El Puerto (Mexico) Market Value
| LIVEPOLC-1 | MXN 101.95 1.04 1.01% |
| Symbol | LIVEPOLC-1 |
El Puerto '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 El Puerto'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 El Puerto.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in El Puerto on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding El Puerto de or generate 0.0% return on investment in El Puerto over 540 days. El Puerto is related to or competes with Applied Materials, Grupo Hotelero, United States, Grupo Sports, KB Home, McEwen Mining, and Verizon Communications. V., together with its subsidiaries, operates a chain of department stores in Mexico More
El Puerto 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 El Puerto'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 El Puerto de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 6.48 | |||
| Value At Risk | (2.76) | |||
| Potential Upside | 2.34 |
El Puerto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for El Puerto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as El Puerto's standard deviation. In reality, there are many statistical measures that can use El Puerto historical prices to predict the future El Puerto's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.35) |
El Puerto de Backtested Returns
El Puerto de retains Efficiency (Sharpe Ratio) of -0.11, which denotes the company had a -0.11% return per unit of price deviation over the last 3 months. El Puerto exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm El Puerto's Standard Deviation of 1.45, market risk adjusted performance of (0.34), and Information Ratio of (0.22) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.53, which means possible diversification benefits within a given portfolio. As returns on the market increase, El Puerto's returns are expected to increase less than the market. However, during the bear market, the loss of holding El Puerto is expected to be smaller as well. At this point, El Puerto de has a negative expected return of -0.17%. Please make sure to confirm El Puerto's total risk alpha, as well as the relationship between the skewness and day median price , to decide if El Puerto de performance from the past will be repeated in the future.
Auto-correlation | -0.7 |
Very good reverse predictability
El Puerto de has very good reverse predictability. Overlapping area represents the amount of predictability between El Puerto time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th 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 El Puerto de price movement. The serial correlation of -0.7 indicates that around 70.0% of current El Puerto price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 153.69 |
El Puerto de lagged returns against current returns
Autocorrelation, which is El Puerto 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 El Puerto's stock expected returns. We can calculate the autocorrelation of El Puerto returns to help us make a trade decision. For example, suppose you find that El Puerto 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 |
El Puerto 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 El Puerto stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if El Puerto stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in El Puerto stock over time.
Current vs Lagged Prices |
| Timeline |
El Puerto Lagged Returns
When evaluating El Puerto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of El Puerto stock have on its future price. El Puerto 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, El Puerto autocorrelation shows the relationship between El Puerto stock current value and its past values and can show if there is a momentum factor associated with investing in El Puerto de.
Regressed Prices |
| Timeline |
Also Currently Popular
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 LIVEPOLC-1 Stock
El Puerto financial ratios help investors to determine whether LIVEPOLC-1 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 LIVEPOLC-1 with respect to the benefits of owning El Puerto security.