CMR SAB (Mexico) Market Value
| CMRB Stock | MXN 1.37 0.04 3.01% |
| Symbol | CMR |
CMR 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 CMR SAB'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 CMR SAB.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in CMR SAB on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding CMR SAB de or generate 0.0% return on investment in CMR SAB over 30 days. CMR SAB is related to or competes with Taiwan Semiconductor, Alibaba Group, Select Sector, Promotora, IShares Global, SPDR Series, and Vanguard World. It operates restaurants under the Wings, Chilis, Olive Garden, La Destilera, EL LAGO, Red Lobster, THE CAPITAL GRILLE, F... More
CMR 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 CMR SAB'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 CMR SAB de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.77 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 22.6 | |||
| Value At Risk | (8.59) | |||
| Potential Upside | 9.17 |
CMR SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CMR SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CMR SAB's standard deviation. In reality, there are many statistical measures that can use CMR SAB historical prices to predict the future CMR SAB's volatility.| Risk Adjusted Performance | 0.0212 | |||
| Jensen Alpha | 0.0802 | |||
| Total Risk Alpha | (0.68) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.89) |
CMR SAB de Backtested Returns
CMR SAB appears to be extremely dangerous, given 3 months investment horizon. CMR SAB de secures Sharpe Ratio (or Efficiency) of 0.0674, which signifies that the company had a 0.0674% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for CMR SAB de, which you can use to evaluate the volatility of the firm. Please makes use of CMR SAB's risk adjusted performance of 0.0212, and Mean Deviation of 3.41 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CMR SAB holds a performance score of 5. The firm shows a Beta (market volatility) of -0.0796, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CMR SAB are expected to decrease at a much lower rate. During the bear market, CMR SAB is likely to outperform the market. Please check CMR SAB's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether CMR SAB's price patterns will revert.
Auto-correlation | 0.10 |
Insignificant predictability
CMR SAB de has insignificant predictability. Overlapping area represents the amount of predictability between CMR SAB time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 CMR SAB de price movement. The serial correlation of 0.1 indicates that less than 10.0% of current CMR SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CMR SAB de lagged returns against current returns
Autocorrelation, which is CMR SAB 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 CMR SAB's stock expected returns. We can calculate the autocorrelation of CMR SAB returns to help us make a trade decision. For example, suppose you find that CMR SAB 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 |
CMR 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 CMR SAB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CMR SAB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CMR SAB stock over time.
Current vs Lagged Prices |
| Timeline |
CMR SAB Lagged Returns
When evaluating CMR SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CMR SAB stock have on its future price. CMR 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, CMR SAB autocorrelation shows the relationship between CMR SAB stock current value and its past values and can show if there is a momentum factor associated with investing in CMR SAB de.
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 CMR Stock Analysis
When running CMR SAB's price analysis, check to measure CMR SAB'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 CMR SAB is operating at the current time. Most of CMR SAB's value examination focuses on studying past and present price action to predict the probability of CMR SAB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CMR SAB's price. Additionally, you may evaluate how the addition of CMR SAB to your portfolios can decrease your overall portfolio volatility.