IPC MEXICO (Mexico) Market Value

MXX Index   55,488  48.24  0.09%   
IPC MEXICO's market value is the price at which a share of IPC MEXICO stock trades on a public exchange. It measures the collective expectations of IPC MEXICO investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of IPC MEXICO and determine expected loss or profit from investing in IPC MEXICO over a given investment horizon.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any Index could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product.

IPC MEXICO '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 MEXICO'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 MEXICO.
No Change 0.00  0.0 
In 1 year 5 months and 25 days
If you would invest  0.00  in IPC MEXICO on September 11, 2022 and sell it all today you would earn a total of 0.00 from holding IPC MEXICO or generate 0.0% return on investment in IPC MEXICO over 540 days.

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

IPC MEXICO Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IPC MEXICO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IPC MEXICO's standard deviation. In reality, there are many statistical measures that can use IPC MEXICO historical prices to predict the future IPC MEXICO'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 MEXICO'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 MEXICO in the context of predictive analytics.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IPC MEXICO. Your research has to be compared to or analyzed against IPC MEXICO's peers to derive any actionable benefits. When done correctly, IPC MEXICO's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in IPC MEXICO.

IPC MEXICO Backtested Returns

IPC MEXICO retains Efficiency (Sharpe Ratio) of 0.048, which attests that the entity had 0.048% return per unit of return volatility over the last 3 months. Our approach to determining the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for IPC MEXICO, which you can use to evaluate the future volatility of the entity. The index owns a Beta (Systematic Risk) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and IPC MEXICO are completely uncorrelated. Although it is important to respect IPC MEXICO existing price patterns, it is better to be realistic regarding the information on the equity's price patterns.



Virtually no predictability

IPC MEXICO has virtually no predictability. Overlapping area represents the amount of predictability between IPC MEXICO time series from 11th of September 2022 to 8th of June 2023 and 8th of June 2023 to 4th of March 2024. 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 MEXICO price movement. The serial correlation of 0.09 indicates that less than 9.0% of current IPC MEXICO price fluctuation can be explain by its past prices.
Correlation Coefficient0.09
Spearman Rank Test0.26
Residual Average0.0
Price Variance6.1 M

IPC MEXICO lagged returns against current returns

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

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

IPC MEXICO Lagged Returns

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

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 MEXICO 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 MEXICO's short interest history, or implied volatility extrapolated from IPC MEXICO options trading.

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Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any Index could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product.
You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.

Complementary Tools for IPC Index analysis

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