Compania Introductora (Argentina) Market Value
| INTR Stock | ARS 405.00 10.00 2.53% |
| Symbol | Compania |
Compania Introductora '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 Compania Introductora's 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 Compania Introductora.
| 12/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Compania Introductora on December 19, 2023 and sell it all today you would earn a total of 0.00 from holding Compania Introductora de or generate 0.0% return on investment in Compania Introductora over 360 days. Compania Introductora is related to or competes with Agrometal SAI, Harmony Gold, Telecom Argentina, Transportadora, Compania, and United States. Compaa Introductora de Buenos Aires S.A. industrializes and commercializes table salt, flavor seasonings, vinegars, oliv... More
Compania Introductora 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 Compania Introductora's 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 Compania Introductora de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 13.34 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.4 |
Compania Introductora Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compania Introductora's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compania Introductora's standard deviation. In reality, there are many statistical measures that can use Compania Introductora historical prices to predict the future Compania Introductora's volatility.| Risk Adjusted Performance | 0.0374 | |||
| Jensen Alpha | 0.0788 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 3.32 |
Compania Introductora Backtested Returns
At this point, Compania Introductora is very steady. Compania Introductora secures Sharpe Ratio (or Efficiency) of 0.0281, which signifies that the company had a 0.0281% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Compania Introductora de, which you can use to evaluate the volatility of the firm. Please confirm Compania Introductora's Downside Deviation of 1.77, risk adjusted performance of 0.0374, and Mean Deviation of 1.51 to double-check if the risk estimate we provide is consistent with the expected return of 0.0613%. Compania Introductora has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0245, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Compania Introductora's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compania Introductora is expected to be smaller as well. Compania Introductora right now shows a risk of 2.18%. Please confirm Compania Introductora standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Compania Introductora will be following its price patterns.
Auto-correlation | 0.58 |
Modest predictability
Compania Introductora de has modest predictability. Overlapping area represents the amount of predictability between Compania Introductora time series from 19th of December 2023 to 16th of June 2024 and 16th of June 2024 to 13th of December 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 Compania Introductora price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Compania Introductora price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 231.97 |
Compania Introductora lagged returns against current returns
Autocorrelation, which is Compania Introductora 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 Compania Introductora's stock expected returns. We can calculate the autocorrelation of Compania Introductora returns to help us make a trade decision. For example, suppose you find that Compania Introductora has exhibited high autocorrelation historically, and you observe that the 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 |
Compania Introductora 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 Compania Introductora stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compania Introductora stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compania Introductora stock over time.
Current vs Lagged Prices |
| Timeline |
Compania Introductora Lagged Returns
When evaluating Compania Introductora's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compania Introductora stock have on its future price. Compania Introductora 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, Compania Introductora autocorrelation shows the relationship between Compania Introductora stock current value and its past values and can show if there is a momentum factor associated with investing in Compania Introductora de.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Compania Stock
Compania Introductora financial ratios help investors to determine whether Compania 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 Compania with respect to the benefits of owning Compania Introductora security.