Mapfre Sa Adr Stock Market Value
| MPFRY Stock | USD 9.06 0.00 0.00% |
| Symbol | Mapfre |
Mapfre SA '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 Mapfre SA'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 Mapfre SA.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in Mapfre SA on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding Mapfre SA ADR or generate 0.0% return on investment in Mapfre SA over 30 days. Mapfre SA is related to or competes with Gjensidige Forsikring, Sanlam, Beazley Plc, Edenred Malakoff, Dai Ichi, Sun Life, and Ageas SANV. Mapfre, S.A., engages in the insurance and reinsurance activities worldwide More
Mapfre SA 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 Mapfre SA'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 Mapfre SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 19.33 | |||
| Value At Risk | (6.89) | |||
| Potential Upside | 4.62 |
Mapfre SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mapfre SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mapfre SA's standard deviation. In reality, there are many statistical measures that can use Mapfre SA historical prices to predict the future Mapfre SA's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | 0.3096 |
Mapfre SA ADR Backtested Returns
At this stage we consider Mapfre Pink Sheet to be somewhat reliable. Mapfre SA ADR has Sharpe Ratio of 0.0264, which conveys that the firm had a 0.0264 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Mapfre SA, which you can use to evaluate the volatility of the firm. Please verify Mapfre SA's Standard Deviation of 3.02, risk adjusted performance of (0.02), and Mean Deviation of 1.46 to check out if the risk estimate we provide is consistent with the expected return of 0.0752%. Mapfre SA has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mapfre SA are expected to decrease at a much lower rate. During the bear market, Mapfre SA is likely to outperform the market. Mapfre SA ADR right now secures a risk of 2.85%. Please verify Mapfre SA ADR jensen alpha and rate of daily change , to decide if Mapfre SA ADR will be following its current price movements.
Auto-correlation | 0.00 |
No correlation between past and present
Mapfre SA ADR has no correlation between past and present. Overlapping area represents the amount of predictability between Mapfre SA time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mapfre SA ADR price movement. The serial correlation of 0.0 indicates that just 0.0% of current Mapfre SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mapfre SA ADR lagged returns against current returns
Autocorrelation, which is Mapfre SA 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 Mapfre SA's pink sheet expected returns. We can calculate the autocorrelation of Mapfre SA returns to help us make a trade decision. For example, suppose you find that Mapfre SA 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 |
Mapfre SA 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 Mapfre SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mapfre SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mapfre SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mapfre SA Lagged Returns
When evaluating Mapfre SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mapfre SA pink sheet have on its future price. Mapfre SA 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, Mapfre SA autocorrelation shows the relationship between Mapfre SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mapfre SA ADR.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Mapfre Pink Sheet Analysis
When running Mapfre SA's price analysis, check to measure Mapfre SA'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 Mapfre SA is operating at the current time. Most of Mapfre SA's value examination focuses on studying past and present price action to predict the probability of Mapfre SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mapfre SA's price. Additionally, you may evaluate how the addition of Mapfre SA to your portfolios can decrease your overall portfolio volatility.