OPERADORA (Mexico) Market Value
| SITES1A-1 | 11.26 4.04 26.41% |
| Symbol | OPERADORA |
OPERADORA '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 OPERADORA'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 OPERADORA.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in OPERADORA on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding OPERADORA DE SITES or generate 0.0% return on investment in OPERADORA over 30 days. OPERADORA is related to or competes with Southwest Airlines, CVS Health, Lloyds Banking, Grupo Carso, Cognizant Technology, Samsung Electronics, and Delta Air. More
OPERADORA 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 OPERADORA'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 OPERADORA DE SITES upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.47 | |||
| Information Ratio | 0.0063 | |||
| Maximum Drawdown | 26.63 | |||
| Value At Risk | (5.25) | |||
| Potential Upside | 6.2 |
OPERADORA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OPERADORA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OPERADORA's standard deviation. In reality, there are many statistical measures that can use OPERADORA historical prices to predict the future OPERADORA's volatility.| Risk Adjusted Performance | 0.0093 | |||
| Jensen Alpha | 0.1523 | |||
| Total Risk Alpha | 0.6725 | |||
| Sortino Ratio | 0.0096 | |||
| Treynor Ratio | (0) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of OPERADORA'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.
OPERADORA DE SITES Backtested Returns
At this point, OPERADORA is moderately volatile. OPERADORA DE SITES maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for OPERADORA DE SITES, which you can use to evaluate the volatility of the company. Please check OPERADORA's Semi Deviation of 5.32, mean deviation of 3.69, and Risk Adjusted Performance of 0.0093 to confirm if the risk estimate we provide is consistent with the expected return of 0.0168%. The company holds a Beta of 2.65, which implies 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, OPERADORA will likely underperform. OPERADORA DE SITES currently holds a risk of 8.82%. Please check OPERADORA DE SITES potential upside, and the relationship between the total risk alpha and kurtosis , to decide if OPERADORA DE SITES will be following its historical price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
OPERADORA DE SITES has poor reverse predictability. Overlapping area represents the amount of predictability between OPERADORA time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 OPERADORA DE SITES price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current OPERADORA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 2.77 |
OPERADORA DE SITES lagged returns against current returns
Autocorrelation, which is OPERADORA 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 OPERADORA's stock expected returns. We can calculate the autocorrelation of OPERADORA returns to help us make a trade decision. For example, suppose you find that OPERADORA 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 |
OPERADORA 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 OPERADORA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OPERADORA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OPERADORA stock over time.
Current vs Lagged Prices |
| Timeline |
OPERADORA Lagged Returns
When evaluating OPERADORA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OPERADORA stock have on its future price. OPERADORA 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, OPERADORA autocorrelation shows the relationship between OPERADORA stock current value and its past values and can show if there is a momentum factor associated with investing in OPERADORA DE SITES.
Regressed Prices |
| Timeline |
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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 OPERADORA Stock
OPERADORA financial ratios help investors to determine whether OPERADORA 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 OPERADORA with respect to the benefits of owning OPERADORA security.