Arca Continental (Mexico) Market Value
| AC Stock | MXN 176.12 1.21 0.68% |
| Symbol | Arca |
Arca Continental '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 Arca Continental'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 Arca Continental.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Arca Continental on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Arca Continental SAB or generate 0.0% return on investment in Arca Continental over 300 days. Arca Continental is related to or competes with Alfa SAB, Grupo Financiero, Fomento Econmico, and Grupo Mxico. Arca Continental, S.A.B. de C.V., together with its subsidiaries, produces, distributes, and sells non-alcoholic beverag... More
Arca Continental 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 Arca Continental'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 Arca Continental SAB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 7.58 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 2.18 |
Arca Continental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arca Continental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arca Continental's standard deviation. In reality, there are many statistical measures that can use Arca Continental historical prices to predict the future Arca Continental's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.23) |
Arca Continental SAB Backtested Returns
At this stage we consider Arca Stock to be very steady. Arca Continental SAB secures Sharpe Ratio (or Efficiency) of 0.0304, which signifies that the company had a 0.0304% return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Arca Continental SAB, which you can use to evaluate the volatility of the firm. Please confirm Arca Continental's mean deviation of 1.21, and Risk Adjusted Performance of (0.02) to double-check if the risk estimate we provide is consistent with the expected return of 0.0449%. Arca Continental has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arca Continental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arca Continental is expected to be smaller as well. Arca Continental SAB right now shows a risk of 1.48%. Please confirm Arca Continental SAB information ratio, as well as the relationship between the potential upside and rate of daily change , to decide if Arca Continental SAB will be following its price patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Arca Continental SAB has weak reverse predictability. Overlapping area represents the amount of predictability between Arca Continental time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 Arca Continental SAB price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Arca Continental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 25.02 |
Arca Continental SAB lagged returns against current returns
Autocorrelation, which is Arca Continental 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 Arca Continental's stock expected returns. We can calculate the autocorrelation of Arca Continental returns to help us make a trade decision. For example, suppose you find that Arca Continental 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 |
Arca Continental 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 Arca Continental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arca Continental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arca Continental stock over time.
Current vs Lagged Prices |
| Timeline |
Arca Continental Lagged Returns
When evaluating Arca Continental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arca Continental stock have on its future price. Arca Continental 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, Arca Continental autocorrelation shows the relationship between Arca Continental stock current value and its past values and can show if there is a momentum factor associated with investing in Arca Continental SAB.
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.Additional Tools for Arca Stock Analysis
When running Arca Continental's price analysis, check to measure Arca Continental's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Arca Continental is operating at the current time. Most of Arca Continental's value examination focuses on studying past and present price action to predict the probability of Arca Continental's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arca Continental's price. Additionally, you may evaluate how the addition of Arca Continental to your portfolios can decrease your overall portfolio volatility.