G Collado (Mexico) Market Value
| COLLADO Stock | MXN 7.80 0.00 0.00% |
| Symbol | COLLADO |
G Collado '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 G Collado'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 G Collado.
| 06/12/2023 |
| 12/03/2024 |
If you would invest 0.00 in G Collado on June 12, 2023 and sell it all today you would earn a total of 0.00 from holding G Collado SAB or generate 0.0% return on investment in G Collado over 540 days. G Collado is related to or competes with Sony, Banco Actinver, Citigroup, JPMorgan Chase, Deutsche Bank, Samsung Electronics, and Morgan Stanley. G Collado, S.A.B. de C.V. engages in the processing and manufacturing of steel products in Mexico More
G Collado 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 G Collado'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 G Collado SAB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 2.77 |
G Collado Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G Collado's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G Collado's standard deviation. In reality, there are many statistical measures that can use G Collado historical prices to predict the future G Collado's volatility.| Risk Adjusted Performance | 0.0816 | |||
| Jensen Alpha | 0.0381 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.59) |
G Collado SAB Backtested Returns
As of now, COLLADO Stock is very steady. G Collado SAB retains Efficiency (Sharpe Ratio) of 0.13, which attests that the company had a 0.13% return per unit of return volatility over the last 3 months. We have found sixteen technical indicators for G Collado, which you can use to evaluate the volatility of the entity. Please check out G Collado's Coefficient Of Variation of 812.4, market risk adjusted performance of (0.58), and Standard Deviation of 0.3406 to validate if the risk estimate we provide is consistent with the expected return of 0.0454%. G Collado has a performance score of 10 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0537, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning G Collado are expected to decrease at a much lower rate. During the bear market, G Collado is likely to outperform the market. G Collado SAB today owns a risk of 0.35%. Please check out G Collado SAB treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if G Collado SAB will be following its current price history.
Auto-correlation | -0.54 |
Good reverse predictability
G Collado SAB has good reverse predictability. Overlapping area represents the amount of predictability between G Collado time series from 12th of June 2023 to 8th of March 2024 and 8th of March 2024 to 3rd of December 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 G Collado SAB price movement. The serial correlation of -0.54 indicates that about 54.0% of current G Collado price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
G Collado SAB lagged returns against current returns
Autocorrelation, which is G Collado 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 G Collado's stock expected returns. We can calculate the autocorrelation of G Collado returns to help us make a trade decision. For example, suppose you find that G Collado 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 |
G Collado 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 G Collado stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G Collado stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G Collado stock over time.
Current vs Lagged Prices |
| Timeline |
G Collado Lagged Returns
When evaluating G Collado's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G Collado stock have on its future price. G Collado 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, G Collado autocorrelation shows the relationship between G Collado stock current value and its past values and can show if there is a momentum factor associated with investing in G Collado SAB.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in COLLADO Stock
G Collado financial ratios help investors to determine whether COLLADO 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 COLLADO with respect to the benefits of owning G Collado security.