Corporacin Moctezuma (Mexico) Market Value
| CMOCTEZ Stock | MXN 81.75 0.75 0.93% |
| Symbol | Corporacin |
Corporacin Moctezuma '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 Moctezuma'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 Moctezuma.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Corporacin Moctezuma on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Corporacin Moctezuma SAB or generate 0.0% return on investment in Corporacin Moctezuma over 30 days. Corporacin Moctezuma is related to or competes with First Majestic, Ross Stores, Bank of Nova Scotia, McEwen Mining, Monster Beverage, Cognizant Technology, and Genworth Financial. Corporacin Moctezuma S.A.B. de C.V. manufactures and sells cement and concrete products in Mexico More
Corporacin Moctezuma 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 Moctezuma'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 Moctezuma SAB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.86 | |||
| Information Ratio | 0.0867 | |||
| Maximum Drawdown | 10.53 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 2.72 |
Corporacin Moctezuma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Corporacin Moctezuma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Corporacin Moctezuma's standard deviation. In reality, there are many statistical measures that can use Corporacin Moctezuma historical prices to predict the future Corporacin Moctezuma's volatility.| Risk Adjusted Performance | 0.0755 | |||
| Jensen Alpha | 0.1825 | |||
| Total Risk Alpha | 0.168 | |||
| Sortino Ratio | 0.0618 | |||
| Treynor Ratio | (1.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Corporacin Moctezuma'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.
Corporacin Moctezuma SAB Backtested Returns
Corporacin Moctezuma appears to be very steady, given 3 months investment horizon. Corporacin Moctezuma SAB secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Corporacin Moctezuma SAB, which you can use to evaluate the volatility of the firm. Please makes use of Corporacin Moctezuma's Downside Deviation of 2.86, mean deviation of 1.15, and Risk Adjusted Performance of 0.0755 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Corporacin Moctezuma holds a performance score of 9. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Corporacin Moctezuma are expected to decrease at a much lower rate. During the bear market, Corporacin Moctezuma is likely to outperform the market. Please check Corporacin Moctezuma's maximum drawdown, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Corporacin Moctezuma's price patterns will revert.
Auto-correlation | 0.16 |
Very weak predictability
Corporacin Moctezuma SAB has very weak predictability. Overlapping area represents the amount of predictability between Corporacin Moctezuma time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Moctezuma SAB price movement. The serial correlation of 0.16 indicates that over 16.0% of current Corporacin Moctezuma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
Corporacin Moctezuma SAB lagged returns against current returns
Autocorrelation, which is Corporacin Moctezuma 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 Moctezuma's stock expected returns. We can calculate the autocorrelation of Corporacin Moctezuma returns to help us make a trade decision. For example, suppose you find that Corporacin Moctezuma 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 Moctezuma 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 Moctezuma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Corporacin Moctezuma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Corporacin Moctezuma stock over time.
Current vs Lagged Prices |
| Timeline |
Corporacin Moctezuma Lagged Returns
When evaluating Corporacin Moctezuma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Corporacin Moctezuma stock have on its future price. Corporacin Moctezuma 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 Moctezuma autocorrelation shows the relationship between Corporacin Moctezuma stock current value and its past values and can show if there is a momentum factor associated with investing in Corporacin Moctezuma 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 Corporacin Stock Analysis
When running Corporacin Moctezuma's price analysis, check to measure Corporacin Moctezuma'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 Corporacin Moctezuma is operating at the current time. Most of Corporacin Moctezuma's value examination focuses on studying past and present price action to predict the probability of Corporacin Moctezuma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Corporacin Moctezuma's price. Additionally, you may evaluate how the addition of Corporacin Moctezuma to your portfolios can decrease your overall portfolio volatility.