Regional SAB (Mexico) Market Value
| RA Stock | MXN 115.52 0.85 0.74% |
| Symbol | Regional |
Regional SAB '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 Regional SAB'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 Regional SAB.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Regional SAB on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Regional SAB de or generate 0.0% return on investment in Regional SAB over 30 days. Regional SAB is related to or competes with Banco Del, Gentera SAB, Megacable Holdings, Becle SAB, and Orbia Advance. Regional S.A.B. de C.V. provides various banking products and services in Mexico More
Regional SAB 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 Regional SAB'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 Regional SAB de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 12.27 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 3.63 |
Regional SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regional SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regional SAB's standard deviation. In reality, there are many statistical measures that can use Regional SAB historical prices to predict the future Regional SAB's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | 1.18 |
Regional SAB de Backtested Returns
Regional SAB de maintains Sharpe Ratio (i.e., Efficiency) of -0.0645, which implies the firm had a -0.0645% return per unit of risk over the last 3 months. Regional SAB de exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Regional SAB's Risk Adjusted Performance of (0.02), variance of 5.17, and Coefficient Of Variation of (3,522) to confirm the risk estimate we provide. The company holds a Beta of -0.063, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Regional SAB are expected to decrease at a much lower rate. During the bear market, Regional SAB is likely to outperform the market. At this point, Regional SAB de has a negative expected return of -0.14%. Please make sure to check Regional SAB's maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Regional SAB de performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Regional SAB de has weak reverse predictability. Overlapping area represents the amount of predictability between Regional SAB time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Regional SAB de price movement. The serial correlation of -0.22 indicates that over 22.0% of current Regional SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 6.28 |
Regional SAB de lagged returns against current returns
Autocorrelation, which is Regional SAB 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 Regional SAB's stock expected returns. We can calculate the autocorrelation of Regional SAB returns to help us make a trade decision. For example, suppose you find that Regional SAB 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 |
Regional SAB 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 Regional SAB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regional SAB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regional SAB stock over time.
Current vs Lagged Prices |
| Timeline |
Regional SAB Lagged Returns
When evaluating Regional SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regional SAB stock have on its future price. Regional SAB 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, Regional SAB autocorrelation shows the relationship between Regional SAB stock current value and its past values and can show if there is a momentum factor associated with investing in Regional SAB de.
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 Regional Stock Analysis
When running Regional SAB's price analysis, check to measure Regional SAB'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 Regional SAB is operating at the current time. Most of Regional SAB's value examination focuses on studying past and present price action to predict the probability of Regional SAB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regional SAB's price. Additionally, you may evaluate how the addition of Regional SAB to your portfolios can decrease your overall portfolio volatility.