Orbia Advance Corp Stock Market Value
| MXCHY Stock | USD 1.69 0.03 1.74% |
| Symbol | Orbia |
Orbia Advance '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 Orbia Advance'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 Orbia Advance.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Orbia Advance on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Orbia Advance Corp or generate 0.0% return on investment in Orbia Advance over 30 days. Orbia Advance is related to or competes with OCI NV, Borregaard ASA, Klöckner, Lenzing Aktiengesellscha, Huabao International, DL Industries, and Victrex Plc. Orbia Advance Corporation, S.A.B. de C.V More
Orbia Advance 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 Orbia Advance'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 Orbia Advance Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.42 | |||
| Information Ratio | 0.0179 | |||
| Maximum Drawdown | 35.21 | |||
| Value At Risk | (9.05) | |||
| Potential Upside | 10.29 |
Orbia Advance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orbia Advance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orbia Advance's standard deviation. In reality, there are many statistical measures that can use Orbia Advance historical prices to predict the future Orbia Advance's volatility.| Risk Adjusted Performance | 0.0323 | |||
| Jensen Alpha | 0.222 | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | 0.0174 | |||
| Treynor Ratio | (0.23) |
Orbia Advance Corp Backtested Returns
Orbia Advance Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.0138, which implies the firm had a -0.0138 % return per unit of risk over the last 3 months. Orbia Advance Corp exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Orbia Advance's Semi Deviation of 3.85, risk adjusted performance of 0.0323, and Coefficient Of Variation of 2970.69 to confirm the risk estimate we provide. The company holds a Beta of -0.74, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Orbia Advance are expected to decrease at a much lower rate. During the bear market, Orbia Advance is likely to outperform the market. At this point, Orbia Advance Corp has a negative expected return of -0.0727%. Please make sure to check Orbia Advance's potential upside, and the relationship between the jensen alpha and accumulation distribution , to decide if Orbia Advance Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Orbia Advance Corp has poor predictability. Overlapping area represents the amount of predictability between Orbia Advance time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 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 Orbia Advance Corp price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Orbia Advance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Orbia Advance Corp lagged returns against current returns
Autocorrelation, which is Orbia Advance 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 Orbia Advance's pink sheet expected returns. We can calculate the autocorrelation of Orbia Advance returns to help us make a trade decision. For example, suppose you find that Orbia Advance 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 |
Orbia Advance 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 Orbia Advance pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orbia Advance pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orbia Advance pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Orbia Advance Lagged Returns
When evaluating Orbia Advance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orbia Advance pink sheet have on its future price. Orbia Advance 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, Orbia Advance autocorrelation shows the relationship between Orbia Advance pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Orbia Advance Corp.
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.Additional Tools for Orbia Pink Sheet Analysis
When running Orbia Advance's price analysis, check to measure Orbia Advance'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 Orbia Advance is operating at the current time. Most of Orbia Advance's value examination focuses on studying past and present price action to predict the probability of Orbia Advance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orbia Advance's price. Additionally, you may evaluate how the addition of Orbia Advance to your portfolios can decrease your overall portfolio volatility.