Organizacin Soriana (Mexico) Market Value
| SORIANAB | MXN 30.50 1.00 3.39% |
| Symbol | Organizacin |
Organizacin Soriana '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 Organizacin Soriana'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 Organizacin Soriana.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Organizacin Soriana on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Organizacin Soriana S or generate 0.0% return on investment in Organizacin Soriana over 30 days. Organizacin Soriana is related to or competes with Genomma Lab, El Puerto, and Kimberly Clark. V., together with its subsidiaries, operates various formats of supermarket stores in Mexico More
Organizacin Soriana 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 Organizacin Soriana'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 Organizacin Soriana S upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 6.26 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.84 |
Organizacin Soriana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Organizacin Soriana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Organizacin Soriana's standard deviation. In reality, there are many statistical measures that can use Organizacin Soriana historical prices to predict the future Organizacin Soriana's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.40) |
Organizacin Soriana Backtested Returns
At this point, Organizacin Soriana is very steady. Organizacin Soriana maintains Sharpe Ratio (i.e., Efficiency) of 0.0064, which implies the firm had a 0.0064% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Organizacin Soriana, which you can use to evaluate the volatility of the company. Please check Organizacin Soriana's Variance of 1.04, risk adjusted performance of (0.03), and Coefficient Of Variation of (2,323) to confirm if the risk estimate we provide is consistent with the expected return of 0.007%. The company holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, Organizacin Soriana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Organizacin Soriana is expected to be smaller as well. Organizacin Soriana right now holds a risk of 1.1%. Please check Organizacin Soriana treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Organizacin Soriana will be following its historical price patterns.
Auto-correlation | 0.44 |
Average predictability
Organizacin Soriana S has average predictability. Overlapping area represents the amount of predictability between Organizacin Soriana 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 Organizacin Soriana price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Organizacin Soriana price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Organizacin Soriana lagged returns against current returns
Autocorrelation, which is Organizacin Soriana 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 Organizacin Soriana's stock expected returns. We can calculate the autocorrelation of Organizacin Soriana returns to help us make a trade decision. For example, suppose you find that Organizacin Soriana 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 |
Organizacin Soriana 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 Organizacin Soriana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Organizacin Soriana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Organizacin Soriana stock over time.
Current vs Lagged Prices |
| Timeline |
Organizacin Soriana Lagged Returns
When evaluating Organizacin Soriana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Organizacin Soriana stock have on its future price. Organizacin Soriana 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, Organizacin Soriana autocorrelation shows the relationship between Organizacin Soriana stock current value and its past values and can show if there is a momentum factor associated with investing in Organizacin Soriana S.
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 Organizacin Stock
Organizacin Soriana financial ratios help investors to determine whether Organizacin 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 Organizacin with respect to the benefits of owning Organizacin Soriana security.