Molinos Juan (Argentina) Market Value
| SEMI Stock | ARS 26.00 0.75 2.80% |
| Symbol | Molinos |
Molinos Juan '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 Molinos Juan'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 Molinos Juan.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Molinos Juan on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Molinos Juan Semino or generate 0.0% return on investment in Molinos Juan over 90 days. Molinos Juan is related to or competes with Verizon Communications, United States, Compania, Transportadora, and Agrometal SAI. Molinos Juan Semino S.A. produces and exports grains and byproducts in Argentina More
Molinos Juan 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 Molinos Juan'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 Molinos Juan Semino upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 81.1 | |||
| Value At Risk | (6.44) | |||
| Potential Upside | 7.29 |
Molinos Juan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Molinos Juan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Molinos Juan's standard deviation. In reality, there are many statistical measures that can use Molinos Juan historical prices to predict the future Molinos Juan's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (1.12) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.38) |
Molinos Juan Semino Backtested Returns
Molinos Juan Semino has Sharpe Ratio of -0.2, which conveys that the firm had a -0.2 % return per unit of risk over the last 3 months. Molinos Juan exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Molinos Juan's Standard Deviation of 9.72, mean deviation of 3.67, and Risk Adjusted Performance of (0.13) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 4.36, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Molinos Juan will likely underperform. At this point, Molinos Juan Semino has a negative expected return of -2.04%. Please make sure to verify Molinos Juan's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Molinos Juan Semino performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Molinos Juan Semino has average predictability. Overlapping area represents the amount of predictability between Molinos Juan time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Molinos Juan Semino price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Molinos Juan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 7.64 |
Molinos Juan Semino lagged returns against current returns
Autocorrelation, which is Molinos Juan 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 Molinos Juan's stock expected returns. We can calculate the autocorrelation of Molinos Juan returns to help us make a trade decision. For example, suppose you find that Molinos Juan 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 |
Molinos Juan 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 Molinos Juan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Molinos Juan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Molinos Juan stock over time.
Current vs Lagged Prices |
| Timeline |
Molinos Juan Lagged Returns
When evaluating Molinos Juan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Molinos Juan stock have on its future price. Molinos Juan 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, Molinos Juan autocorrelation shows the relationship between Molinos Juan stock current value and its past values and can show if there is a momentum factor associated with investing in Molinos Juan Semino.
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 Molinos Stock
Molinos Juan financial ratios help investors to determine whether Molinos 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 Molinos with respect to the benefits of owning Molinos Juan security.