hotelero 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 Hotelero autocorrelation shows the relationship between Grupo Hotelero stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Hotelero Santa.
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 Grupo Stock
Grupo Hotelero financial ratios help investors to determine whether Grupo 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 Grupo with respect to the benefits of owning Grupo Hotelero security.