Grupo OTC Pink Sheet Market Value

BMBOY
 Stock
  

USD 17.00  0.00  0.00%   

Grupo Bimbo's market value is the price at which a share of Grupo Bimbo stock trades on a public exchange. It measures the collective expectations of Grupo Bimbo SAB investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Grupo Bimbo SAB and determine expected loss or profit from investing in Grupo Bimbo over a given investment horizon. Continue to Grupo Bimbo Correlation, Grupo Bimbo Volatility and Grupo Bimbo Alpha and Beta module to complement your research on Grupo Bimbo.
Symbol

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

Grupo Bimbo '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 Grupo Bimbo's otc pink sheet 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 Grupo Bimbo.
0.00
11/03/2022
No Change 0.00  0.0 
In 30 days
12/03/2022
0.00
If you would invest  0.00  in Grupo Bimbo on November 3, 2022 and sell it all today you would earn a total of 0.00 from holding Grupo Bimbo SAB or generate 0.0% return on investment in Grupo Bimbo over 30 days. Grupo Bimbo is related to or competes with Davidstea, Ambev SA, Albertsons Companies, Acme United, AgroFresh Solutions, Adecoagro, and Alico. Grupo Bimbo, S.A.B. de C.V., together with its subsidiaries, produces, distributes, and sells various bakery products More

Grupo Bimbo 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 Grupo Bimbo's otc pink sheet 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 Grupo Bimbo SAB upside and downside potential and time the market with a certain degree of confidence.

Grupo Bimbo Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Bimbo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Bimbo's standard deviation. In reality, there are many statistical measures that can use Grupo Bimbo historical prices to predict the future Grupo Bimbo's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Grupo Bimbo'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 Grupo Bimbo in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
13.3617.0020.64
Details
Intrinsic
Valuation
LowReal ValueHigh
12.6316.2719.91
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Grupo Bimbo. Your research has to be compared to or analyzed against Grupo Bimbo's peers to derive any actionable benefits. When done correctly, Grupo Bimbo'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 Grupo Bimbo SAB.

Grupo Bimbo SAB Backtested Returns

Grupo Bimbo appears to be not too volatile, given 3 months investment horizon. Grupo Bimbo SAB holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had 0.11% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Grupo Bimbo SAB, which you can use to evaluate the future volatility of the firm. Please utilize Grupo Bimbo's Risk Adjusted Performance of 0.1207, downside deviation of 3.59, and Market Risk Adjusted Performance of 1.25 to validate if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Grupo Bimbo holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of 0.2213, which attests to not very significant fluctuations relative to the market. Let's try to break down what Grupo's beta means in this case. As returns on the market increase, Grupo Bimbo returns are expected to increase less than the market. However, during the bear market, the loss on holding Grupo Bimbo will be expected to be smaller as well. Although it is vital to follow Grupo Bimbo SAB current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Grupo Bimbo SAB technical indicators, you can presently evaluate if the expected return of 0.4% will be sustainable into the future. Please utilizes Grupo Bimbo variance and potential upside to make a quick decision on whether Grupo Bimbo SAB current trending patterns will revert.

Auto-correlation

    
  -0.28  

Weak reverse predictability

Grupo Bimbo SAB has weak reverse predictability. Overlapping area represents the amount of predictability between Grupo Bimbo time series from 3rd of November 2022 to 18th of November 2022 and 18th of November 2022 to 3rd of December 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 Grupo Bimbo SAB price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Grupo Bimbo price fluctuation can be explain by its past prices.
Correlation Coefficient-0.28
Spearman Rank Test0.25
Residual Average0.0
Price Variance0.02

Grupo Bimbo SAB lagged returns against current returns

Autocorrelation, which is Grupo Bimbo otc pink sheet'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 Grupo Bimbo's otc pink sheet expected returns. We can calculate the autocorrelation of Grupo Bimbo returns to help us make a trade decision. For example, suppose you find that Grupo Bimbo otc pink sheet 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   
Share
       Timeline  

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

Grupo Bimbo Lagged Returns

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

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 Grupo Bimbo 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, Grupo Bimbo's short interest history, or implied volatility extrapolated from Grupo Bimbo options trading.

Pair Trading with Grupo Bimbo

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 Grupo Bimbo 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 Grupo Bimbo will appreciate offsetting losses from the drop in the long position's value.

Moving together with Grupo Bimbo

+0.71HRLHormel Foods Fiscal Year End 8th of December 2022 PairCorr

Moving against Grupo Bimbo

-0.56BGSBG Foods Normal TradingPairCorr
The ability to find closely correlated positions to Grupo Bimbo could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Grupo Bimbo 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 Grupo Bimbo - 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 Grupo Bimbo SAB to buy it.
The correlation of Grupo Bimbo 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 Grupo Bimbo moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Grupo Bimbo SAB 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 Grupo Bimbo 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 Grupo Bimbo Correlation, Grupo Bimbo Volatility and Grupo Bimbo Alpha and Beta module to complement your research on Grupo Bimbo. You can also try Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

Complementary Tools for analysis

When running Grupo Bimbo SAB price analysis, check to measure Grupo Bimbo'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 Bimbo is operating at the current time. Most of Grupo Bimbo's value examination focuses on studying past and present price action to predict the probability of Grupo Bimbo's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Grupo Bimbo's price. Additionally, you may evaluate how the addition of Grupo Bimbo to your portfolios can decrease your overall portfolio volatility.
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Grupo Bimbo technical otc pink sheet 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, otc market cycles, or different charting patterns.
A focus of Grupo Bimbo technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Grupo Bimbo 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...