IPC (Mexico) Market Value

MXX -  Mexico Index  

 51,518  228.38  0.45%

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

Please note, there is a significant difference between IPC's value and its price as these two are different measures arrived at by different means. Investors typically determine IPC value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IPC'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.

IPC '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 IPC's index 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 IPC.
0.00
03/23/2022
No Change 0.00  0.0 
In 2 months and 1 day
05/22/2022
0.00
If you would invest  0.00  in IPC on March 23, 2022 and sell it all today you would earn a total of 0.00 from holding IPC or generate 0.0% return on investment in IPC over 60 days.

IPC 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 IPC's index 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 IPC upside and downside potential and time the market with a certain degree of confidence.

IPC Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IPC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IPC's standard deviation. In reality, there are many statistical measures that can use IPC historical prices to predict the future IPC's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of IPC'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 IPC in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
51,51751,51851,519
Details
Intrinsic
Valuation
LowReal ValueHigh
46,36652,17652,177
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IPC. Your research has to be compared to or analyzed against IPC's peers to derive any actionable benefits. When done correctly, IPC'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 IPC.

IPC Backtested Returns

IPC retains Efficiency (Sharpe Ratio) of -0.0237, which attests that the entity had -0.0237% of return per unit of return volatility over the last 3 months. Macroaxis approach to determining the risk of any index is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. IPC exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away.
The index owns a Beta (Systematic Risk) of 0.0, which attests to not very significant fluctuations relative to the market. Let's try to break down what IPC's beta means in this case. the returns on MARKET and IPC are completely uncorrelated. Even though it is essential to pay attention to IPC existing price patterns, it is always good to be careful when utilizing equity price patterns. Our approach to determining any index's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. IPC exposes twenty-eight different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.37  

Below average predictability

IPC has below average predictability. Overlapping area represents the amount of predictability between IPC time series from 23rd of March 2022 to 22nd of April 2022 and 22nd of April 2022 to 22nd of May 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 IPC price movement. The serial correlation of 0.37 indicates that just about 37.0% of current IPC price fluctuation can be explain by its past prices.
Correlation Coefficient0.37
Spearman Rank Test0.43
Residual Average0.0
Price Variance1629583.71

IPC lagged returns against current returns

Autocorrelation, which is IPC index'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 IPC's index expected returns. We can calculate the autocorrelation of IPC returns to help us make a trade decision. For example, suppose you find that IPC index 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 

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

IPC Lagged Returns

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

IPC Investors Sentiment

The influence of IPC's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in IPC. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 IPC 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, IPC's short interest history, or implied volatility extrapolated from IPC options trading.

Current Sentiment - MXX

IPC Investor Sentiment

Most of Macroaxis investors are at this time bullish on IPC. What is your judgment towards investing in Mexico companies? Are you bullish or bearish on IPC?
Bullish
Bearish
98% Bullish
2% Bearish
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Check out IPC Hype Analysis, IPC Correlation, Portfolio Optimization, IPC Volatility, as well as analyze IPC Alpha and Beta and IPC Performance. Note that the IPC information on this page should be used as a complementary analysis to other IPC'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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Other Tools for IPC Index

When running IPC price analysis, check to measure IPC'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 IPC is operating at the current time. Most of IPC's value examination focuses on studying past and present price action to predict the probability of IPC's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move IPC's price. Additionally, you may evaluate how the addition of IPC to your portfolios can decrease your overall portfolio volatility.
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