SP Merval (Argentina) Top Constituents
MERV Index | 773,420 70,245 8.33% |
CEPU | Central Puerto | Stock | Independent Power and Renewable Electricity Producers |
BBAR | BBVA Banco Frances | Stock | Regional Banks |
GGAL | Grupo Financiero Galicia | Stock | Diversified Banks |
BMA | Banco Macro SA | Stock | Diversified Banks |
EDN | Empresa Distribuidora Y | Stock | Basic Utilities |
SUPV | Grupo Supervielle SA | Stock | Diversified Banks |
LOMA | Loma Negra Compania | Stock | Construction Materials |
SP Merval Price Movement Analysis
The output start index for this execution was thirteen with a total number of output elements of fourty-eight. The Bollinger Bands is very popular indicator that was developed by John Bollinger. It consist of three lines. SP Merval middle band is a simple moving average of its typical price. The upper and lower bands are (N) standard deviations above and below the middle band. The bands widen and narrow when the volatility of the price is higher or lower, respectively. The upper and lower bands can also be interpreted as price targets for SP Merval. When the price bounces off of the lower band and crosses the middle band, then the upper band becomes the price target..
SP Merval Technical and Predictive Indicators
Risk Adjusted Performance | 0.0788 | |||
Mean Deviation | 4.17 | |||
Semi Deviation | 4.3 | |||
Downside Deviation | 4.49 | |||
Coefficient Of Variation | 1096.21 | |||
Standard Deviation | 5.37 | |||
Variance | 28.86 | |||
Information Ratio | 0.0892 | |||
Total Risk Alpha | 0.4741 | |||
Sortino Ratio | 0.1068 | |||
Maximum Drawdown | 30.9 | |||
Value At Risk | (8.06) | |||
Potential Upside | 7.11 | |||
Downside Variance | 20.14 | |||
Semi Variance | 18.52 | |||
Expected Short fall | (5.24) | |||
Skewness | 0.8052 | |||
Kurtosis | 3.5 |
Risk Adjusted Performance | 0.0788 | |||
Mean Deviation | 4.17 | |||
Semi Deviation | 4.3 | |||
Downside Deviation | 4.49 | |||
Coefficient Of Variation | 1096.21 | |||
Standard Deviation | 5.37 | |||
Variance | 28.86 | |||
Information Ratio | 0.0892 | |||
Total Risk Alpha | 0.4741 | |||
Sortino Ratio | 0.1068 | |||
Maximum Drawdown | 30.9 | |||
Value At Risk | (8.06) | |||
Potential Upside | 7.11 | |||
Downside Variance | 20.14 | |||
Semi Variance | 18.52 | |||
Expected Short fall | (5.24) | |||
Skewness | 0.8052 | |||
Kurtosis | 3.5 |
SP Merval Forecast Models
SP Merval's time-series forecasting models are one of many SP Merval's index analysis techniques aimed at predicting future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary SP Merval's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the market movement and maximize returns from investment trading.Be your own money manager
As an investor, your ultimate goal is to build wealth. Optimizing your investment portfolio is an essential element in this goal. Using our index analysis tools, you can find out how much better you can do when adding SP Merval to your portfolios without increasing risk or reducing expected return.Did you try this?
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Complementary Tools for MERV Index analysis
When running SP Merval's price analysis, check to measure SP Merval'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 SP Merval is operating at the current time. Most of SP Merval's value examination focuses on studying past and present price action to predict the probability of SP Merval's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SP Merval's price. Additionally, you may evaluate how the addition of SP Merval to your portfolios can decrease your overall portfolio volatility.
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