PEMEX 6625 Market Value
| 71656MAF6 | 64.20 6.48 9.17% |
| Symbol | PEMEX |
Please note, there is a significant difference between PEMEX's value and its price as these two are different measures arrived at by different means. Investors typically determine if PEMEX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PEMEX'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.
PEMEX '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 PEMEX's bond 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 PEMEX.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in PEMEX on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding PEMEX 6625 or generate 0.0% return on investment in PEMEX over 90 days. PEMEX is related to or competes with 00108WAF7, Palantir Technologies, ICON PLC, Ainos, Bank of Nova Scotia, PRUDENTIAL, and Magyar Bancorp. More
PEMEX 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 PEMEX's bond 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 PEMEX 6625 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.05 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 17.14 | |||
| Value At Risk | (4.98) | |||
| Potential Upside | 4.81 |
PEMEX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PEMEX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PEMEX's standard deviation. In reality, there are many statistical measures that can use PEMEX historical prices to predict the future PEMEX's volatility.| Risk Adjusted Performance | 0.0189 | |||
| Jensen Alpha | 0.015 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1893 |
PEMEX 6625 Backtested Returns
PEMEX 6625 maintains Sharpe Ratio (i.e., Efficiency) of -0.0146, which implies the entity had a -0.0146 % return per unit of volatility over the last 3 months. PEMEX 6625 exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PEMEX's risk adjusted performance of 0.0189, and Semi Deviation of 3.76 to confirm the risk estimate we provide. The bond holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, PEMEX's returns are expected to increase less than the market. However, during the bear market, the loss of holding PEMEX is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
PEMEX 6625 has modest predictability. Overlapping area represents the amount of predictability between PEMEX time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th of August 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 PEMEX 6625 price movement. The serial correlation of 0.54 indicates that about 54.0% of current PEMEX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 6.06 |
PEMEX 6625 lagged returns against current returns
Autocorrelation, which is PEMEX bond'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 PEMEX's bond expected returns. We can calculate the autocorrelation of PEMEX returns to help us make a trade decision. For example, suppose you find that PEMEX has exhibited high autocorrelation historically, and you observe that the bond 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 |
PEMEX 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 PEMEX bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PEMEX bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PEMEX bond over time.
Current vs Lagged Prices |
| Timeline |
PEMEX Lagged Returns
When evaluating PEMEX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PEMEX bond have on its future price. PEMEX 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, PEMEX autocorrelation shows the relationship between PEMEX bond current value and its past values and can show if there is a momentum factor associated with investing in PEMEX 6625.
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.Other Information on Investing in PEMEX Bond
PEMEX financial ratios help investors to determine whether PEMEX Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in PEMEX with respect to the benefits of owning PEMEX security.