Genomma Lab (Mexico) Market Value
| LABB Stock | MXN 20.42 0.18 0.87% |
| Symbol | Genomma |
Genomma Lab '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 Genomma Lab'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 Genomma Lab.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Genomma Lab on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Genomma Lab Internacional or generate 0.0% return on investment in Genomma Lab over 90 days. Genomma Lab is related to or competes with Gruma SAB, Alfa SAB, Kimberly Clark, Grupo Mxico, and Grupo Financiero. Genomma Lab Internacional, S.A.B. de C.V More
Genomma Lab 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 Genomma Lab'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 Genomma Lab Internacional upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 14.03 | |||
| Value At Risk | (3.32) | |||
| Potential Upside | 3.34 |
Genomma Lab Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genomma Lab's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genomma Lab's standard deviation. In reality, there are many statistical measures that can use Genomma Lab historical prices to predict the future Genomma Lab's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 0.3843 |
Genomma Lab Internacional Backtested Returns
Genomma Lab Internacional holds Efficiency (Sharpe) Ratio of -0.0403, which attests that the entity had a -0.0403 % return per unit of risk over the last 3 months. Genomma Lab Internacional exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Genomma Lab's Risk Adjusted Performance of (0.04), standard deviation of 2.24, and Market Risk Adjusted Performance of 0.3943 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Genomma Lab are expected to decrease at a much lower rate. During the bear market, Genomma Lab is likely to outperform the market. At this point, Genomma Lab Internacional has a negative expected return of -0.0916%. Please make sure to check out Genomma Lab's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Genomma Lab Internacional performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.45 |
Average predictability
Genomma Lab Internacional has average predictability. Overlapping area represents the amount of predictability between Genomma Lab time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Genomma Lab Internacional price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Genomma Lab price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Genomma Lab Internacional lagged returns against current returns
Autocorrelation, which is Genomma Lab 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 Genomma Lab's stock expected returns. We can calculate the autocorrelation of Genomma Lab returns to help us make a trade decision. For example, suppose you find that Genomma Lab 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 |
Genomma Lab 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 Genomma Lab stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genomma Lab stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genomma Lab stock over time.
Current vs Lagged Prices |
| Timeline |
Genomma Lab Lagged Returns
When evaluating Genomma Lab's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genomma Lab stock have on its future price. Genomma Lab 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, Genomma Lab autocorrelation shows the relationship between Genomma Lab stock current value and its past values and can show if there is a momentum factor associated with investing in Genomma Lab Internacional.
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 Genomma Stock Analysis
When running Genomma Lab's price analysis, check to measure Genomma Lab'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 Genomma Lab is operating at the current time. Most of Genomma Lab's value examination focuses on studying past and present price action to predict the probability of Genomma Lab's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genomma Lab's price. Additionally, you may evaluate how the addition of Genomma Lab to your portfolios can decrease your overall portfolio volatility.