Inversiones Aguas (Chile) Market Value
| IAM Stock | CLP 1,047 3.00 0.29% |
| Symbol | Inversiones |
Inversiones Aguas '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 Inversiones Aguas' 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 Inversiones Aguas.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Inversiones Aguas on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Inversiones Aguas Metropolitanas or generate 0.0% return on investment in Inversiones Aguas over 90 days. Inversiones Aguas is related to or competes with Aguas Andinas, Engie Energia, Colbun, Enel Chile, and Banco Santander. Inversiones Aguas Metropolitanas S.A., through its subsidiaries, engages in the sanitation business in Chile More
Inversiones Aguas 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 Inversiones Aguas' 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 Inversiones Aguas Metropolitanas upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9578 | |||
| Information Ratio | 0.0289 | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.85 |
Inversiones Aguas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inversiones Aguas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inversiones Aguas' standard deviation. In reality, there are many statistical measures that can use Inversiones Aguas historical prices to predict the future Inversiones Aguas' volatility.| Risk Adjusted Performance | 0.0847 | |||
| Jensen Alpha | 0.112 | |||
| Total Risk Alpha | 0.0056 | |||
| Sortino Ratio | 0.0309 | |||
| Treynor Ratio | (0.59) |
Inversiones Aguas February 23, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0847 | |||
| Market Risk Adjusted Performance | (0.58) | |||
| Mean Deviation | 0.7694 | |||
| Semi Deviation | 0.7326 | |||
| Downside Deviation | 0.9578 | |||
| Coefficient Of Variation | 928.3 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0289 | |||
| Jensen Alpha | 0.112 | |||
| Total Risk Alpha | 0.0056 | |||
| Sortino Ratio | 0.0309 | |||
| Treynor Ratio | (0.59) | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.85 | |||
| Downside Variance | 0.9174 | |||
| Semi Variance | 0.5366 | |||
| Expected Short fall | (0.98) | |||
| Skewness | 0.1187 | |||
| Kurtosis | 0.4754 |
Inversiones Aguas Backtested Returns
As of now, Inversiones Stock is very steady. Inversiones Aguas 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 thirty technical indicators for Inversiones Aguas, which you can use to evaluate the volatility of the firm. Please check out Inversiones Aguas' Market Risk Adjusted Performance of (0.58), risk adjusted performance of 0.0847, and Downside Deviation of 0.9578 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Inversiones Aguas has a performance score of 10 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inversiones Aguas are expected to decrease at a much lower rate. During the bear market, Inversiones Aguas is likely to outperform the market. Inversiones Aguas right now retains a risk of 1.04%. Please check out Inversiones Aguas skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Inversiones Aguas will be following its current trending patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
Inversiones Aguas Metropolitanas has weak reverse predictability. Overlapping area represents the amount of predictability between Inversiones Aguas time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd of February 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 Inversiones Aguas price movement. The serial correlation of -0.25 indicates that over 25.0% of current Inversiones Aguas price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 425.2 |
Pair Trading with Inversiones Aguas
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Inversiones Aguas position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Inversiones Aguas will appreciate offsetting losses from the drop in the long position's value.Moving together with Inversiones Stock
Moving against Inversiones Stock
The ability to find closely correlated positions to Inversiones Aguas could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Inversiones Aguas when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Inversiones Aguas - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Inversiones Aguas Metropolitanas to buy it.
The correlation of Inversiones Aguas is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Inversiones Aguas moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Inversiones Aguas moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Inversiones Aguas can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Inversiones Stock
Inversiones Aguas financial ratios help investors to determine whether Inversiones 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 Inversiones with respect to the benefits of owning Inversiones Aguas security.