YPF SA (Argentina) Market Value
| YPFD Stock | ARS 45,175 500.00 1.12% |
| Symbol | YPF |
YPF SA '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 YPF SA'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 YPF SA.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in YPF SA on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding YPF SA D or generate 0.0% return on investment in YPF SA over 540 days. YPF SA is related to or competes with Grupo Financiero, Pampa Energia, Banco Macro, Aluar Aluminio, and Empresa Distribuidora. YPF Sociedad Annima, an energy company, operates in the oil and gas upstream and downstream activities in Argentina More
YPF SA 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 YPF SA'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 YPF SA D upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.2258 | |||
| Maximum Drawdown | 10.98 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 5.69 |
YPF SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YPF SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YPF SA's standard deviation. In reality, there are many statistical measures that can use YPF SA historical prices to predict the future YPF SA's volatility.| Risk Adjusted Performance | 0.2155 | |||
| Jensen Alpha | 0.7059 | |||
| Total Risk Alpha | 0.3199 | |||
| Sortino Ratio | 0.3204 | |||
| Treynor Ratio | 3.58 |
YPF SA D Backtested Returns
YPF SA appears to be very steady, given 3 months investment horizon. YPF SA D shows Sharpe Ratio of 0.22, which attests that the company had a 0.22% return per unit of volatility over the last 3 months. By reviewing YPF SA's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please utilize YPF SA's Downside Deviation of 1.92, risk adjusted performance of 0.2155, and Mean Deviation of 2.24 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, YPF SA holds a performance score of 17. The firm maintains a market beta of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, YPF SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding YPF SA is expected to be smaller as well. Please check YPF SA's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether YPF SA's historical returns will revert.
Auto-correlation | 0.73 |
Good predictability
YPF SA D has good predictability. Overlapping area represents the amount of predictability between YPF SA time series from 8th of June 2023 to 4th of March 2024 and 4th of March 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 YPF SA D price movement. The serial correlation of 0.73 indicates that around 73.0% of current YPF SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 22.4 M |
YPF SA D lagged returns against current returns
Autocorrelation, which is YPF SA 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 YPF SA's stock expected returns. We can calculate the autocorrelation of YPF SA returns to help us make a trade decision. For example, suppose you find that YPF SA 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 |
YPF SA 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 YPF SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YPF SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YPF SA stock over time.
Current vs Lagged Prices |
| Timeline |
YPF SA Lagged Returns
When evaluating YPF SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YPF SA stock have on its future price. YPF SA 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, YPF SA autocorrelation shows the relationship between YPF SA stock current value and its past values and can show if there is a momentum factor associated with investing in YPF SA D.
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 YPF Stock
YPF SA financial ratios help investors to determine whether YPF 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 YPF with respect to the benefits of owning YPF SA security.