Cemex Sab De Stock Market Value
| CXMSF Stock | USD 1.33 0.08 6.40% |
| Symbol | CEMEX |
CEMEX 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 CEMEX SAB's pink sheet 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 CEMEX SAB.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in CEMEX SAB on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding CEMEX SAB de or generate 0.0% return on investment in CEMEX SAB over 90 days. CEMEX SAB is related to or competes with Vulcan Materials, Martin Marietta, Eagle Materials, CRH PLC, Xinyi Glass, CEMATRIX, and Anhui Conch. CEMEX, S.A.B. de C.V., together with its subsidiaries, produces, markets, distributes, and sells cement, ready-mix concr... More
CEMEX 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 CEMEX SAB's pink sheet 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 CEMEX SAB de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.26 | |||
| Information Ratio | 0.1472 | |||
| Maximum Drawdown | 25.28 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 4.55 |
CEMEX SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CEMEX SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CEMEX SAB's standard deviation. In reality, there are many statistical measures that can use CEMEX SAB historical prices to predict the future CEMEX SAB's volatility.| Risk Adjusted Performance | 0.1405 | |||
| Jensen Alpha | 0.5992 | |||
| Total Risk Alpha | 0.1575 | |||
| Sortino Ratio | 0.1104 | |||
| Treynor Ratio | (1.50) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CEMEX SAB'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.
CEMEX SAB January 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1405 | |||
| Market Risk Adjusted Performance | (1.49) | |||
| Mean Deviation | 1.62 | |||
| Semi Deviation | 1.05 | |||
| Downside Deviation | 4.26 | |||
| Coefficient Of Variation | 556.2 | |||
| Standard Deviation | 3.19 | |||
| Variance | 10.19 | |||
| Information Ratio | 0.1472 | |||
| Jensen Alpha | 0.5992 | |||
| Total Risk Alpha | 0.1575 | |||
| Sortino Ratio | 0.1104 | |||
| Treynor Ratio | (1.50) | |||
| Maximum Drawdown | 25.28 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 4.55 | |||
| Downside Variance | 18.13 | |||
| Semi Variance | 1.09 | |||
| Expected Short fall | (5.42) | |||
| Skewness | 3.62 | |||
| Kurtosis | 20.47 |
CEMEX SAB de Backtested Returns
CEMEX SAB appears to be dangerous, given 3 months investment horizon. CEMEX SAB de secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. By examining CEMEX SAB's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please makes use of CEMEX SAB's mean deviation of 1.62, and Risk Adjusted Performance of 0.1405 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CEMEX SAB holds a performance score of 14. The firm shows a Beta (market volatility) of -0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning CEMEX SAB are expected to decrease at a much lower rate. During the bear market, CEMEX SAB is likely to outperform the market. Please check CEMEX SAB's daily balance of power, period momentum indicator, as well as the relationship between the downside variance and sortino ratio , to make a quick decision on whether CEMEX SAB's price patterns will revert.
Auto-correlation | 0.77 |
Good predictability
CEMEX SAB de has good predictability. Overlapping area represents the amount of predictability between CEMEX SAB time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CEMEX SAB de price movement. The serial correlation of 0.77 indicates that around 77.0% of current CEMEX SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Additional Information and Resources on Investing in CEMEX Pink Sheet
When determining whether CEMEX SAB de offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CEMEX SAB's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Cemex Sab De Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Cemex Sab De Stock:Check out CEMEX SAB Correlation, CEMEX SAB Volatility and CEMEX SAB Alpha and Beta module to complement your research on CEMEX SAB. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
CEMEX SAB technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.