Gruma SAB's market value is the price at which a share of Gruma SAB trades on a public exchange. It measures the collective expectations of Gruma SAB de investors about its performance. Gruma SAB is trading at 18.60 as of the 25th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 18.6. With this module, you can estimate the performance of a buy and hold strategy of Gruma SAB de and determine expected loss or profit from investing in Gruma SAB over a given investment horizon. Check out Gruma SAB Correlation, Gruma SAB Volatility and Gruma SAB Alpha and Beta module to complement your research on Gruma SAB.
Please note, there is a significant difference between Gruma SAB's value and its price as these two are different measures arrived at by different means. Investors typically determine if Gruma SAB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gruma SAB's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Gruma 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 Gruma SAB's otc 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 Gruma SAB.
0.00
06/28/2025
No Change 0.00
0.0
In 5 months and 30 days
12/25/2025
0.00
If you would invest 0.00 in Gruma SAB on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Gruma SAB de or generate 0.0% return on investment in Gruma SAB over 180 days. Gruma SAB is related to or competes with GNS. Gruma, S.A.B. de C.V., together with its subsidiaries, produces and sells corn flour, tortillas, and other related produ... More
Gruma 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 Gruma SAB's otc 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 Gruma SAB de upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gruma SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gruma SAB's standard deviation. In reality, there are many statistical measures that can use Gruma SAB historical prices to predict the future Gruma SAB's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Gruma SAB. Your research has to be compared to or analyzed against Gruma SAB's peers to derive any actionable benefits. When done correctly, Gruma SAB's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Gruma SAB de.
Gruma SAB de Backtested Returns
Gruma SAB appears to be not too volatile, given 3 months investment horizon. Gruma SAB de holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Gruma SAB de, which you can use to evaluate the volatility of the firm. Please utilize Gruma SAB's Market Risk Adjusted Performance of 1.7, standard deviation of 4.2, and Risk Adjusted Performance of 0.04 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gruma SAB holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gruma SAB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gruma SAB is expected to be smaller as well. Please check Gruma SAB's information ratio, and the relationship between the coefficient of variation and skewness , to make a quick decision on whether Gruma SAB's current trending patterns will revert.
Auto-correlation
0.34
Below average predictability
Gruma SAB de has below average predictability. Overlapping area represents the amount of predictability between Gruma SAB 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 Gruma SAB de price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Gruma SAB price fluctuation can be explain by its past prices.
Correlation Coefficient
0.34
Spearman Rank Test
0.41
Residual Average
0.0
Price Variance
1.05
Gruma SAB de lagged returns against current returns
Autocorrelation, which is Gruma SAB otc 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 Gruma SAB's otc stock expected returns. We can calculate the autocorrelation of Gruma SAB returns to help us make a trade decision. For example, suppose you find that Gruma SAB has exhibited high autocorrelation historically, and you observe that the otc 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
Gruma 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 Gruma SAB otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gruma SAB otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gruma SAB otc stock over time.
Current vs Lagged Prices
Timeline
Gruma SAB Lagged Returns
When evaluating Gruma SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gruma SAB otc stock have on its future price. Gruma 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, Gruma SAB autocorrelation shows the relationship between Gruma SAB otc stock current value and its past values and can show if there is a momentum factor associated with investing in Gruma SAB de.
Gruma SAB financial ratios help investors to determine whether Gruma OTC 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 Gruma with respect to the benefits of owning Gruma SAB security.