Compania Stock Market Value

BVN
 Stock
  

USD 6.80  0.20  3.03%   

Compania Mina's market value is the price at which a share of Compania Mina stock trades on a public exchange. It measures the collective expectations of Compania Mina Buenaventura investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Compania Mina Buenaventura and determine expected loss or profit from investing in Compania Mina over a given investment horizon. Continue to Compania Mina Hype Analysis, Compania Mina Correlation, Compania Mina Valuation, Compania Mina Volatility, as well as analyze Compania Mina Alpha and Beta and Compania Mina Performance.
Symbol
Backtest


Is Compania Mina'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 Compania Mina. If investors know Compania 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 Compania Mina 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 YOY
40.74
Market Capitalization
1.7 B
Quarterly Revenue Growth YOY
0.25
Return On Assets
0.0096
Return On Equity
0.0907
The market value of Compania Mina Buenav is measured differently than its book value, which is the value of Compania that is recorded on the company's balance sheet. Investors also form their own opinion of Compania Mina's value that differs from its market value or its book value, called intrinsic value, which is Compania Mina'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 Compania Mina's market value can be influenced by many factors that don't directly affect Compania Mina'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 Compania Mina's value and its price as these two are different measures arrived at by different means. Investors typically determine Compania Mina value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Compania Mina'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.

Compania Mina '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 Compania Mina'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 Compania Mina.
0.00
06/01/2022
No Change 0.00  0.0 
In 31 days
07/01/2022
0.00
If you would invest  0.00  in Compania Mina on June 1, 2022 and sell it all today you would earn a total of 0.00 from holding Compania Mina Buenaventura or generate 0.0% return on investment in Compania Mina over 30 days. Compania Mina is related to or competes with Hycroft Mining, Avino Silver, Bhp Billiton, Cleveland Cliffs, Compass Minerals, Mereo Biopharma, and Boeing. Compaa de Minas Buenaventura S.A.A. engages in the exploration, mining development, processing, and trading of precious ...More

Compania Mina 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 Compania Mina'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 Compania Mina Buenaventura upside and downside potential and time the market with a certain degree of confidence.

Compania Mina Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Compania Mina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compania Mina's standard deviation. In reality, there are many statistical measures that can use Compania Mina historical prices to predict the future Compania Mina's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Compania Mina'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. Please use the tools below to analyze the current value of Compania Mina in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
2.806.6610.52
Details
Intrinsic
Valuation
LowReal ValueHigh
2.846.7010.56
Details
Naive
Forecast
LowNext ValueHigh
3.106.9610.83
Details
1 Analysts
Consensus
LowTarget PriceHigh
7.007.007.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Compania Mina. Your research has to be compared to or analyzed against Compania Mina's peers to derive any actionable benefits. When done correctly, Compania Mina's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Compania Mina Buenav.

Compania Mina Buenav Backtested Returns

Compania Mina Buenav secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had -0.14% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Compania Mina Buenaventura exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Compania Mina Buenav risk adjusted performance of (0.21), and Mean Deviation of 3.02 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.8613, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Compania's beta means in this case. Compania Mina returns are very sensitive to returns on the market. As the market goes up or down, Compania Mina is expected to follow. Even though it is essential to pay attention to Compania Mina Buenav historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Compania Mina Buenaventura exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Compania Mina Buenav has an expected return of -0.56%. Please be advised to confirm Compania Mina Buenav downside variance, and the relationship between the sortino ratio and accumulation distribution to decide if Compania Mina Buenav performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.85  

Very good predictability

Compania Mina Buenaventura has very good predictability. Overlapping area represents the amount of predictability between Compania Mina time series from 1st of June 2022 to 16th of June 2022 and 16th of June 2022 to 1st of July 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Compania Mina Buenav price movement. The serial correlation of 0.85 indicates that around 85.0% of current Compania Mina price fluctuation can be explain by its past prices.
Correlation Coefficient0.85
Spearman Rank Test0.65
Residual Average0.0
Price Variance0.11

Compania Mina Buenav lagged returns against current returns

Autocorrelation, which is Compania Mina 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 Compania Mina's stock expected returns. We can calculate the autocorrelation of Compania Mina returns to help us make a trade decision. For example, suppose you find that Compania Mina stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Compania Mina 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 Compania Mina stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compania Mina stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compania Mina stock over time.
 Current vs Lagged Prices 
Share
      Timeline 

Compania Mina Lagged Returns

When evaluating Compania Mina's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compania Mina stock have on its future price. Compania Mina 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, Compania Mina autocorrelation shows the relationship between Compania Mina stock current value and its past values and can show if there is a momentum factor associated with investing in Compania Mina Buenaventura.
 Regressed Prices 
Share
      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Compania Mina without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Compania Mina

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Compania Mina position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Compania Mina will appreciate offsetting losses from the drop in the long position's value.

Compania Mina Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Compania Mina could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Compania Mina when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Compania Mina - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Compania Mina Buenaventura to buy it.
The correlation of Compania Mina is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Compania Mina moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Compania Mina Buenav moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Compania Mina can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Compania Mina Hype Analysis, Compania Mina Correlation, Compania Mina Valuation, Compania Mina Volatility, as well as analyze Compania Mina Alpha and Beta and Compania Mina Performance. Note that the Compania Mina Buenav information on this page should be used as a complementary analysis to other Compania Mina'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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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When running Compania Mina Buenav price analysis, check to measure Compania Mina'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 Compania Mina is operating at the current time. Most of Compania Mina's value examination focuses on studying past and present price action to predict the probability of Compania Mina's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Compania Mina's price. Additionally, you may evaluate how the addition of Compania Mina to your portfolios can decrease your overall portfolio volatility.
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Compania Mina 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.
A focus of Compania Mina technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Compania Mina trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...