Cydsa SAB (Mexico) Market Value
| CYDSASAA | MXN 17.40 0.01 0.06% |
| Symbol | Cydsa |
Cydsa 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 Cydsa 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 Cydsa SAB.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Cydsa SAB on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Cydsa SAB de or generate 0.0% return on investment in Cydsa SAB over 720 days. Cydsa SAB is related to or competes with Steel Dynamics, UnitedHealth Group, Grupo Industrial, FibraHotel, New Oriental, Grupo Hotelero, and Grupo Sports. Cydsa, S.A.B. de C.V., through its subsidiaries, produces and markets salt, chlorine, caustic soda, chemical specialties... More
Cydsa 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 Cydsa 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 Cydsa SAB de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.0433 | |||
| Maximum Drawdown | 7.05 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 2.3 |
Cydsa SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cydsa SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cydsa SAB's standard deviation. In reality, there are many statistical measures that can use Cydsa SAB historical prices to predict the future Cydsa SAB's volatility.| Risk Adjusted Performance | 0.0415 | |||
| Jensen Alpha | 0.0401 | |||
| Total Risk Alpha | 0.0385 | |||
| Sortino Ratio | 0.0298 | |||
| Treynor Ratio | (0.29) |
Cydsa SAB de Backtested Returns
At this point, Cydsa SAB is very steady. Cydsa SAB de secures Sharpe Ratio (or Efficiency) of 0.0663, which signifies that the company had a 0.0663 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Cydsa SAB de, which you can use to evaluate the volatility of the firm. Please confirm Cydsa SAB's risk adjusted performance of 0.0415, and Mean Deviation of 0.3853 to double-check if the risk estimate we provide is consistent with the expected return of 0.0618%. Cydsa SAB has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cydsa SAB are expected to decrease at a much lower rate. During the bear market, Cydsa SAB is likely to outperform the market. Cydsa SAB de right now shows a risk of 0.93%. Please confirm Cydsa SAB de treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Cydsa SAB de will be following its price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
Cydsa SAB de has virtually no predictability. Overlapping area represents the amount of predictability between Cydsa SAB time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th 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 Cydsa SAB de price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Cydsa SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 1.22 |
Cydsa SAB de lagged returns against current returns
Autocorrelation, which is Cydsa 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 Cydsa SAB's stock expected returns. We can calculate the autocorrelation of Cydsa SAB returns to help us make a trade decision. For example, suppose you find that Cydsa 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 |
Cydsa 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 Cydsa SAB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cydsa SAB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cydsa SAB stock over time.
Current vs Lagged Prices |
| Timeline |
Cydsa SAB Lagged Returns
When evaluating Cydsa SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cydsa SAB stock have on its future price. Cydsa 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, Cydsa SAB autocorrelation shows the relationship between Cydsa SAB stock current value and its past values and can show if there is a momentum factor associated with investing in Cydsa SAB de.
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 Cydsa Stock
Cydsa SAB financial ratios help investors to determine whether Cydsa 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 Cydsa with respect to the benefits of owning Cydsa SAB security.