Grupe SAB (Mexico) Performance
| CIDMEGA Stock | MXN 34.80 0.04 0.11% |
The company retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grupe SAB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupe SAB is expected to be smaller as well. Grupe SAB de has an expected return of -0.0547%. Please make sure to check out Grupe SAB kurtosis, as well as the relationship between the rate of daily change and market facilitation index , to decide if Grupe SAB de performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Grupe SAB de has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong technical and fundamental indicators, Grupe SAB is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 607.2 M | |
| Total Cashflows From Investing Activities | -408.9 M |
Grupe |
Grupe SAB Relative Risk vs. Return Landscape
If you would invest 3,598 in Grupe SAB de on January 26, 2024 and sell it today you would lose (118.00) from holding Grupe SAB de or give up 3.28% of portfolio value over 90 days. Grupe SAB de is generating negative expected returns and assumes 0.4091% volatility on return distribution over the 90 days horizon. Simply put, 3% of stocks are less volatile than Grupe, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Grupe SAB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupe SAB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Grupe SAB de, and traders can use it to determine the average amount a Grupe SAB's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1338
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CIDMEGA |
Estimated Market Risk
| 0.41 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Grupe SAB is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Grupe SAB by adding Grupe SAB to a well-diversified portfolio.
Grupe SAB Fundamentals Growth
Grupe Stock prices reflect investors' perceptions of the future prospects and financial health of Grupe SAB, and Grupe SAB fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Grupe Stock performance.
| Return On Equity | 0.0699 | |||
| Return On Asset | 0.0352 | |||
| Profit Margin | 0.12 % | |||
| Operating Margin | 0.17 % | |||
| Current Valuation | 3.76 B | |||
| Shares Outstanding | 65.56 M | |||
| Price To Earning | 10.31 X | |||
| Price To Book | 0.43 X | |||
| Price To Sales | 0.73 X | |||
| Revenue | 2.53 B | |||
| EBITDA | 549.4 M | |||
| Cash And Equivalents | 402.53 M | |||
| Cash Per Share | 6.10 X | |||
| Total Debt | 1.99 B | |||
| Debt To Equity | 38.40 % | |||
| Book Value Per Share | 80.44 X | |||
| Cash Flow From Operations | 747.56 M | |||
| Earnings Per Share | 6.03 X | |||
| Total Asset | 9.62 B | |||
About Grupe SAB Performance
To evaluate Grupe SAB de Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Grupe SAB generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Grupe Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Grupe SAB de market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Grupe's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Grupe, S.A.B. de C.V. operates in the hospitality sector in Mexico. The company was founded in 1972 and is based in Mazatln, Mexico. Grupe S operates under Resorts Casinos classification in Mexico and is traded on Mexico Stock Exchange. It employs 3714 people.Things to note about Grupe SAB de performance evaluation
Checking the ongoing alerts about Grupe SAB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Grupe SAB de help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Grupe SAB de generated a negative expected return over the last 90 days | |
| About 75.0% of the company shares are held by company insiders |
- Analyzing Grupe SAB's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Grupe SAB's stock is overvalued or undervalued compared to its peers.
- Examining Grupe SAB's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Grupe SAB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Grupe SAB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Grupe SAB's stock. These opinions can provide insight into Grupe SAB's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Grupe SAB de. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in income. Note that the Grupe SAB de information on this page should be used as a complementary analysis to other Grupe SAB'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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Grupe Stock analysis
When running Grupe SAB's price analysis, check to measure Grupe SAB'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 Grupe SAB is operating at the current time. Most of Grupe SAB's value examination focuses on studying past and present price action to predict the probability of Grupe SAB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupe SAB's price. Additionally, you may evaluate how the addition of Grupe SAB to your portfolios can decrease your overall portfolio volatility.
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