YPF Sociedad (Mexico) Market Value
| YPFN Stock | MXN 415.65 0.00 0.00% |
| Symbol | YPF |
YPF Sociedad '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 YPF Sociedad'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 YPF Sociedad.
| 02/18/2024 |
| 05/18/2024 |
If you would invest 0.00 in YPF Sociedad on February 18, 2024 and sell it all today you would earn a total of 0.00 from holding YPF Sociedad Annima or generate 0.0% return on investment in YPF Sociedad over 90 days. YPF Sociedad is related to or competes with Lloyds Banking, First Majestic, Grupo Hotelero, First Republic, Prudential Financial, Hoteles City, and Bank of Nova Scotia. YPF Sociedad Annima, an energy company, operates in the oil and gas upstream and downstream activities in Argentina More
YPF Sociedad 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 YPF Sociedad'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 YPF Sociedad Annima upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2208 | |||
| Maximum Drawdown | 12.77 | |||
| Potential Upside | 7.88 |
YPF Sociedad Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YPF Sociedad's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YPF Sociedad's standard deviation. In reality, there are many statistical measures that can use YPF Sociedad historical prices to predict the future YPF Sociedad's volatility.| Risk Adjusted Performance | 0.1608 | |||
| Jensen Alpha | 0.6361 | |||
| Total Risk Alpha | 0.2559 | |||
| Treynor Ratio | (7.66) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YPF Sociedad'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.
YPF Sociedad Annima Backtested Returns
YPF Sociedad appears to be very steady, given 3 months investment horizon. YPF Sociedad Annima shows Sharpe Ratio of 0.28, which attests that the company had a 0.28% return per unit of volatility over the last 3 months. By reviewing YPF Sociedad's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please utilize YPF Sociedad's Standard Deviation of 2.44, risk adjusted performance of 0.1608, and Mean Deviation of 1.16 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, YPF Sociedad holds a performance score of 22. The firm maintains a market beta of -0.0821, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning YPF Sociedad are expected to decrease at a much lower rate. During the bear market, YPF Sociedad is likely to outperform the market. Please check YPF Sociedad's variance, jensen alpha, potential upside, as well as the relationship between the information ratio and maximum drawdown , to make a quick decision on whether YPF Sociedad's historical returns will revert.
Auto-correlation | 0.46 |
Average predictability
YPF Sociedad Annima has average predictability. Overlapping area represents the amount of predictability between YPF Sociedad time series from 18th of February 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th of May 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 YPF Sociedad Annima price movement. The serial correlation of 0.46 indicates that about 46.0% of current YPF Sociedad price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1013.12 |
YPF Sociedad Annima lagged returns against current returns
Autocorrelation, which is YPF Sociedad 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 YPF Sociedad's stock expected returns. We can calculate the autocorrelation of YPF Sociedad returns to help us make a trade decision. For example, suppose you find that YPF Sociedad 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 |
YPF Sociedad 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 YPF Sociedad stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YPF Sociedad stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YPF Sociedad stock over time.
Current vs Lagged Prices |
| Timeline |
YPF Sociedad Lagged Returns
When evaluating YPF Sociedad's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YPF Sociedad stock have on its future price. YPF Sociedad 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, YPF Sociedad autocorrelation shows the relationship between YPF Sociedad stock current value and its past values and can show if there is a momentum factor associated with investing in YPF Sociedad Annima.
Regressed Prices |
| Timeline |
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Check out YPF Sociedad Correlation, YPF Sociedad Volatility and YPF Sociedad Alpha and Beta module to complement your research on YPF Sociedad. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for YPF Stock analysis
When running YPF Sociedad's price analysis, check to measure YPF Sociedad'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 YPF Sociedad is operating at the current time. Most of YPF Sociedad's value examination focuses on studying past and present price action to predict the probability of YPF Sociedad's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move YPF Sociedad's price. Additionally, you may evaluate how the addition of YPF Sociedad to your portfolios can decrease your overall portfolio volatility.
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YPF Sociedad 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.