El Puerto (Mexico) Market Value
| LIVEPOLC-1 | MXN 139.49 1.91 1.35% |
| Symbol | LIVEPOLC-1 |
El Puerto '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 El Puerto'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 El Puerto.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in El Puerto on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding El Puerto de or generate 0.0% return on investment in El Puerto over 30 days. El Puerto is related to or competes with Organizacin Soriana. V., together with its subsidiaries, operates a chain of department stores in Mexico More
El Puerto 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 El Puerto'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 El Puerto de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.1781 | |||
| Maximum Drawdown | 8.3 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.93 |
El Puerto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for El Puerto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as El Puerto's standard deviation. In reality, there are many statistical measures that can use El Puerto historical prices to predict the future El Puerto's volatility.| Risk Adjusted Performance | 0.1552 | |||
| Jensen Alpha | 0.3279 | |||
| Total Risk Alpha | 0.1496 | |||
| Sortino Ratio | 0.2169 | |||
| Treynor Ratio | 0.8858 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of El Puerto'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.
El Puerto de Backtested Returns
El Puerto appears to be very steady, given 3 months investment horizon. El Puerto de retains Efficiency (Sharpe Ratio) of 0.19, which denotes the company had a 0.19% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for El Puerto, which you can use to evaluate the volatility of the firm. Please utilize El Puerto's Downside Deviation of 1.28, market risk adjusted performance of 0.8958, and Standard Deviation of 1.56 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, El Puerto holds a performance score of 15. The firm owns a Beta (Systematic Risk) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, El Puerto's returns are expected to increase less than the market. However, during the bear market, the loss of holding El Puerto is expected to be smaller as well. Please check El Puerto's maximum drawdown, and the relationship between the information ratio and expected short fall , to make a quick decision on whether El Puerto's current price history will revert.
Auto-correlation | -0.83 |
Excellent reverse predictability
El Puerto de has excellent reverse predictability. Overlapping area represents the amount of predictability between El Puerto time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 El Puerto de price movement. The serial correlation of -0.83 indicates that around 83.0% of current El Puerto price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 5.37 |
El Puerto de lagged returns against current returns
Autocorrelation, which is El Puerto 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 El Puerto's stock expected returns. We can calculate the autocorrelation of El Puerto returns to help us make a trade decision. For example, suppose you find that El Puerto 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 |
El Puerto 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 El Puerto stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if El Puerto stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in El Puerto stock over time.
Current vs Lagged Prices |
| Timeline |
El Puerto Lagged Returns
When evaluating El Puerto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of El Puerto stock have on its future price. El Puerto 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, El Puerto autocorrelation shows the relationship between El Puerto stock current value and its past values and can show if there is a momentum factor associated with investing in El Puerto de.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards El Puerto in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, El Puerto's short interest history, or implied volatility extrapolated from El Puerto options trading.
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Complementary Tools for LIVEPOLC-1 Stock analysis
When running El Puerto's price analysis, check to measure El Puerto'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 El Puerto is operating at the current time. Most of El Puerto's value examination focuses on studying past and present price action to predict the probability of El Puerto's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move El Puerto's price. Additionally, you may evaluate how the addition of El Puerto to your portfolios can decrease your overall portfolio volatility.
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El Puerto 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.