Corporacin Inmobiliaria (Mexico) Market Value
| VESTA Stock | MXN 46.31 0.37 0.81% |
| Symbol | Corporacin |
Corporacin Inmobiliaria '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 Corporacin Inmobiliaria'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 Corporacin Inmobiliaria.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Corporacin Inmobiliaria on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Corporacin Inmobiliaria Vesta or generate 0.0% return on investment in Corporacin Inmobiliaria over 90 days. Corporacin Inmobiliaria is related to or competes with Promotora, Megacable Holdings, ALPEK SAB, Gentera SAB, and Grupo Comercial. Corporacin Inmobiliaria Vesta, S.A.B. de C.V., together with its subsidiaries, acquires, develops, manages, operates, an... More
Corporacin Inmobiliaria 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 Corporacin Inmobiliaria'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 Corporacin Inmobiliaria Vesta upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.41 | |||
| Value At Risk | (2.93) | |||
| Potential Upside | 2.18 |
Corporacin Inmobiliaria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Corporacin Inmobiliaria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Corporacin Inmobiliaria's standard deviation. In reality, there are many statistical measures that can use Corporacin Inmobiliaria historical prices to predict the future Corporacin Inmobiliaria's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.0623 | |||
| Treynor Ratio | (0.52) |
Corporacin Inmobiliaria Backtested Returns
Corporacin Inmobiliaria secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1 % return per unit of risk over the last 3 months. Corporacin Inmobiliaria Vesta exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Corporacin Inmobiliaria's Mean Deviation of 1.17, risk adjusted performance of (0.07), and Standard Deviation of 1.64 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Corporacin Inmobiliaria's returns are expected to increase less than the market. However, during the bear market, the loss of holding Corporacin Inmobiliaria is expected to be smaller as well. At this point, Corporacin Inmobiliaria has a negative expected return of -0.17%. Please make sure to confirm Corporacin Inmobiliaria's accumulation distribution, as well as the relationship between the day typical price and relative strength index , to decide if Corporacin Inmobiliaria performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.12 |
Insignificant predictability
Corporacin Inmobiliaria Vesta has insignificant predictability. Overlapping area represents the amount of predictability between Corporacin Inmobiliaria 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 Corporacin Inmobiliaria price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Corporacin Inmobiliaria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 9.36 |
Corporacin Inmobiliaria lagged returns against current returns
Autocorrelation, which is Corporacin Inmobiliaria 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 Corporacin Inmobiliaria's stock expected returns. We can calculate the autocorrelation of Corporacin Inmobiliaria returns to help us make a trade decision. For example, suppose you find that Corporacin Inmobiliaria 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 |
Corporacin Inmobiliaria 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 Corporacin Inmobiliaria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Corporacin Inmobiliaria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Corporacin Inmobiliaria stock over time.
Current vs Lagged Prices |
| Timeline |
Corporacin Inmobiliaria Lagged Returns
When evaluating Corporacin Inmobiliaria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Corporacin Inmobiliaria stock have on its future price. Corporacin Inmobiliaria 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, Corporacin Inmobiliaria autocorrelation shows the relationship between Corporacin Inmobiliaria stock current value and its past values and can show if there is a momentum factor associated with investing in Corporacin Inmobiliaria Vesta.
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 Corporacin Stock
Corporacin Inmobiliaria financial ratios help investors to determine whether Corporacin 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 Corporacin with respect to the benefits of owning Corporacin Inmobiliaria security.