Grupo OTC Stock Volatility

GRPFF
 Stock
  

USD 1.15  0.05  4.55%   

Grupo Televisa Sa holds Efficiency (Sharpe) Ratio of -0.2, which attests that the entity had -0.2% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining 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. Grupo Televisa Sa exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Grupo Televisa risk adjusted performance of (0.23), and Market Risk Adjusted Performance of 1.28 to validate the risk estimate we provide.
  
Grupo Televisa OTC Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Grupo daily returns, and it is calculated using variance and standard deviation. We also use Grupo's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Grupo Televisa volatility.

720 Days Market Risk

Dangerous

Chance of Distress

High

720 Days Economic Sensitivity

Almost neglects market trends
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Grupo Televisa can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Grupo Televisa at lower prices. For example, an investor can purchase Grupo stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Grupo Televisa's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with Grupo Televisa

+0.91VZVerizon CommunicationsPairCorr
+0.91CMCSAComcast Corp APairCorr
+0.9TATT IncPairCorr
+0.81NPPXFNippon Tel TelPairCorr
+0.85NTTYYNippon Telegraph AndPairCorr
+0.61DTEGFDEUTSCHE TELEKOMPairCorr
+0.65DTEGYDeutsche Tele AgPairCorr

Grupo Televisa Market Sensitivity And Downside Risk

Grupo Televisa's beta coefficient measures the volatility of Grupo otc stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Grupo otc stock's returns against your selected market. In other words, Grupo Televisa's beta of -0.38 provides an investor with an approximation of how much risk Grupo Televisa otc stock can potentially add to one of your existing portfolios.
Grupo Televisa Sa exhibits very low volatility with skewness of -4.44 and kurtosis of 24.24. However, we advise investors to further study Grupo Televisa Sa technical indicators to ensure that all market info is available and is reliable. Grupo Televisa Sa is a potential penny stock. Although Grupo Televisa may be in fact a good instrument to invest, many penny otc stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Grupo Televisa Sa. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Grupo instrument if you perfectly time your entry and exit. However, remember that penny otcs that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze Grupo Televisa Sa Demand Trend
Check current 90 days Grupo Televisa correlation with market (DOW)

Grupo Beta

    
  -0.38  
Grupo standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  2.47  
It is essential to understand the difference between upside risk (as represented by Grupo Televisa's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Grupo Televisa's daily returns or price. Since the actual investment returns on holding a position in grupo otc stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Grupo Televisa.

Grupo Televisa Sa OTC Stock Volatility Analysis

Volatility refers to the frequency at which Grupo Televisa otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Grupo Televisa's price changes. Investors will then calculate the volatility of Grupo Televisa's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Grupo Televisa's volatility:

Historical Volatility

This type of otc volatility measures Grupo Televisa's fluctuations based on previous trends. It's commonly used to predict Grupo Televisa's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Grupo Televisa's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Grupo Televisa's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Grupo Televisa Sa price series.
.

Grupo Televisa Projected Return Density Against Market

Assuming the 90 days horizon Grupo Televisa Sa has a beta of -0.3754 . This usually indicates as returns on benchmark increase, returns on holding Grupo Televisa are expected to decrease at a much lower rate. During the bear market, however, Grupo Televisa Sa is likely to outperform the market.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Grupo Televisa or Communication Services sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Grupo Televisa's price will be affected by overall otc stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Grupo otc's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Grupo Televisa Sa is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
Grupo Televisa's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how grupo otc stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Grupo Televisa Price Volatility?

Several factors can influence a OTC's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Grupo Televisa OTC Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Grupo Televisa or Communication Services sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Grupo Televisa's price will be affected by overall otc stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Grupo otc's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days horizon the coefficient of variation of Grupo Televisa is -502.59. The daily returns are distributed with a variance of 6.08 and standard deviation of 2.46. The mean deviation of Grupo Televisa Sa is currently at 1.06. For similar time horizon, the selected benchmark (DOW) has volatility of 1.19
α
Alpha over DOW
-0.5
β
Beta against DOW-0.38
σ
Overall volatility
2.46
Ir
Information ratio -0.17

Grupo Televisa OTC Stock Return Volatility

Grupo Televisa historical daily return volatility represents how much of Grupo Televisa otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm shows 2.465% volatility of returns over 90 . By contrast, DOW inherits 1.2047% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Grupo Televisa Volatility

Volatility is a rate at which the price of Grupo Televisa or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Grupo Televisa may increase or decrease. In other words, similar to Grupo's beta indicator, it measures the risk of Grupo Televisa and helps estimate the fluctuations that may happen in a short period of time. So if prices of Grupo Televisa fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Grupo Televisa, S.A.B. operates as a media company in the Spanish-speaking world. The company was founded in 1969 and is headquartered in Mexico City, Mexico. Grupo Televisa operates under Telecom Services classification in the United States and is traded on OTC Exchange. It employs 37191 people.

Grupo Televisa Investment Opportunity

Grupo Televisa Sa has a volatility of 2.47 and is 2.06 times more volatile than DOW. 21  of all equities and portfolios are less risky than Grupo Televisa. Compared to the overall equity markets, volatility of historical daily returns of Grupo Televisa Sa is lower than 21 () of all global equities and portfolios over the last 90 days. Use Grupo Televisa Sa to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The otc stock experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Grupo Televisa to be traded at $1.4375 in 90 days.

Good diversification

The correlation between Grupo Televisa Sa and DJI is -0.18 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Grupo Televisa Sa and DJI in the same portfolio, assuming nothing else is changed.

Grupo Televisa Additional Risk Indicators

The analysis of Grupo Televisa's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Grupo Televisa's investment and either accepting that risk or mitigating it. Along with some common measures of Grupo Televisa otc stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Grupo Televisa Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Grupo Televisa as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Grupo Televisa's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Grupo Televisa's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Grupo Televisa Sa.
Please check Risk vs Return Analysis. Note that the Grupo Televisa Sa 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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.

Complementary Tools for Grupo OTC Stock analysis

When running Grupo Televisa Sa 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 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.
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Is Grupo Televisa'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 Grupo Televisa. If investors know Grupo 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 Grupo Televisa listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Grupo Televisa Sa is measured differently than its book value, which is the value of Grupo that is recorded on the company's balance sheet. Investors also form their own opinion of Grupo Televisa's value that differs from its market value or its book value, called intrinsic value, which is Grupo Televisa'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 Grupo Televisa's market value can be influenced by many factors that don't directly affect Grupo Televisa'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 Grupo Televisa's value and its price as these two are different measures arrived at by different means. Investors typically determine Grupo Televisa value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grupo Televisa'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.