Mapfre Sa Adr Stock Market Value
| MPFRY Stock | USD 5.37 0.00 0.00% |
| Symbol | Mapfre |
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.
| 01/05/2025 |
| 02/04/2025 |
If you would invest 0.00 in Mapfre SA on January 5, 2025 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 30 days. Mapfre SA is related to or competes with Ageas SA/NV, Enagas SA, Assicurazioni Generali, Sampo OYJ, and Mediobanca Banca. 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.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 14.55 |
Mapfre SA Market Risk Indicators
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.| Risk Adjusted Performance | 0.0025 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.02) |
Mapfre SA ADR Backtested Returns
Mapfre SA ADR has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Mapfre SA exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mapfre SA's Mean Deviation of 0.4815, risk adjusted performance of 0.0025, and Standard Deviation of 2.25 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.98, which conveys possible diversification benefits within a given portfolio. Mapfre SA returns are very sensitive to returns on the market. As the market goes up or down, Mapfre SA is expected to follow. At this point, Mapfre SA ADR has a negative expected return of -0.0113%. Please make sure to verify Mapfre SA's treynor ratio and day typical price , to decide if Mapfre SA ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.51 |
Modest predictability
Mapfre SA ADR has modest predictability. Overlapping area represents the amount of predictability between Mapfre SA time series from 5th of January 2025 to 20th of January 2025 and 20th of January 2025 to 4th of February 2025. 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 0.51 indicates that about 51.0% of current Mapfre SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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.Additional Tools for Mapfre Pink Sheet Analysis
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.