GRUPO TELEVISA S Market Value
| 40049JBA4 | 84.72 8.34 10.92% |
| Symbol | GRUPO |
GRUPO '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's bond 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.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in GRUPO on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding GRUPO TELEVISA S or generate 0.0% return on investment in GRUPO over 30 days. GRUPO is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. More
GRUPO 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's bond 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 S upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.5 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.83 |
GRUPO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GRUPO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GRUPO's standard deviation. In reality, there are many statistical measures that can use GRUPO historical prices to predict the future GRUPO's volatility.| Risk Adjusted Performance | 0.0467 | |||
| Jensen Alpha | 0.0679 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.5162 |
GRUPO TELEVISA S Backtested Returns
GRUPO TELEVISA S holds Efficiency (Sharpe) Ratio of -0.0784, which attests that the entity had a -0.0784% return per unit of volatility over the last 3 months. GRUPO TELEVISA S exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GRUPO's risk adjusted performance of 0.0467, and Market Risk Adjusted Performance of 0.5262 to validate the risk estimate we provide. The bond retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GRUPO's returns are expected to increase less than the market. However, during the bear market, the loss of holding GRUPO is expected to be smaller as well.
Auto-correlation | -0.38 |
Poor reverse predictability
GRUPO TELEVISA S has poor reverse predictability. Overlapping area represents the amount of predictability between GRUPO time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 S price movement. The serial correlation of -0.38 indicates that just about 38.0% of current GRUPO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 11.44 |
GRUPO TELEVISA S lagged returns against current returns
Autocorrelation, which is GRUPO bond'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's bond expected returns. We can calculate the autocorrelation of GRUPO returns to help us make a trade decision. For example, suppose you find that GRUPO has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GRUPO bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GRUPO bond over time.
Current vs Lagged Prices |
| Timeline |
GRUPO Lagged Returns
When evaluating GRUPO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GRUPO bond have on its future price. GRUPO 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 autocorrelation shows the relationship between GRUPO bond current value and its past values and can show if there is a momentum factor associated with investing in GRUPO TELEVISA S.
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.Other Information on Investing in GRUPO Bond
GRUPO financial ratios help investors to determine whether GRUPO Bond 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 GRUPO with respect to the benefits of owning GRUPO security.