Consultatio (Argentina) Market Value
| CTIO Stock | ARS 2,405 15.00 0.63% |
| Symbol | Consultatio |
Consultatio '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 Consultatio'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 Consultatio.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Consultatio on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Consultatio SA or generate 0.0% return on investment in Consultatio over 30 days. Consultatio is related to or competes with Transportadora, Harmony Gold, and Compania. Consultatio S.A. engages in the real estate development business in Argentina and internationally More
Consultatio 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 Consultatio'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 Consultatio SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.5 | |||
| Information Ratio | 0.1098 | |||
| Maximum Drawdown | 14.5 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 5.0 |
Consultatio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Consultatio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Consultatio's standard deviation. In reality, there are many statistical measures that can use Consultatio historical prices to predict the future Consultatio's volatility.| Risk Adjusted Performance | 0.1135 | |||
| Jensen Alpha | 0.4899 | |||
| Total Risk Alpha | 0.0744 | |||
| Sortino Ratio | 0.0975 | |||
| Treynor Ratio | (0.57) |
Consultatio SA Backtested Returns
Consultatio appears to be very steady, given 3 months investment horizon. Consultatio SA secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Consultatio SA, which you can use to evaluate the volatility of the firm. Please makes use of Consultatio's Mean Deviation of 2.47, downside deviation of 3.5, and Risk Adjusted Performance of 0.1135 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Consultatio holds a performance score of 12. The firm shows a Beta (market volatility) of -0.74, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Consultatio are expected to decrease at a much lower rate. During the bear market, Consultatio is likely to outperform the market. Please check Consultatio's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Consultatio's price patterns will revert.
Auto-correlation | -0.05 |
Very weak reverse predictability
Consultatio SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Consultatio time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Consultatio SA price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Consultatio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 5835.25 |
Consultatio SA lagged returns against current returns
Autocorrelation, which is Consultatio 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 Consultatio's stock expected returns. We can calculate the autocorrelation of Consultatio returns to help us make a trade decision. For example, suppose you find that Consultatio 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 |
Consultatio 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 Consultatio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Consultatio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Consultatio stock over time.
Current vs Lagged Prices |
| Timeline |
Consultatio Lagged Returns
When evaluating Consultatio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Consultatio stock have on its future price. Consultatio 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, Consultatio autocorrelation shows the relationship between Consultatio stock current value and its past values and can show if there is a momentum factor associated with investing in Consultatio SA.
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 Consultatio Stock
Consultatio financial ratios help investors to determine whether Consultatio 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 Consultatio with respect to the benefits of owning Consultatio security.