## GRUPO HERDEZ Information Ratio |

GUZOF -- USA Stock | ## USD 2.12 0.08 3.92% |

Symbol |

| = | (0.08) |

ER[a] | = | Expected return on investing in GRUPO HERDEZ |

ER[b] | = | Expected return on market index or selected benchmark |

STD[a] | = | Standard Deviation of returns on GRUPO HERDEZ |

## Information Ratio Comparison

GRUPO HERDEZ SAB DE CV is rated

The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.**below average**in information ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies .Information Ratio |

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## Thematic Opportunities

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## GRUPO HERDEZ Technical Signals

### All GRUPO HERDEZ Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | (0.03068) | ||

Market Risk Adjusted Performance | 1.64 | ||

Mean Deviation | 1.39 | ||

Coefficient Of Variation | (2,389) | ||

Standard Deviation | 2.01 | ||

Variance | 4.04 | ||

Information Ratio | (0.08) | ||

Jensen Alpha | (0.09) | ||

Total Risk Alpha | (0.26) | ||

Treynor Ratio | 1.63 | ||

Maximum Drawdown | 9.1 | ||

Value At Risk | (3.69) | ||

Potential Upside | 3.74 | ||

Skewness | (0.08) | ||

Kurtosis | 0.5891 |

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