Grupo Posadas (Mexico) Market Value
| POSADASA | MXN 24.70 0.80 3.14% |
| Symbol | Grupo |
Grupo Posadas '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 Grupo Posadas' 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 Grupo Posadas.
| 06/07/2024 |
| 12/04/2024 |
If you would invest 0.00 in Grupo Posadas on June 7, 2024 and sell it all today you would earn a total of 0.00 from holding Grupo Posadas SAB or generate 0.0% return on investment in Grupo Posadas over 180 days. Grupo Posadas is related to or competes with Axtel SAB, Fomento Econmico, Lloyds Banking, Apple, and CEMEX SAB. Grupo Posadas, S.A.B. de C.V. owns, operates, and manages hotels primarily in Mexico More
Grupo Posadas 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 Grupo Posadas' 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 Grupo Posadas SAB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 4.73 | |||
| Value At Risk | (1.92) |
Grupo Posadas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Posadas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Posadas' standard deviation. In reality, there are many statistical measures that can use Grupo Posadas historical prices to predict the future Grupo Posadas' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (3.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grupo Posadas' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Grupo Posadas SAB Backtested Returns
Grupo Posadas SAB holds Efficiency (Sharpe) Ratio of -0.17, which attests that the entity had a -0.17% return per unit of risk over the last 3 months. Grupo Posadas SAB exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grupo Posadas' Standard Deviation of 0.8767, market risk adjusted performance of (3.35), and Risk Adjusted Performance of (0.13) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0467, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grupo Posadas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Posadas is expected to be smaller as well. At this point, Grupo Posadas SAB has a negative expected return of -0.16%. Please make sure to check out Grupo Posadas' accumulation distribution, as well as the relationship between the day median price and price action indicator , to decide if Grupo Posadas SAB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Grupo Posadas SAB has modest predictability. Overlapping area represents the amount of predictability between Grupo Posadas time series from 7th of June 2024 to 5th of September 2024 and 5th of September 2024 to 4th 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 Grupo Posadas SAB price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Grupo Posadas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
Grupo Posadas SAB lagged returns against current returns
Autocorrelation, which is Grupo Posadas 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 Grupo Posadas' stock expected returns. We can calculate the autocorrelation of Grupo Posadas returns to help us make a trade decision. For example, suppose you find that Grupo Posadas 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 |
Grupo Posadas 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 Grupo Posadas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Posadas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Posadas stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Posadas Lagged Returns
When evaluating Grupo Posadas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Posadas stock have on its future price. Grupo Posadas 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, Grupo Posadas autocorrelation shows the relationship between Grupo Posadas stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Posadas SAB.
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 Grupo Stock Analysis
When running Grupo Posadas' price analysis, check to measure Grupo Posadas' 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 Grupo Posadas is operating at the current time. Most of Grupo Posadas' value examination focuses on studying past and present price action to predict the probability of Grupo Posadas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo Posadas' price. Additionally, you may evaluate how the addition of Grupo Posadas to your portfolios can decrease your overall portfolio volatility.