Mosaic (Mexico) Market Value
| MOS Stock | MXN 686.72 0.00 0.00% |
| Symbol | Mosaic |
Mosaic '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 Mosaic's stock 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 Mosaic.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Mosaic on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding The Mosaic or generate 0.0% return on investment in Mosaic over 90 days. Mosaic is related to or competes with Trade Desk,, Roku,, Occidental Petroleum, Gentera SAB, and Grupo Aeroportuario. The Mosaic Company, through its subsidiaries, produces and markets concentrated phosphate and potash crop nutrients in N... More
Mosaic 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 Mosaic's stock 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 The Mosaic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1563 | |||
| Maximum Drawdown | 10.64 | |||
| Potential Upside | 4.0 |
Mosaic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mosaic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mosaic's standard deviation. In reality, there are many statistical measures that can use Mosaic historical prices to predict the future Mosaic's volatility.| Risk Adjusted Performance | 0.2309 | |||
| Jensen Alpha | 0.382 | |||
| Total Risk Alpha | 0.1573 | |||
| Treynor Ratio | 13.77 |
Mosaic Backtested Returns
Mosaic appears to be very steady, given 3 months investment horizon. Mosaic has Sharpe Ratio of 0.24, which conveys that the firm had a 0.24 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Mosaic, which you can use to evaluate the volatility of the firm. Please exercise Mosaic's Risk Adjusted Performance of 0.2309, market risk adjusted performance of 13.78, and Standard Deviation of 1.63 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mosaic holds a performance score of 18. The company secures a Beta (Market Risk) of 0.028, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mosaic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mosaic is expected to be smaller as well. Please check Mosaic's potential upside, and the relationship between the information ratio and rate of daily change , to make a quick decision on whether Mosaic's current price movements will revert.
Auto-correlation | 0.89 |
Very good predictability
The Mosaic has very good predictability. Overlapping area represents the amount of predictability between Mosaic time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mosaic price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Mosaic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 324.01 |
Mosaic lagged returns against current returns
Autocorrelation, which is Mosaic stock'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 Mosaic's stock expected returns. We can calculate the autocorrelation of Mosaic returns to help us make a trade decision. For example, suppose you find that Mosaic 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Mosaic 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 Mosaic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mosaic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mosaic stock over time.
Current vs Lagged Prices |
| Timeline |
Mosaic Lagged Returns
When evaluating Mosaic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mosaic stock have on its future price. Mosaic 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, Mosaic autocorrelation shows the relationship between Mosaic stock current value and its past values and can show if there is a momentum factor associated with investing in The Mosaic.
Regressed Prices |
| Timeline |
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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.Additional Tools for Mosaic Stock Analysis
When running Mosaic's price analysis, check to measure Mosaic'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 Mosaic is operating at the current time. Most of Mosaic's value examination focuses on studying past and present price action to predict the probability of Mosaic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mosaic's price. Additionally, you may evaluate how the addition of Mosaic to your portfolios can decrease your overall portfolio volatility.