Grupo Financiero (Mexico) Market Value

GFINBURO  MXN 51.07  0.45  0.89%   
Grupo Financiero's market value is the price at which a share of Grupo Financiero trades on a public exchange. It measures the collective expectations of Grupo Financiero Inbursa investors about its performance. Grupo Financiero is selling at 51.07 as of the 28th of March 2024; that is 0.89% increase since the beginning of the trading day. The stock's lowest day price was 49.51.
With this module, you can estimate the performance of a buy and hold strategy of Grupo Financiero Inbursa and determine expected loss or profit from investing in Grupo Financiero over a given investment horizon. Check out Grupo Financiero Correlation, Grupo Financiero Volatility and Grupo Financiero Alpha and Beta module to complement your research on Grupo Financiero.
Symbol

Please note, there is a significant difference between Grupo Financiero's value and its price as these two are different measures arrived at by different means. Investors typically determine if Grupo Financiero is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grupo Financiero's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Grupo Financiero '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 Financiero'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 Financiero.
0.00
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in Grupo Financiero on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Grupo Financiero Inbursa or generate 0.0% return on investment in Grupo Financiero over 30 days. Grupo Financiero is related to or competes with Monster Beverage, United Airlines, Cognizant Technology, Deutsche Bank, Capital One, DXC Technology, and First Republic. Grupo Financiero Inbursa, S.A.B. de C.V. provides various financial products and services to individuals and businesses ... More

Grupo Financiero 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 Financiero'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 Financiero Inbursa upside and downside potential and time the market with a certain degree of confidence.

Grupo Financiero Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Financiero's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Financiero's standard deviation. In reality, there are many statistical measures that can use Grupo Financiero historical prices to predict the future Grupo Financiero's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grupo Financiero'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.
Hype
Prediction
LowEstimatedHigh
49.0551.0753.09
Details
Intrinsic
Valuation
LowRealHigh
48.1950.2152.23
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Grupo Financiero. Your research has to be compared to or analyzed against Grupo Financiero's peers to derive any actionable benefits. When done correctly, Grupo Financiero's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Grupo Financiero Inbursa.

Grupo Financiero Inbursa Backtested Returns

We consider Grupo Financiero very steady. Grupo Financiero Inbursa holds Efficiency (Sharpe) Ratio of 0.0857, which attests that the entity had a 0.0857% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Grupo Financiero Inbursa, which you can use to evaluate the volatility of the firm. Please check out Grupo Financiero's Market Risk Adjusted Performance of 0.3603, downside deviation of 1.72, and Risk Adjusted Performance of 0.0685 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Grupo Financiero has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Grupo Financiero's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Financiero is expected to be smaller as well. Grupo Financiero Inbursa right now retains a risk of 2.02%. Please check out Grupo Financiero maximum drawdown, skewness, day typical price, as well as the relationship between the downside variance and daily balance of power , to decide if Grupo Financiero will be following its current trending patterns.

Auto-correlation

    
  0.26  

Poor predictability

Grupo Financiero Inbursa has poor predictability. Overlapping area represents the amount of predictability between Grupo Financiero time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 Financiero Inbursa price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Grupo Financiero price fluctuation can be explain by its past prices.
Correlation Coefficient0.26
Spearman Rank Test0.01
Residual Average0.0
Price Variance0.55

Grupo Financiero Inbursa lagged returns against current returns

Autocorrelation, which is Grupo Financiero 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 Financiero's stock expected returns. We can calculate the autocorrelation of Grupo Financiero returns to help us make a trade decision. For example, suppose you find that Grupo Financiero 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 Financiero 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 Financiero stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Financiero stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Financiero stock over time.
   Current vs Lagged Prices   
       Timeline  

Grupo Financiero Lagged Returns

When evaluating Grupo Financiero's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Financiero stock have on its future price. Grupo Financiero 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 Financiero autocorrelation shows the relationship between Grupo Financiero stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Financiero Inbursa.
   Regressed Prices   
       Timeline  

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Check out Grupo Financiero Correlation, Grupo Financiero Volatility and Grupo Financiero Alpha and Beta module to complement your research on Grupo Financiero.
Note that the Grupo Financiero Inbursa information on this page should be used as a complementary analysis to other Grupo Financiero'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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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When running Grupo Financiero's price analysis, check to measure Grupo Financiero'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 Grupo Financiero is operating at the current time. Most of Grupo Financiero's value examination focuses on studying past and present price action to predict the probability of Grupo Financiero's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo Financiero's price. Additionally, you may evaluate how the addition of Grupo Financiero to your portfolios can decrease your overall portfolio volatility.
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Grupo Financiero 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.
A focus of Grupo Financiero technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Grupo Financiero trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...