Grupo Televisa (Mexico) Market Value
| TLEVISACPO | MXN 8.25 0.31 3.90% |
| Symbol | Grupo |
Grupo Televisa '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 Televisa'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 Grupo Televisa.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Grupo Televisa on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Grupo Televisa SAB or generate 0.0% return on investment in Grupo Televisa over 30 days. Grupo Televisa is related to or competes with Fomento Econmico, Grupo Mxico, Grupo Financiero, Alfa SAB, and Kimberly Clark. Grupo Televisa, S.A.B. operates as a media company in the Spanish-speaking world More
Grupo Televisa 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 Televisa'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 Grupo Televisa SAB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.74 | |||
| Information Ratio | 0.0261 | |||
| Maximum Drawdown | 20.59 | |||
| Value At Risk | (5.74) | |||
| Potential Upside | 6.42 |
Grupo Televisa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Televisa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Televisa's standard deviation. In reality, there are many statistical measures that can use Grupo Televisa historical prices to predict the future Grupo Televisa's volatility.| Risk Adjusted Performance | 0.0498 | |||
| Jensen Alpha | 0.1927 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0267 | |||
| Treynor Ratio | 2.96 |
Grupo Televisa SAB Backtested Returns
At this point, Grupo Televisa is slightly risky. Grupo Televisa SAB holds Efficiency (Sharpe) Ratio of 0.0405, which attests that the entity had a 0.0405% return per unit of risk over the last 3 months. We have found thirty technical indicators for Grupo Televisa SAB, which you can use to evaluate the volatility of the firm. Please check out Grupo Televisa's Market Risk Adjusted Performance of 2.97, risk adjusted performance of 0.0498, and Downside Deviation of 3.74 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Grupo Televisa has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0674, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grupo Televisa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Televisa is expected to be smaller as well. Grupo Televisa SAB right now retains a risk of 3.89%. Please check out Grupo Televisa downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Grupo Televisa will be following its current trending patterns.
Auto-correlation | -0.57 |
Good reverse predictability
Grupo Televisa SAB has good reverse predictability. Overlapping area represents the amount of predictability between Grupo Televisa time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Grupo Televisa SAB price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Grupo Televisa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Grupo Televisa SAB lagged returns against current returns
Autocorrelation, which is Grupo Televisa 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 Televisa's stock expected returns. We can calculate the autocorrelation of Grupo Televisa returns to help us make a trade decision. For example, suppose you find that Grupo Televisa 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 Televisa 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 Televisa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Televisa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Televisa stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Televisa Lagged Returns
When evaluating Grupo Televisa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Televisa stock have on its future price. Grupo Televisa 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 Televisa autocorrelation shows the relationship between Grupo Televisa stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Televisa SAB.
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.Additional Information and Resources on Investing in Grupo Stock
When determining whether Grupo Televisa SAB is a strong investment it is important to analyze Grupo Televisa's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Grupo Televisa's future performance. For an informed investment choice regarding Grupo Stock, refer to the following important reports:Check out Grupo Televisa Correlation, Grupo Televisa Volatility and Grupo Televisa Alpha and Beta module to complement your research on Grupo Televisa. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Grupo Televisa technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.