Mapfre SA's market value is the price at which a share of Mapfre SA trades on a public exchange. It measures the collective expectations of Mapfre SA ADR investors about its performance. Mapfre SA is trading at 9.06 as of the 5th of January 2026; that is No Change since the beginning of the trading day. The stock's open price was 9.06. With this module, you can estimate the performance of a buy and hold strategy of Mapfre SA ADR and determine expected loss or profit from investing in Mapfre SA over a given investment horizon. Check out Mapfre SA Correlation, Mapfre SA Volatility and Mapfre SA Alpha and Beta module to complement your research on Mapfre SA.
Please note, there is a significant difference between Mapfre SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mapfre SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mapfre SA'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.
Mapfre SA '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 Mapfre SA'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 Mapfre SA.
0.00
01/16/2024
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/05/2026
0.00
If you would invest 0.00 in Mapfre SA on January 16, 2024 and sell it all today you would earn a total of 0.00 from holding Mapfre SA ADR or generate 0.0% return on investment in Mapfre SA over 720 days. Mapfre SA is related to or competes with Gjensidige Forsikring, Sanlam, Beazley Plc, Edenred Malakoff, Dai Ichi, Sun Life, and Ageas SA/NV. Mapfre, S.A., engages in the insurance and reinsurance activities worldwide More
Mapfre SA 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 Mapfre SA'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 Mapfre SA ADR 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 Mapfre SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mapfre SA's standard deviation. In reality, there are many statistical measures that can use Mapfre SA historical prices to predict the future Mapfre SA's volatility.
Mapfre SA ADR has Sharpe Ratio of -0.0137, which conveys that the firm had a -0.0137 % return per unit of risk over the last 3 months. Mapfre SA exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mapfre SA's Mean Deviation of 1.53, insignificant risk adjusted performance, and Standard Deviation of 3.17 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mapfre SA are expected to decrease at a much lower rate. During the bear market, Mapfre SA is likely to outperform the market. At this point, Mapfre SA ADR has a negative expected return of -0.0449%. Please make sure to verify Mapfre SA's jensen alpha and rate of daily change , to decide if Mapfre SA ADR performance from the past will be repeated at some point in the near future.
Auto-correlation
0.55
Modest predictability
Mapfre SA ADR has modest predictability. Overlapping area represents the amount of predictability between Mapfre SA time series from 16th of January 2024 to 10th of January 2025 and 10th of January 2025 to 5th of January 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 Mapfre SA ADR price movement. The serial correlation of 0.55 indicates that about 55.0% of current Mapfre SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.55
Spearman Rank Test
0.82
Residual Average
0.0
Price Variance
0.91
Mapfre SA ADR lagged returns against current returns
Autocorrelation, which is Mapfre SA 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 Mapfre SA's pink sheet expected returns. We can calculate the autocorrelation of Mapfre SA returns to help us make a trade decision. For example, suppose you find that Mapfre SA 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
Mapfre SA 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 Mapfre SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mapfre SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mapfre SA pink sheet over time.
Current vs Lagged Prices
Timeline
Mapfre SA Lagged Returns
When evaluating Mapfre SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mapfre SA pink sheet have on its future price. Mapfre SA 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, Mapfre SA autocorrelation shows the relationship between Mapfre SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mapfre SA ADR.
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.
When running Mapfre SA's price analysis, check to measure Mapfre SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mapfre SA is operating at the current time. Most of Mapfre SA's value examination focuses on studying past and present price action to predict the probability of Mapfre SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mapfre SA's price. Additionally, you may evaluate how the addition of Mapfre SA to your portfolios can decrease your overall portfolio volatility.