Alpek Sab De Stock Market Value
| ALPKF Stock | USD 0.55 0.00 0.00% |
| Symbol | ALPEK |
ALPEK SAB '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 ALPEK SAB's otc 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 ALPEK SAB.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in ALPEK SAB on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding ALPEK SAB de or generate 0.0% return on investment in ALPEK SAB over 30 days. ALPEK SAB is related to or competes with Huabao International, Elementis Plc, Tokai Carbon, Elementis PLC, Corbion NV, 5N Plus, and Corbion NV. Alpek, S.A.B. de C.V., together with its subsidiaries, operates as a petrochemical company in Mexico, the United States,... More
ALPEK SAB 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 ALPEK SAB's otc 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 ALPEK SAB de upside and downside potential and time the market with a certain degree of confidence.
ALPEK SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALPEK SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALPEK SAB's standard deviation. In reality, there are many statistical measures that can use ALPEK SAB historical prices to predict the future ALPEK SAB's volatility.| Risk Adjusted Performance | 0.0324 | |||
| Jensen Alpha | 0.0745 | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (1.60) |
ALPEK SAB de Backtested Returns
At this point, ALPEK SAB is extremely dangerous. ALPEK SAB de secures Sharpe Ratio (or Efficiency) of 0.0364, which signifies that the company had a 0.0364 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for ALPEK SAB de, which you can use to evaluate the volatility of the firm. Please confirm ALPEK SAB's mean deviation of 0.6435, and Risk Adjusted Performance of 0.0324 to double-check if the risk estimate we provide is consistent with the expected return of 0.0812%. ALPEK SAB has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0444, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ALPEK SAB are expected to decrease at a much lower rate. During the bear market, ALPEK SAB is likely to outperform the market. ALPEK SAB de now shows a risk of 2.23%. Please confirm ALPEK SAB de variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if ALPEK SAB de will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
ALPEK SAB de has no correlation between past and present. Overlapping area represents the amount of predictability between ALPEK SAB time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 ALPEK SAB de price movement. The serial correlation of 0.0 indicates that just 0.0% of current ALPEK SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ALPEK SAB de lagged returns against current returns
Autocorrelation, which is ALPEK SAB otc 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 ALPEK SAB's otc stock expected returns. We can calculate the autocorrelation of ALPEK SAB returns to help us make a trade decision. For example, suppose you find that ALPEK SAB has exhibited high autocorrelation historically, and you observe that the otc 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 |
ALPEK SAB 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 ALPEK SAB otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALPEK SAB otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALPEK SAB otc stock over time.
Current vs Lagged Prices |
| Timeline |
ALPEK SAB Lagged Returns
When evaluating ALPEK SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALPEK SAB otc stock have on its future price. ALPEK SAB 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, ALPEK SAB autocorrelation shows the relationship between ALPEK SAB otc stock current value and its past values and can show if there is a momentum factor associated with investing in ALPEK SAB de.
Regressed Prices |
| Timeline |
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Other Information on Investing in ALPEK OTC Stock
ALPEK SAB financial ratios help investors to determine whether ALPEK OTC 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 ALPEK with respect to the benefits of owning ALPEK SAB security.