Gentera SAB (Mexico) Market Value
| GENTERA Stock | MXN 26.84 0.19 0.70% |
| Symbol | Gentera |
Gentera SAB '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 Gentera SAB'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 Gentera SAB.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Gentera SAB on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Gentera SAB de or generate 0.0% return on investment in Gentera SAB over 30 days. Gentera SAB is related to or competes with Lloyds Banking, Apple, Microsoft, Alphabet, Amazon, Berkshire Hathaway, and UnitedHealth Group. V. provides various financial products and services in Mexico, Peru, and Guatemala More
Gentera SAB 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 Gentera SAB'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 Gentera SAB de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | 0.1134 | |||
| Maximum Drawdown | 12.91 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 4.14 |
Gentera SAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gentera SAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gentera SAB's standard deviation. In reality, there are many statistical measures that can use Gentera SAB historical prices to predict the future Gentera SAB's volatility.| Risk Adjusted Performance | 0.1047 | |||
| Jensen Alpha | 0.3038 | |||
| Total Risk Alpha | 0.0333 | |||
| Sortino Ratio | 0.1372 | |||
| Treynor Ratio | 0.8551 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gentera SAB's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Gentera SAB de Backtested Returns
Gentera SAB appears to be very steady, given 3 months investment horizon. Gentera SAB de 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. We have found twenty-nine technical indicators for Gentera SAB de, which you can use to evaluate the volatility of the firm. Please utilize Gentera SAB's Downside Deviation of 1.84, market risk adjusted performance of 0.8651, and Risk Adjusted Performance of 0.1047 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gentera SAB holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gentera SAB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gentera SAB is expected to be smaller as well. Please check Gentera SAB's sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Gentera SAB's current trending patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Gentera SAB de has weak reverse predictability. Overlapping area represents the amount of predictability between Gentera SAB time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Gentera SAB de price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Gentera SAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Gentera SAB de lagged returns against current returns
Autocorrelation, which is Gentera SAB 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 Gentera SAB's stock expected returns. We can calculate the autocorrelation of Gentera SAB returns to help us make a trade decision. For example, suppose you find that Gentera SAB 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 |
Gentera SAB 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 Gentera SAB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gentera SAB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gentera SAB stock over time.
Current vs Lagged Prices |
| Timeline |
Gentera SAB Lagged Returns
When evaluating Gentera SAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gentera SAB stock have on its future price. Gentera SAB 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, Gentera SAB autocorrelation shows the relationship between Gentera SAB stock current value and its past values and can show if there is a momentum factor associated with investing in Gentera SAB de.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Gentera SAB Correlation, Gentera SAB Volatility and Gentera SAB Alpha and Beta module to complement your research on Gentera SAB. Note that the Gentera SAB de information on this page should be used as a complementary analysis to other Gentera SAB's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Gentera Stock analysis
When running Gentera SAB's price analysis, check to measure Gentera SAB's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Gentera SAB is operating at the current time. Most of Gentera SAB's value examination focuses on studying past and present price action to predict the probability of Gentera SAB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gentera SAB's price. Additionally, you may evaluate how the addition of Gentera SAB to your portfolios can decrease your overall portfolio volatility.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |
Gentera SAB 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.