Arca Continental Sab Stock Market Value
| EMBVF Stock | USD 11.27 0.03 0.27% |
| Symbol | Arca |
Arca Continental '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 Arca Continental'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 Arca Continental.
| 07/28/2024 |
| 01/19/2026 |
If you would invest 0.00 in Arca Continental on July 28, 2024 and sell it all today you would earn a total of 0.00 from holding Arca Continental SAB or generate 0.0% return on investment in Arca Continental over 540 days. Arca Continental is related to or competes with Coca Cola, Carlsberg, Carlsberg, Asahi Group, Coca Cola, Fomento Econmico, and Carlsberg. Arca Continental, S.A.B. de C.V., together with its subsidiaries, produces, distributes, and sells non-alcoholic beverag... More
Arca Continental 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 Arca Continental'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 Arca Continental SAB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | 0.0853 | |||
| Maximum Drawdown | 8.45 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 3.81 |
Arca Continental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arca Continental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arca Continental's standard deviation. In reality, there are many statistical measures that can use Arca Continental historical prices to predict the future Arca Continental's volatility.| Risk Adjusted Performance | 0.102 | |||
| Jensen Alpha | 0.2316 | |||
| Total Risk Alpha | 0.0046 | |||
| Sortino Ratio | 0.0882 | |||
| Treynor Ratio | 1.09 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arca Continental'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.
Arca Continental SAB Backtested Returns
Arca Continental appears to be not too volatile, given 3 months investment horizon. Arca Continental SAB secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arca Continental SAB, which you can use to evaluate the volatility of the firm. Please makes use of Arca Continental's mean deviation of 1.43, and Risk Adjusted Performance of 0.102 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arca Continental holds a performance score of 11. The firm shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arca Continental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arca Continental is expected to be smaller as well. Please check Arca Continental's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Arca Continental's price patterns will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
Arca Continental SAB has very weak reverse predictability. Overlapping area represents the amount of predictability between Arca Continental time series from 28th of July 2024 to 24th of April 2025 and 24th of April 2025 to 19th 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 Arca Continental SAB price movement. The serial correlation of -0.02 indicates that only 2.0% of current Arca Continental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Arca Continental SAB lagged returns against current returns
Autocorrelation, which is Arca Continental pink sheet'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 Arca Continental's pink sheet expected returns. We can calculate the autocorrelation of Arca Continental returns to help us make a trade decision. For example, suppose you find that Arca Continental has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Arca Continental 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 Arca Continental pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arca Continental pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arca Continental pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Arca Continental Lagged Returns
When evaluating Arca Continental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arca Continental pink sheet have on its future price. Arca Continental 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, Arca Continental autocorrelation shows the relationship between Arca Continental pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Arca Continental SAB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Arca Pink Sheet
Arca Continental financial ratios help investors to determine whether Arca Pink Sheet 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 Arca with respect to the benefits of owning Arca Continental security.