Grupo Televisa Sab Stock Market Value
| GRPFF Stock | USD 0.51 0.00 0.00% |
| Symbol | Grupo |
Grupo Televisa '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 Televisa'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 Televisa.
| 09/04/2023 |
| 11/27/2024 |
If you would invest 0.00 in Grupo Televisa on September 4, 2023 and sell it all today you would earn a total of 0.00 from holding Grupo Televisa SAB or generate 0.0% return on investment in Grupo Televisa over 450 days. Grupo Televisa is related to or competes with Universal Music, Jutal Offshore, Evolution Gaming, Solstad Offshore, Perseus Mining, and Doubledown Interactive. Grupo Televisa, S.A.B. operates as a media company in the Spanish-speaking world More
Grupo Televisa 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 Televisa'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 Televisa SAB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 46.4 |
Grupo Televisa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Televisa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Televisa's standard deviation. In reality, there are many statistical measures that can use Grupo Televisa historical prices to predict the future Grupo Televisa's volatility.| Risk Adjusted Performance | 0.0022 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (1.20) | |||
| Treynor Ratio | (0.26) |
Grupo Televisa SAB Backtested Returns
Grupo Televisa SAB holds Efficiency (Sharpe) Ratio of -0.009, which attests that the entity had a -0.009% return per unit of risk over the last 3 months. Grupo Televisa SAB exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grupo Televisa's Market Risk Adjusted Performance of (0.25), standard deviation of 7.18, and Risk Adjusted Performance of 0.0022 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grupo Televisa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Televisa is expected to be smaller as well. At this point, Grupo Televisa SAB has a negative expected return of -0.0653%. Please make sure to check out Grupo Televisa's standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Grupo Televisa SAB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Grupo Televisa SAB has insignificant predictability. Overlapping area represents the amount of predictability between Grupo Televisa time series from 4th of September 2023 to 16th of April 2024 and 16th of April 2024 to 27th 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 Grupo Televisa SAB price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Grupo Televisa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Grupo Televisa SAB lagged returns against current returns
Autocorrelation, which is Grupo Televisa 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 Televisa's pink sheet expected returns. We can calculate the autocorrelation of Grupo Televisa returns to help us make a trade decision. For example, suppose you find that Grupo Televisa 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 Televisa 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 Televisa pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Televisa 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 Televisa pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Grupo Televisa Lagged Returns
When evaluating Grupo Televisa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Televisa pink sheet have on its future price. Grupo Televisa 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 Televisa autocorrelation shows the relationship between Grupo Televisa pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Grupo Televisa SAB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Grupo Pink Sheet
When determining whether Grupo Televisa SAB is a strong investment it is important to analyze Grupo Televisa's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Grupo Televisa's future performance. For an informed investment choice regarding Grupo Pink Sheet, refer to the following important reports:Check out Grupo Televisa Correlation, Grupo Televisa Volatility and Grupo Televisa Alpha and Beta module to complement your research on Grupo Televisa. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Grupo Televisa 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.