Grupo Aeroportuario Del Stock Market Value
| GPAEF Stock | USD 18.97 0.09 0.48% |
| Symbol | Grupo |
Grupo Aeroportuario '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 Aeroportuario'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 Aeroportuario.
| 05/07/2024 |
| 02/01/2025 |
If you would invest 0.00 in Grupo Aeroportuario on May 7, 2024 and sell it all today you would earn a total of 0.00 from holding Grupo Aeroportuario del or generate 0.0% return on investment in Grupo Aeroportuario over 270 days. Grupo Aeroportuario is related to or competes with Grupo Aeroportuario, Grupo Aeroportuario, Corporacion America, Airports, and AerSale Corp. Grupo Aeroportuario del Pacfico, S.A.B. de C.V., together with its subsidiaries, manages, operates, and develops airport... More
Grupo Aeroportuario 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 Aeroportuario'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 Aeroportuario del upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.52 | |||
| Information Ratio | 0.0399 | |||
| Maximum Drawdown | 76.09 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.17 |
Grupo Aeroportuario Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Aeroportuario's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Aeroportuario's standard deviation. In reality, there are many statistical measures that can use Grupo Aeroportuario historical prices to predict the future Grupo Aeroportuario's volatility.| Risk Adjusted Performance | 0.0511 | |||
| Jensen Alpha | 0.3665 | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | 0.0247 | |||
| Treynor Ratio | 0.3962 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grupo Aeroportuario'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 Aeroportuario del Backtested Returns
Grupo Aeroportuario appears to be moderately volatile, given 3 months investment horizon. Grupo Aeroportuario del holds Efficiency (Sharpe) Ratio of 0.0603, which attests that the entity had a 0.0603 % return per unit of risk over the last 3 months. By evaluating Grupo Aeroportuario's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please utilize Grupo Aeroportuario's Market Risk Adjusted Performance of 0.4062, risk adjusted performance of 0.0511, and Downside Deviation of 15.52 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grupo Aeroportuario holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 1.2, 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 Aeroportuario will likely underperform. Please check Grupo Aeroportuario's maximum drawdown, skewness, price action indicator, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether Grupo Aeroportuario's current trending patterns will revert.
Auto-correlation | 0.40 |
Average predictability
Grupo Aeroportuario del has average predictability. Overlapping area represents the amount of predictability between Grupo Aeroportuario time series from 7th of May 2024 to 19th of September 2024 and 19th of September 2024 to 1st 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 Grupo Aeroportuario del price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Grupo Aeroportuario price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 6.83 |
Grupo Aeroportuario del lagged returns against current returns
Autocorrelation, which is Grupo Aeroportuario 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 Aeroportuario's pink sheet expected returns. We can calculate the autocorrelation of Grupo Aeroportuario returns to help us make a trade decision. For example, suppose you find that Grupo Aeroportuario 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 Aeroportuario 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 Aeroportuario pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Aeroportuario 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 Aeroportuario pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Grupo Aeroportuario Lagged Returns
When evaluating Grupo Aeroportuario's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Aeroportuario pink sheet have on its future price. Grupo Aeroportuario 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 Aeroportuario autocorrelation shows the relationship between Grupo Aeroportuario pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Grupo Aeroportuario del.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Grupo Pink Sheet
When determining whether Grupo Aeroportuario del offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Grupo Aeroportuario'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 Grupo Aeroportuario Del Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Grupo Aeroportuario Del Stock:Check out Grupo Aeroportuario Correlation, Grupo Aeroportuario Volatility and Grupo Aeroportuario Alpha and Beta module to complement your research on Grupo Aeroportuario. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Grupo Aeroportuario 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.