Grupo De Inversiones Stock Market Value
| GIVSY Stock | USD 19.72 0.00 0.00% |
| Symbol | Grupo |
Grupo De '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 De's pink sheet 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 De.
| 09/03/2025 |
| 12/02/2025 |
If you would invest 0.00 in Grupo De on September 3, 2025 and sell it all today you would earn a total of 0.00 from holding Grupo de Inversiones or generate 0.0% return on investment in Grupo De over 90 days. Grupo De is related to or competes with Bangkok Dusit, and Talis Biomedical. Grupo de Inversiones Suramericana S.A. operates in the financial services, industry, and corporate venture sectors in Co... More
Grupo De 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 De's pink sheet 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 de Inversiones upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 17.14 |
Grupo De Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo De's standard deviation. In reality, there are many statistical measures that can use Grupo De historical prices to predict the future Grupo De's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 5.29 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grupo De'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.
Grupo de Inversiones Backtested Returns
Grupo de Inversiones 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. Grupo de Inversiones exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grupo De's Market Risk Adjusted Performance of 5.3, standard deviation of 2.11, and Risk Adjusted Performance of (0.08) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.051, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Grupo De are expected to decrease at a much lower rate. During the bear market, Grupo De is likely to outperform the market. At this point, Grupo de Inversiones has a negative expected return of -0.27%. Please make sure to check out Grupo De's information ratio, and the relationship between the coefficient of variation and skewness , to decide if Grupo de Inversiones performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Grupo de Inversiones has no correlation between past and present. Overlapping area represents the amount of predictability between Grupo De time series from 3rd of September 2025 to 18th of October 2025 and 18th of October 2025 to 2nd of December 2025. 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 de Inversiones price movement. The serial correlation of 0.0 indicates that just 0.0% of current Grupo De price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Grupo de Inversiones lagged returns against current returns
Autocorrelation, which is Grupo De pink sheet'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 De's pink sheet expected returns. We can calculate the autocorrelation of Grupo De returns to help us make a trade decision. For example, suppose you find that Grupo De has exhibited high autocorrelation historically, and you observe that the pink sheet 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 De 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 De pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo De pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo De pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Grupo De Lagged Returns
When evaluating Grupo De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo De pink sheet have on its future price. Grupo De 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 De autocorrelation shows the relationship between Grupo De pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Grupo de Inversiones.
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.Additional Tools for Grupo Pink Sheet Analysis
When running Grupo De's price analysis, check to measure Grupo De'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 De is operating at the current time. Most of Grupo De's value examination focuses on studying past and present price action to predict the probability of Grupo De'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 De's price. Additionally, you may evaluate how the addition of Grupo De to your portfolios can decrease your overall portfolio volatility.