Grupo Profuturo (Mexico) Market Value

GPROFUT Stock  MXN 99.00  0.00  0.00%   
Grupo Profuturo's market value is the price at which a share of Grupo Profuturo trades on a public exchange. It measures the collective expectations of Grupo Profuturo SAB investors about its performance. Grupo Profuturo is selling for under 99.00 as of the 28th of March 2024; that is No Change since the beginning of the trading day. The stock's last reported lowest price was 99.0.
With this module, you can estimate the performance of a buy and hold strategy of Grupo Profuturo SAB and determine expected loss or profit from investing in Grupo Profuturo over a given investment horizon. Check out Grupo Profuturo Correlation, Grupo Profuturo Volatility and Grupo Profuturo Alpha and Beta module to complement your research on Grupo Profuturo.
Symbol

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

Grupo Profuturo '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 Profuturo'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 Grupo Profuturo.
0.00
04/08/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/28/2024
0.00
If you would invest  0.00  in Grupo Profuturo on April 8, 2022 and sell it all today you would earn a total of 0.00 from holding Grupo Profuturo SAB or generate 0.0% return on investment in Grupo Profuturo over 720 days. Grupo Profuturo is related to or competes with GMxico Transportes, Ameriprise Financial, Grupo Hotelero, Deutsche Bank, Capital One, Hoteles City, and FibraHotel. Grupo Profuturo, S.A.B. de C.V. manages the retirement funds of workers affiliated to the IMSS and ISSSTE in Mexico More

Grupo Profuturo 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 Profuturo'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 Grupo Profuturo SAB upside and downside potential and time the market with a certain degree of confidence.

Grupo Profuturo Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Profuturo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Profuturo's standard deviation. In reality, there are many statistical measures that can use Grupo Profuturo historical prices to predict the future Grupo Profuturo's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grupo Profuturo'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
97.0499.00100.96
Details
Intrinsic
Valuation
LowRealHigh
78.4780.43108.90
Details
Naive
Forecast
LowNextHigh
95.3997.3599.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
99.0099.0099.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Grupo Profuturo. Your research has to be compared to or analyzed against Grupo Profuturo's peers to derive any actionable benefits. When done correctly, Grupo Profuturo'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 Grupo Profuturo SAB.

Grupo Profuturo SAB Backtested Returns

Grupo Profuturo appears to be very steady, given 3 months investment horizon. Grupo Profuturo SAB holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Grupo Profuturo SAB, which you can use to evaluate the volatility of the firm. Please utilize Grupo Profuturo's Risk Adjusted Performance of 0.0644, standard deviation of 1.89, and Market Risk Adjusted Performance of (0.21) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grupo Profuturo holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Grupo Profuturo are expected to decrease at a much lower rate. During the bear market, Grupo Profuturo is likely to outperform the market. Please check Grupo Profuturo's standard deviation, as well as the relationship between the maximum drawdown and day median price , to make a quick decision on whether Grupo Profuturo's current trending patterns will revert.

Auto-correlation

    
  -0.02  

Very weak reverse predictability

Grupo Profuturo SAB has very weak reverse predictability. Overlapping area represents the amount of predictability between Grupo Profuturo time series from 8th of April 2022 to 3rd of April 2023 and 3rd 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 Grupo Profuturo SAB price movement. The serial correlation of -0.02 indicates that only 2.0% of current Grupo Profuturo price fluctuation can be explain by its past prices.
Correlation Coefficient-0.02
Spearman Rank Test-0.1
Residual Average0.0
Price Variance37.41

Grupo Profuturo SAB lagged returns against current returns

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

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

Grupo Profuturo Lagged Returns

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

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Check out Grupo Profuturo Correlation, Grupo Profuturo Volatility and Grupo Profuturo Alpha and Beta module to complement your research on Grupo Profuturo.
Note that the Grupo Profuturo SAB information on this page should be used as a complementary analysis to other Grupo Profuturo's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the CEOs Directory module to screen CEOs from public companies around the world.

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Grupo Profuturo 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 Grupo Profuturo technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Grupo Profuturo 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...