Casa De (Mexico) Market Value

FINAMEXO  MXN 29.00  0.00  0.00%   
Casa De's market value is the price at which a share of Casa De trades on a public exchange. It measures the collective expectations of Casa De Bolsa investors about its performance. Casa De is trading at 29.00 as of the 28th of March 2024; that is No Change since the beginning of the trading day. The stock's open price was 29.0.
With this module, you can estimate the performance of a buy and hold strategy of Casa De Bolsa and determine expected loss or profit from investing in Casa De over a given investment horizon. Check out Casa De Correlation, Casa De Volatility and Casa De Alpha and Beta module to complement your research on Casa De.
Symbol

Please note, there is a significant difference between Casa De's value and its price as these two are different measures arrived at by different means. Investors typically determine if Casa De is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Casa De'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.

Casa 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 Casa De'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 Casa De.
0.00
05/08/2022
No Change 0.00  0.0 
In 1 year 10 months and 21 days
03/28/2024
0.00
If you would invest  0.00  in Casa De on May 8, 2022 and sell it all today you would earn a total of 0.00 from holding Casa De Bolsa or generate 0.0% return on investment in Casa De over 690 days. Casa De is related to or competes with Verizon Communications, DXC Technology, Monster Beverage, GMxico Transportes, Prudential Financial, Cognizant Technology, and Bank of Nova Scotia. Casa de Bolsa Finamex S.A.B. de C.V. operates as a provider of access services to the Mexican markets More

Casa 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 Casa De'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 Casa De Bolsa upside and downside potential and time the market with a certain degree of confidence.

Casa De Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Casa De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Casa De's standard deviation. In reality, there are many statistical measures that can use Casa De historical prices to predict the future Casa De's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Casa 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.
Hype
Prediction
LowEstimatedHigh
29.0029.0029.00
Details
Intrinsic
Valuation
LowRealHigh
29.0029.0029.00
Details
Naive
Forecast
LowNextHigh
29.0029.0029.00
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
29.0029.0029.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Casa De. Your research has to be compared to or analyzed against Casa De's peers to derive any actionable benefits. When done correctly, Casa De's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Casa De Bolsa.

Casa De Bolsa Backtested Returns

We have found three technical indicators for Casa De Bolsa, which you can use to evaluate the volatility of the firm. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Casa De are completely uncorrelated.

Auto-correlation

    
  0.20  

Weak predictability

Casa De Bolsa has weak predictability. Overlapping area represents the amount of predictability between Casa De time series from 8th of May 2022 to 18th of April 2023 and 18th of April 2023 to 28th of March 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 Casa De Bolsa price movement. The serial correlation of 0.2 indicates that over 20.0% of current Casa De price fluctuation can be explain by its past prices.
Correlation Coefficient0.2
Spearman Rank Test-0.42
Residual Average0.0
Price Variance0.07

Casa De Bolsa lagged returns against current returns

Autocorrelation, which is Casa De 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 Casa De's stock expected returns. We can calculate the autocorrelation of Casa De returns to help us make a trade decision. For example, suppose you find that Casa De 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  

Casa 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 Casa De stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Casa De stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Casa De stock over time.
   Current vs Lagged Prices   
       Timeline  

Casa De Lagged Returns

When evaluating Casa De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Casa De stock have on its future price. Casa 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, Casa De autocorrelation shows the relationship between Casa De stock current value and its past values and can show if there is a momentum factor associated with investing in Casa De Bolsa.
   Regressed Prices   
       Timeline  

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Check out Casa De Correlation, Casa De Volatility and Casa De Alpha and Beta module to complement your research on Casa De.
You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.

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When running Casa De's price analysis, check to measure Casa 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 Casa De is operating at the current time. Most of Casa De's value examination focuses on studying past and present price action to predict the probability of Casa 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 Casa De's price. Additionally, you may evaluate how the addition of Casa De to your portfolios can decrease your overall portfolio volatility.
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Casa De 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.
A focus of Casa De technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Casa De trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...