Grupo Mexicano De Stock Market Value
| GMXDF Stock | USD 0.02 0.00 0.00% |
| Symbol | Grupo |
Grupo Mexicano '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 Grupo Mexicano'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 Grupo Mexicano.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Grupo Mexicano on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Grupo Mexicano de or generate 0.0% return on investment in Grupo Mexicano over 180 days. Grupo Mexicano is related to or competes with JG Summit. Grupo Mexicano de Desarrollo, S.A.B. develops and operates infrastructure projects in Mexico More
Grupo Mexicano 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 Grupo Mexicano'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 Grupo Mexicano de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 96.49 |
Grupo Mexicano Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Mexicano's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Mexicano's standard deviation. In reality, there are many statistical measures that can use Grupo Mexicano historical prices to predict the future Grupo Mexicano's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (1.60) | |||
| Total Risk Alpha | (2.72) | |||
| Treynor Ratio | (1.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grupo Mexicano'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.
Grupo Mexicano de Backtested Returns
Grupo Mexicano de holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of risk over the last 3 months. Grupo Mexicano de exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grupo Mexicano's Standard Deviation of 12.06, market risk adjusted performance of (1.28), and Risk Adjusted Performance of (0.08) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.18, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Grupo Mexicano will likely underperform. At this point, Grupo Mexicano de has a negative expected return of -1.48%. Please make sure to check out Grupo Mexicano's standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Grupo Mexicano de performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Grupo Mexicano de has no correlation between past and present. Overlapping area represents the amount of predictability between Grupo Mexicano time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Grupo Mexicano de price movement. The serial correlation of 0.0 indicates that just 0.0% of current Grupo Mexicano price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Grupo Mexicano de lagged returns against current returns
Autocorrelation, which is Grupo Mexicano 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 Grupo Mexicano's pink sheet expected returns. We can calculate the autocorrelation of Grupo Mexicano returns to help us make a trade decision. For example, suppose you find that Grupo Mexicano 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 |
Grupo Mexicano 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 Grupo Mexicano pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Mexicano pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Mexicano pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Grupo Mexicano Lagged Returns
When evaluating Grupo Mexicano's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Mexicano pink sheet have on its future price. Grupo Mexicano 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, Grupo Mexicano autocorrelation shows the relationship between Grupo Mexicano pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Grupo Mexicano de.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Grupo Pink Sheet
Grupo Mexicano financial ratios help investors to determine whether Grupo 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 Grupo with respect to the benefits of owning Grupo Mexicano security.