Ypf Sociedad Anonima Stock Market Value
| YPF Stock | USD 40.30 0.59 1.49% |
| Symbol | YPF |
YPF Sociedad Anonima Price To Book Ratio
Is Oil, Gas & Consumable Fuels space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of YPF Sociedad. If investors know YPF will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about YPF Sociedad listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 5.198 | Earnings Share 1.98 | Revenue Per Share 29.6 K | Quarterly Revenue Growth 3.234 | Return On Assets 0.0445 |
The market value of YPF Sociedad Anonima is measured differently than its book value, which is the value of YPF that is recorded on the company's balance sheet. Investors also form their own opinion of YPF Sociedad's value that differs from its market value or its book value, called intrinsic value, which is YPF Sociedad's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because YPF Sociedad's market value can be influenced by many factors that don't directly affect YPF Sociedad's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between YPF Sociedad's value and its price as these two are different measures arrived at by different means. Investors typically determine if YPF Sociedad is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YPF Sociedad'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.
YPF Sociedad '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 YPF Sociedad'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 YPF Sociedad.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in YPF Sociedad on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding YPF Sociedad Anonima or generate 0.0% return on investment in YPF Sociedad over 180 days. YPF Sociedad is related to or competes with National Fuel, Eni SPA, Ecopetrol, TotalEnergies, Petróleo Brasileiro, BP PLC, and Shell PLC. YPF Sociedad Annima, an energy company, engages in the oil and gas upstream and downstream activities in Argentina More
YPF Sociedad 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 YPF Sociedad'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 YPF Sociedad Anonima upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.3255 | |||
| Maximum Drawdown | 10.08 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 5.61 |
YPF Sociedad Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YPF Sociedad's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YPF Sociedad's standard deviation. In reality, there are many statistical measures that can use YPF Sociedad historical prices to predict the future YPF Sociedad's volatility.| Risk Adjusted Performance | 0.2968 | |||
| Jensen Alpha | 0.8528 | |||
| Total Risk Alpha | 0.534 | |||
| Sortino Ratio | 0.5049 | |||
| Treynor Ratio | 1.12 |
YPF Sociedad Anonima Backtested Returns
YPF Sociedad appears to be very steady, given 3 months investment horizon. YPF Sociedad Anonima shows Sharpe Ratio of 0.36, which attests that the company had a 0.36% return per unit of volatility over the last 3 months. By reviewing YPF Sociedad's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please utilize YPF Sociedad's Mean Deviation of 2.12, downside deviation of 1.65, and Risk Adjusted Performance of 0.2968 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, YPF Sociedad holds a performance score of 28. The firm maintains a market beta of 0.86, which attests to possible diversification benefits within a given portfolio. YPF Sociedad returns are very sensitive to returns on the market. As the market goes up or down, YPF Sociedad is expected to follow. Please check YPF Sociedad's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether YPF Sociedad's historical returns will revert.
Auto-correlation | 0.52 |
Modest predictability
YPF Sociedad Anonima has modest predictability. Overlapping area represents the amount of predictability between YPF Sociedad time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 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 YPF Sociedad Anonima price movement. The serial correlation of 0.52 indicates that about 52.0% of current YPF Sociedad price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 28.97 |
YPF Sociedad Anonima lagged returns against current returns
Autocorrelation, which is YPF Sociedad 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 YPF Sociedad's stock expected returns. We can calculate the autocorrelation of YPF Sociedad returns to help us make a trade decision. For example, suppose you find that YPF Sociedad 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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YPF Sociedad 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 YPF Sociedad stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YPF Sociedad stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YPF Sociedad stock over time.
Current vs Lagged Prices |
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YPF Sociedad Lagged Returns
When evaluating YPF Sociedad's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YPF Sociedad stock have on its future price. YPF Sociedad 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, YPF Sociedad autocorrelation shows the relationship between YPF Sociedad stock current value and its past values and can show if there is a momentum factor associated with investing in YPF Sociedad Anonima.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether YPF Sociedad Anonima is a strong investment it is important to analyze YPF Sociedad's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact YPF Sociedad's future performance. For an informed investment choice regarding YPF Stock, refer to the following important reports:Check out YPF Sociedad Correlation, YPF Sociedad Volatility and YPF Sociedad Alpha and Beta module to complement your research on YPF Sociedad. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
YPF Sociedad technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.