Mapfre (Spain) Market Value
| MAP Stock | EUR 2.86 0.04 1.42% |
| Symbol | Mapfre |
Mapfre '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 Mapfre'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 Mapfre.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Mapfre on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Mapfre or generate 0.0% return on investment in Mapfre over 90 days. Mapfre is related to or competes with Biotechnology Assets, Atresmedia Corporacin, Neinor Homes, Ebro Foods, and Atrys Health. Mapfre, S.A., engages in the insurance and reinsurance activities worldwide More
Mapfre 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 Mapfre'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 Mapfre upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.2267 | |||
| Maximum Drawdown | 7.31 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 1.94 |
Mapfre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mapfre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mapfre's standard deviation. In reality, there are many statistical measures that can use Mapfre historical prices to predict the future Mapfre's volatility.| Risk Adjusted Performance | 0.1378 | |||
| Jensen Alpha | 0.2267 | |||
| Total Risk Alpha | 0.371 | |||
| Sortino Ratio | 0.1829 | |||
| Treynor Ratio | 0.8228 |
Mapfre Backtested Returns
Mapfre appears to be slightly risky, given 3 months investment horizon. Mapfre has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mapfre, which you can use to evaluate the volatility of the firm. Please exercise Mapfre's Risk Adjusted Performance of 0.1378, mean deviation of 1.04, and Downside Deviation of 1.69 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mapfre holds a performance score of 13. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mapfre's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mapfre is expected to be smaller as well. Please check Mapfre's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Mapfre's current price movements will revert.
Auto-correlation | 0.19 |
Very weak predictability
Mapfre has very weak predictability. Overlapping area represents the amount of predictability between Mapfre time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Mapfre price movement. The serial correlation of 0.19 indicates that over 19.0% of current Mapfre price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mapfre lagged returns against current returns
Autocorrelation, which is Mapfre 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 Mapfre's stock expected returns. We can calculate the autocorrelation of Mapfre returns to help us make a trade decision. For example, suppose you find that Mapfre 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 |
Mapfre 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 Mapfre stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mapfre stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mapfre stock over time.
Current vs Lagged Prices |
| Timeline |
Mapfre Lagged Returns
When evaluating Mapfre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mapfre stock have on its future price. Mapfre 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, Mapfre autocorrelation shows the relationship between Mapfre stock current value and its past values and can show if there is a momentum factor associated with investing in Mapfre.
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 Mapfre Stock
Mapfre financial ratios help investors to determine whether Mapfre 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 Mapfre with respect to the benefits of owning Mapfre security.