Garcia Reguera (Argentina) Market Value
| REGE Stock | ARS 4,700 100.00 2.08% |
| Symbol | Garcia |
Garcia Reguera '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 Garcia Reguera'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 Garcia Reguera.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Garcia Reguera on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Garcia Reguera SA or generate 0.0% return on investment in Garcia Reguera over 30 days. Garcia Reguera is related to or competes with Harmony Gold, Compania, Transportadora, and Agrometal SAI. Garcia Reguera Sociedad Anonima Comercial, Industrial, Financiera e Inmobiliaria operates department stores under the Galver name in Argentina. More
Garcia Reguera 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 Garcia Reguera'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 Garcia Reguera SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 4.17 | |||
| Value At Risk | (0.99) |
Garcia Reguera Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Garcia Reguera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Garcia Reguera's standard deviation. In reality, there are many statistical measures that can use Garcia Reguera historical prices to predict the future Garcia Reguera's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.8325 |
Garcia Reguera SA Backtested Returns
Garcia Reguera SA holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of risk over the last 3 months. Garcia Reguera SA exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Garcia Reguera's Risk Adjusted Performance of (0.09), standard deviation of 0.9517, and Market Risk Adjusted Performance of 0.8425 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Garcia Reguera are expected to decrease at a much lower rate. During the bear market, Garcia Reguera is likely to outperform the market. At this point, Garcia Reguera SA has a negative expected return of -0.12%. Please make sure to check out Garcia Reguera's value at risk, kurtosis, rate of daily change, as well as the relationship between the skewness and daily balance of power , to decide if Garcia Reguera SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Garcia Reguera SA has no correlation between past and present. Overlapping area represents the amount of predictability between Garcia Reguera time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Garcia Reguera SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Garcia Reguera price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 3226.45 |
Garcia Reguera SA lagged returns against current returns
Autocorrelation, which is Garcia Reguera 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 Garcia Reguera's stock expected returns. We can calculate the autocorrelation of Garcia Reguera returns to help us make a trade decision. For example, suppose you find that Garcia Reguera 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 |
Garcia Reguera 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 Garcia Reguera stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Garcia Reguera stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Garcia Reguera stock over time.
Current vs Lagged Prices |
| Timeline |
Garcia Reguera Lagged Returns
When evaluating Garcia Reguera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Garcia Reguera stock have on its future price. Garcia Reguera 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, Garcia Reguera autocorrelation shows the relationship between Garcia Reguera stock current value and its past values and can show if there is a momentum factor associated with investing in Garcia Reguera SA.
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.Other Information on Investing in Garcia Stock
Garcia Reguera financial ratios help investors to determine whether Garcia Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Garcia with respect to the benefits of owning Garcia Reguera security.