Value Grupo (Mexico) Market Value

VALUEGFO  MXN 95.00  0.00  0.00%   
Value Grupo's market value is the price at which a share of Value Grupo trades on a public exchange. It measures the collective expectations of Value Grupo Financiero investors about its performance. Value Grupo is trading at 95.00 as of the 5th of March 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 95.0.
With this module, you can estimate the performance of a buy and hold strategy of Value Grupo Financiero and determine expected loss or profit from investing in Value Grupo over a given investment horizon. Check out Value Grupo Correlation, Value Grupo Volatility and Value Grupo Alpha and Beta module to complement your research on Value Grupo.
Symbol

Please note, there is a significant difference between Value Grupo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Value Grupo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Value Grupo's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Value Grupo '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 Value Grupo'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 Value Grupo.
0.00
09/06/2024
No Change 0.00  0.0 
In 5 months and 30 days
03/05/2025
0.00
If you would invest  0.00  in Value Grupo on September 6, 2024 and sell it all today you would earn a total of 0.00 from holding Value Grupo Financiero or generate 0.0% return on investment in Value Grupo over 180 days. Value Grupo is related to or competes with Applied Materials, Capital One, Ameriprise Financial, Air Transport, Grupo Sports, KB Home, and Grupo Carso. Value Grupo Financiero SAB de CV, through its subsidiaries, provides various financial services in Mexico More

Value Grupo 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 Value Grupo'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 Value Grupo Financiero upside and downside potential and time the market with a certain degree of confidence.

Value Grupo Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Grupo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Grupo's standard deviation. In reality, there are many statistical measures that can use Value Grupo historical prices to predict the future Value Grupo's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Value Grupo'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.
Hype
Prediction
LowEstimatedHigh
92.8495.0097.16
Details
Intrinsic
Valuation
LowRealHigh
85.50115.06117.22
Details
Naive
Forecast
LowNextHigh
93.2995.4597.61
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
87.9199.69111.46
Details

Value Grupo Financiero Backtested Returns

At this point, Value Grupo is very steady. Value Grupo Financiero owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.026, which indicates the firm had a 0.026 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Value Grupo Financiero, which you can use to evaluate the volatility of the company. Please validate Value Grupo's Risk Adjusted Performance of 0.0264, coefficient of variation of 3847.03, and Variance of 4.66 to confirm if the risk estimate we provide is consistent with the expected return of 0.0561%. Value Grupo has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Value Grupo are expected to decrease at a much lower rate. During the bear market, Value Grupo is likely to outperform the market. Value Grupo Financiero right now has a risk of 2.16%. Please validate Value Grupo information ratio and kurtosis , to decide if Value Grupo will be following its existing price patterns.

Auto-correlation

    
  -0.28  

Weak reverse predictability

Value Grupo Financiero has weak reverse predictability. Overlapping area represents the amount of predictability between Value Grupo time series from 6th of September 2024 to 5th of December 2024 and 5th of December 2024 to 5th 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 Value Grupo Financiero price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Value Grupo price fluctuation can be explain by its past prices.
Correlation Coefficient-0.28
Spearman Rank Test-0.49
Residual Average0.0
Price Variance34.64

Value Grupo Financiero lagged returns against current returns

Autocorrelation, which is Value Grupo 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 Value Grupo's stock expected returns. We can calculate the autocorrelation of Value Grupo returns to help us make a trade decision. For example, suppose you find that Value Grupo 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  

Value Grupo 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 Value Grupo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Grupo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Grupo stock over time.
   Current vs Lagged Prices   
       Timeline  

Value Grupo Lagged Returns

When evaluating Value Grupo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Grupo stock have on its future price. Value Grupo 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, Value Grupo autocorrelation shows the relationship between Value Grupo stock current value and its past values and can show if there is a momentum factor associated with investing in Value Grupo Financiero.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Value Stock

Value Grupo financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Grupo security.