Grupo Lamosa (Mexico) Market Value
| LAMOSA Stock | MXN 115.50 0.50 0.43% |
| Symbol | Grupo |
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.
| 12/18/2024 |
| 03/18/2025 |
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 Burlington Stores, Cognizant Technology, FibraHotel, Air Transport, Grupo Sports, and Micron Technology. 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.
| Information Ratio | 0.1522 | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (0.01) | |||
| Potential Upside | 0.087 |
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.| Risk Adjusted Performance | 0.0074 | |||
| Jensen Alpha | 0.0065 | |||
| Total Risk Alpha | 0.0589 | |||
| Treynor Ratio | (0.02) |
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.
Grupo Lamosa SAB Backtested Returns
At this point, Grupo Lamosa is very steady. Grupo Lamosa SAB holds Efficiency (Sharpe) Ratio of 0.0145, which attests that the entity had a 0.0145 % 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 0.5858, risk adjusted performance of 0.0074, and Market Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.0088%. Grupo Lamosa has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0904, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grupo Lamosa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Lamosa is expected to be smaller as well. Grupo Lamosa SAB right now retains a risk of 0.6%. Please check out Grupo Lamosa treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Grupo Lamosa will be following its current trending patterns.
Auto-correlation | -0.04 |
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 -0.04 indicates that only as little as 4.0% of current Grupo Lamosa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
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.