Grupo Lamosa (Mexico) Market Value

LAMOSA Stock  MXN 115.00  0.01  0.01%   
Grupo Lamosa's market value is the price at which a share of Grupo Lamosa trades on a public exchange. It measures the collective expectations of Grupo Lamosa SAB investors about its performance. Grupo Lamosa is trading at 115.00 as of the 18th of March 2025, a 0.01 percent up since the beginning of the trading day. The stock's open price was 114.99.
With this module, you can estimate the performance of a buy and hold strategy of Grupo Lamosa SAB and determine expected loss or profit from investing in Grupo Lamosa over a given investment horizon. Check out Grupo Lamosa Correlation, Grupo Lamosa Volatility and Grupo Lamosa Alpha and Beta module to complement your research on Grupo Lamosa.
Symbol

Please note, there is a significant difference between Grupo Lamosa's value and its price as these two are different measures arrived at by different means. Investors typically determine if Grupo Lamosa is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grupo Lamosa's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Grupo Lamosa '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 Lamosa'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 Lamosa.
0.00
12/18/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/18/2025
0.00
If you would invest  0.00  in Grupo Lamosa on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Grupo Lamosa SAB or generate 0.0% return on investment in Grupo Lamosa over 90 days. Grupo Lamosa is related to or competes with McEwen Mining, Cognizant Technology, Grupo Industrial, Monster Beverage, Verizon Communications, and Applied Materials. Grupo Lamosa, S.A.B. de C.V., together with its subsidiaries, manufactures and commercializes ceramic products for wall ... More

Grupo Lamosa 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 Lamosa'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 Lamosa SAB upside and downside potential and time the market with a certain degree of confidence.

Grupo Lamosa Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Lamosa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Lamosa's standard deviation. In reality, there are many statistical measures that can use Grupo Lamosa historical prices to predict the future Grupo Lamosa's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grupo Lamosa'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.
Hype
Prediction
LowEstimatedHigh
114.39115.00115.61
Details
Intrinsic
Valuation
LowRealHigh
113.64114.25126.50
Details
Naive
Forecast
LowNextHigh
114.22114.83115.43
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
114.99115.00115.00
Details

Grupo Lamosa SAB Backtested Returns

At this point, Grupo Lamosa is very steady. Grupo Lamosa SAB holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Grupo Lamosa SAB, which you can use to evaluate the volatility of the firm. Please check out Grupo Lamosa's Standard Deviation of 0.5834, insignificant risk adjusted performance, and Market Risk Adjusted Performance of 0.2314 to validate if the risk estimate we provide is consistent with the expected return of 0.0018%. The company retains a Market Volatility (i.e., Beta) of -0.0376, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Grupo Lamosa are expected to decrease at a much lower rate. During the bear market, Grupo Lamosa is likely to outperform the market. Grupo Lamosa SAB right now retains a risk of 0.61%. Please check out Grupo Lamosa treynor ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Grupo Lamosa will be following its current trending patterns.

Auto-correlation

    
  -0.05  

Very weak reverse predictability

Grupo Lamosa SAB has very weak reverse predictability. Overlapping area represents the amount of predictability between Grupo Lamosa time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Lamosa SAB price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Grupo Lamosa price fluctuation can be explain by its past prices.
Correlation Coefficient-0.05
Spearman Rank Test0.02
Residual Average0.0
Price Variance0.44

Grupo Lamosa SAB lagged returns against current returns

Autocorrelation, which is Grupo Lamosa 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 Lamosa's stock expected returns. We can calculate the autocorrelation of Grupo Lamosa returns to help us make a trade decision. For example, suppose you find that Grupo Lamosa 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 Lamosa 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 Lamosa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Lamosa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Lamosa stock over time.
   Current vs Lagged Prices   
       Timeline  

Grupo Lamosa Lagged Returns

When evaluating Grupo Lamosa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Lamosa stock have on its future price. Grupo Lamosa 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 Lamosa autocorrelation shows the relationship between Grupo Lamosa stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Lamosa SAB.
   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 Lamosa 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 Lamosa security.