Grupo Supervielle Sa Stock Market Value
| SUPV Stock | USD 5.72 0.36 5.92% |
| Symbol | Grupo |
Grupo Supervielle Price To Book Ratio
Is Grupo Supervielle's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Grupo Supervielle. If investors know Grupo will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Grupo Supervielle listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.71) | Earnings Share 0.27 | Revenue Per Share 4.9 K | Quarterly Revenue Growth 0.381 | Return On Assets 0.0243 |
The market value of Grupo Supervielle is measured differently than its book value, which is the value of Grupo that is recorded on the company's balance sheet. Investors also form their own opinion of Grupo Supervielle's value that differs from its market value or its book value, called intrinsic value, which is Grupo Supervielle's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Grupo Supervielle's market value can be influenced by many factors that don't directly affect Grupo Supervielle's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Grupo Supervielle's value and its price as these two are different measures arrived at by different means. Investors typically determine if Grupo Supervielle is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grupo Supervielle'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 Supervielle '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 Supervielle'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 Supervielle.
| 05/06/2022 |
| 04/25/2024 |
If you would invest 0.00 in Grupo Supervielle on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Grupo Supervielle SA or generate 0.0% return on investment in Grupo Supervielle over 720 days. Grupo Supervielle is related to or competes with CrossFirst Bankshares, Banco Bradesco, CF Bankshares, Credicorp, Foreign Trade, Affinity Bancshares, and Bayfirst Financial. Grupo Supervielle S.A., a financial services holding company, provides various banking products and services in Argentin... More
Grupo Supervielle 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 Supervielle'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 Supervielle SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.06 | |||
| Information Ratio | 0.1125 | |||
| Maximum Drawdown | 23.79 | |||
| Value At Risk | (5.92) | |||
| Potential Upside | 8.29 |
Grupo Supervielle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Supervielle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Supervielle's standard deviation. In reality, there are many statistical measures that can use Grupo Supervielle historical prices to predict the future Grupo Supervielle's volatility.| Risk Adjusted Performance | 0.091 | |||
| Jensen Alpha | 0.5244 | |||
| Total Risk Alpha | 0.0226 | |||
| Sortino Ratio | 0.1256 | |||
| Treynor Ratio | 0.7254 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grupo Supervielle'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.
Grupo Supervielle Backtested Returns
Grupo Supervielle appears to be unstable, given 3 months investment horizon. Grupo Supervielle holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Grupo Supervielle, which you can use to evaluate the volatility of the firm. Please utilize Grupo Supervielle's Downside Deviation of 4.06, risk adjusted performance of 0.091, and Market Risk Adjusted Performance of 0.7354 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grupo Supervielle holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of 0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Grupo Supervielle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Supervielle is expected to be smaller as well. Please check Grupo Supervielle's sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Grupo Supervielle's current trending patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Grupo Supervielle SA has good predictability. Overlapping area represents the amount of predictability between Grupo Supervielle time series from 6th of May 2022 to 1st of May 2023 and 1st of May 2023 to 25th of April 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 Supervielle price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Grupo Supervielle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 1.32 |
Grupo Supervielle lagged returns against current returns
Autocorrelation, which is Grupo Supervielle 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 Supervielle's stock expected returns. We can calculate the autocorrelation of Grupo Supervielle returns to help us make a trade decision. For example, suppose you find that Grupo Supervielle 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 Supervielle 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 Supervielle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Supervielle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Supervielle stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Supervielle Lagged Returns
When evaluating Grupo Supervielle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Supervielle stock have on its future price. Grupo Supervielle 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 Supervielle autocorrelation shows the relationship between Grupo Supervielle stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Supervielle SA.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Grupo Supervielle in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Grupo Supervielle's short interest history, or implied volatility extrapolated from Grupo Supervielle options trading.
Currently Active Assets on Macroaxis
When determining whether Grupo Supervielle is a strong investment it is important to analyze Grupo Supervielle's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Grupo Supervielle's future performance. For an informed investment choice regarding Grupo Stock, refer to the following important reports:Check out Grupo Supervielle Correlation, Grupo Supervielle Volatility and Grupo Supervielle Alpha and Beta module to complement your research on Grupo Supervielle. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Grupo Stock analysis
When running Grupo Supervielle's price analysis, check to measure Grupo Supervielle'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 Grupo Supervielle is operating at the current time. Most of Grupo Supervielle's value examination focuses on studying past and present price action to predict the probability of Grupo Supervielle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo Supervielle's price. Additionally, you may evaluate how the addition of Grupo Supervielle to your portfolios can decrease your overall portfolio volatility.
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets |
Grupo Supervielle 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.