Grupo KUO (Mexico) Market Value
| KUOB Stock | MXN 44.00 1.01 2.35% |
| Symbol | Grupo |
Grupo KUO '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 KUO'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 KUO.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Grupo KUO on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Grupo KUO SAB or generate 0.0% return on investment in Grupo KUO over 90 days. Grupo KUO is related to or competes with Samsung Electronics, Grupo Sports, Capital One, First Republic, Bank of Nova Scotia, FibraHotel, and Southern Copper. Grupo KUO, S.A.B. de C.V., through its subsidiaries, manufactures and sells consumer business products, plastics, chemic... More
Grupo KUO 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 KUO'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 KUO SAB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.2052 | |||
| Maximum Drawdown | 8.49 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 3.44 |
Grupo KUO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo KUO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo KUO's standard deviation. In reality, there are many statistical measures that can use Grupo KUO historical prices to predict the future Grupo KUO's volatility.| Risk Adjusted Performance | 0.1219 | |||
| Jensen Alpha | 0.1806 | |||
| Total Risk Alpha | 0.3609 | |||
| Sortino Ratio | 0.1441 | |||
| Treynor Ratio | (9.23) |
Grupo KUO SAB Backtested Returns
At this stage we consider Grupo Stock to be very steady. Grupo KUO SAB holds Efficiency (Sharpe) Ratio of 0.0678, which attests that the entity had a 0.0678 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Grupo KUO SAB, which you can use to evaluate the volatility of the firm. Please check out Grupo KUO's Market Risk Adjusted Performance of (9.22), risk adjusted performance of 0.1219, and Downside Deviation of 2.02 to validate if the risk estimate we provide is consistent with the expected return of 0.0888%. Grupo KUO has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0198, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Grupo KUO are expected to decrease at a much lower rate. During the bear market, Grupo KUO is likely to outperform the market. Grupo KUO SAB right now retains a risk of 1.31%. Please check out Grupo KUO maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Grupo KUO will be following its current trending patterns.
Auto-correlation | 0.22 |
Weak predictability
Grupo KUO SAB has weak predictability. Overlapping area represents the amount of predictability between Grupo KUO time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 KUO SAB price movement. The serial correlation of 0.22 indicates that over 22.0% of current Grupo KUO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Grupo KUO SAB lagged returns against current returns
Autocorrelation, which is Grupo KUO 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 KUO's stock expected returns. We can calculate the autocorrelation of Grupo KUO returns to help us make a trade decision. For example, suppose you find that Grupo KUO 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 KUO 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 KUO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo KUO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo KUO stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo KUO Lagged Returns
When evaluating Grupo KUO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo KUO stock have on its future price. Grupo KUO 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 KUO autocorrelation shows the relationship between Grupo KUO stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo KUO SAB.
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 KUO's price analysis, check to measure Grupo KUO'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 KUO is operating at the current time. Most of Grupo KUO's value examination focuses on studying past and present price action to predict the probability of Grupo KUO'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 KUO's price. Additionally, you may evaluate how the addition of Grupo KUO to your portfolios can decrease your overall portfolio volatility.