DINE SAB (Mexico) Market Value
| DINEA Stock | MXN 24.00 0.00 0.00% |
| Symbol | DINE |
DINE 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 DINE 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 DINE SAB.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in DINE SAB on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding DINE SAB de or generate 0.0% return on investment in DINE SAB over 30 days. DINE SAB is related to or competes with Capital One, First Republic, Grupo Hotelero, Martin Marietta, Deutsche Bank, GMxico Transportes, and Lloyds Banking. DINE, S.A.B. de C.V. operates as a real estate development company primarily in Mexico More
DINE 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 DINE 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 DINE SAB de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 7.69 |
DINE SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DINE SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DINE SAB's standard deviation. In reality, there are many statistical measures that can use DINE SAB historical prices to predict the future DINE SAB's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (4.21) |
DINE SAB de Backtested Returns
As of now, DINE Stock is very steady. DINE SAB de secures Sharpe Ratio (or Efficiency) of 0.0031, which denotes the company had a 0.0031% return per unit of risk over the last 3 months. We have found sixteen technical indicators for DINE SAB de, which you can use to evaluate the volatility of the firm. Please confirm DINE SAB's Standard Deviation of 1.13, coefficient of variation of (982.37), and Mean Deviation of 0.3298 to check if the risk estimate we provide is consistent with the expected return of 0.002%. The firm shows a Beta (market volatility) of 0.0296, which means not very significant fluctuations relative to the market. As returns on the market increase, DINE SAB's returns are expected to increase less than the market. However, during the bear market, the loss of holding DINE SAB is expected to be smaller as well. DINE SAB de now shows a risk of 0.64%. Please confirm DINE SAB de skewness, and the relationship between the treynor ratio and rate of daily change , to decide if DINE SAB de will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
DINE SAB de has no correlation between past and present. Overlapping area represents the amount of predictability between DINE SAB time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 DINE SAB de price movement. The serial correlation of 0.0 indicates that just 0.0% of current DINE SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DINE SAB de lagged returns against current returns
Autocorrelation, which is DINE 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 DINE SAB's stock expected returns. We can calculate the autocorrelation of DINE SAB returns to help us make a trade decision. For example, suppose you find that DINE 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 |
DINE 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 DINE SAB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DINE SAB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DINE SAB stock over time.
Current vs Lagged Prices |
| Timeline |
DINE SAB Lagged Returns
When evaluating DINE SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DINE SAB stock have on its future price. DINE 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, DINE SAB autocorrelation shows the relationship between DINE SAB stock current value and its past values and can show if there is a momentum factor associated with investing in DINE 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 DINE Stock
DINE SAB financial ratios help investors to determine whether DINE 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 DINE with respect to the benefits of owning DINE SAB security.