Molinos Juan (Argentina) Market Value
| SEMI Stock | ARS 171.50 3.50 2.00% |
| 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.
| 12/23/2022 |
| 12/12/2024 |
If you would invest 0.00 in Molinos Juan on December 23, 2022 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 720 days. Molinos Juan is related to or competes with Harmony Gold, Compania, Agrometal SAI, and Transportadora. 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.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.1247 | |||
| Maximum Drawdown | 17.71 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 8.2 |
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 | 0.125 | |||
| Jensen Alpha | 0.5414 | |||
| Total Risk Alpha | 0.0022 | |||
| Sortino Ratio | 0.2123 | |||
| Treynor Ratio | (4.95) |
Molinos Juan Semino Backtested Returns
Molinos Juan appears to be very steady, given 3 months investment horizon. Molinos Juan Semino has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Molinos Juan, which you can use to evaluate the volatility of the firm. Please exercise Molinos Juan's Downside Deviation of 1.95, mean deviation of 2.48, and Risk Adjusted Performance of 0.125 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Molinos Juan holds a performance score of 9. The company secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Molinos Juan are expected to decrease at a much lower rate. During the bear market, Molinos Juan is likely to outperform the market. Please check Molinos Juan's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Molinos Juan's current price movements will revert.
Auto-correlation | 0.54 |
Modest predictability
Molinos Juan Semino has modest predictability. Overlapping area represents the amount of predictability between Molinos Juan time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th of December 2024. 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 0.54 indicates that about 54.0% of current Molinos Juan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 301.84 |
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 |
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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.