Grupo Televisa Sab Stock Market Value
| GRPFF Stock | USD 0.65 0.08 14.04% |
| Symbol | Grupo |
Grupo Televisa '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 Televisa's pink sheet 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 Televisa.
| 04/30/2022 |
| 04/19/2024 |
If you would invest 0.00 in Grupo Televisa on April 30, 2022 and sell it all today you would earn a total of 0.00 from holding Grupo Televisa SAB or generate 0.0% return on investment in Grupo Televisa over 720 days. Grupo Televisa is related to or competes with Radcom, FingerMotion, KORE Group, Consolidated Communications, Grupo Televisa, Orange SA, and Telefonica Brasil. Grupo Televisa, S.A.B. operates as a media company in the Spanish-speaking world More
Grupo Televisa 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 Televisa's pink sheet 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 Televisa SAB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.38 |
Grupo Televisa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Televisa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Televisa's standard deviation. In reality, there are many statistical measures that can use Grupo Televisa historical prices to predict the future Grupo Televisa's volatility.| Risk Adjusted Performance | 0.0173 | |||
| Jensen Alpha | 0.0323 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.5929 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grupo Televisa'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 Televisa SAB Backtested Returns
Grupo Televisa appears to be extremely dangerous, given 3 months investment horizon. Grupo Televisa SAB holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Grupo Televisa SAB, which you can use to evaluate the volatility of the firm. Please utilize Grupo Televisa's Standard Deviation of 3.03, risk adjusted performance of 0.0173, and Market Risk Adjusted Performance of 0.6029 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grupo Televisa holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.0604, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grupo Televisa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Televisa is expected to be smaller as well. Please check Grupo Televisa's total risk alpha, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to make a quick decision on whether Grupo Televisa's current trending patterns will revert.
Auto-correlation | 0.91 |
Excellent predictability
Grupo Televisa SAB has excellent predictability. Overlapping area represents the amount of predictability between Grupo Televisa time series from 30th of April 2022 to 25th of April 2023 and 25th of April 2023 to 19th 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 Televisa SAB price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Grupo Televisa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Grupo Televisa SAB lagged returns against current returns
Autocorrelation, which is Grupo Televisa pink sheet'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 Televisa's pink sheet expected returns. We can calculate the autocorrelation of Grupo Televisa returns to help us make a trade decision. For example, suppose you find that Grupo Televisa has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Televisa 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 Televisa pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Televisa pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Televisa pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Grupo Televisa Lagged Returns
When evaluating Grupo Televisa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Televisa pink sheet have on its future price. Grupo Televisa 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 Televisa autocorrelation shows the relationship between Grupo Televisa pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Grupo Televisa SAB.
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 Televisa 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 Televisa's short interest history, or implied volatility extrapolated from Grupo Televisa options trading.
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Try AI Portfolio ArchitectCheck out Grupo Televisa Correlation, Grupo Televisa Volatility and Grupo Televisa Alpha and Beta module to complement your research on Grupo Televisa. Note that the Grupo Televisa SAB information on this page should be used as a complementary analysis to other Grupo Televisa'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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Complementary Tools for Grupo Pink Sheet analysis
When running Grupo Televisa's price analysis, check to measure Grupo Televisa'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 Televisa is operating at the current time. Most of Grupo Televisa's value examination focuses on studying past and present price action to predict the probability of Grupo Televisa'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 Televisa's price. Additionally, you may evaluate how the addition of Grupo Televisa to your portfolios can decrease your overall portfolio volatility.
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Grupo Televisa technical pink sheet 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, pink sheet market cycles, or different charting patterns.