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Markov Analyzer

Assess next-week probabilities, expected run length, and reward stats (horizon: k=2 weeks).

FMX Fomento Económico Mexicano, S.A.B. de C.V. NYSE

How the Markov model works here

A Markov Chain simplifies weekly price action into states—Down, Neutral, Up—and learns the probability of moving from one to the next. It’s “memoryless”: the next step depends on the current state, not distant history.

We present: Prob. Up Next Week (one-week transition), Prob. Up ≤ k (at least one Up in the next k weeks), Expected Run (typical state duration), and Reward Stats (average weekly returns by state/transition).

Higher Up probabilities / longer Up runs = constructive. Persistent negative rewards or Down bias = caution. Educational only – not financial advice.

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Markov Results
k = 2 Reset
Prob. Up Next Week
0.00
Neutral
Prob. Up ≤ k
0.00
At least one Up within k weeks
Expected Up Run (wks)
0.0
Typical
Down-state Reward (%/wk)
0.00
Benign
P20 / P80 (weekly)
-0.20 / 0.32 Range
Reward (Up %/wk)
Positive
Reward (Neutral %/wk)
Baseline
Expected Down Run (wks)
Risk
2

Move the slider to see probabilities within 1–8 weeks.

FMX - Fomento Económico Mexicano, S.A.B. de C.V. NYSE

MetricValue
Current State Down
Prob. Up Next Week0.032
Prob. Up ≤ 20.06
Expected Run (Current)7.75
Expected Run (Up)4.57
P20 / P80 Bands-0.196 / 0.324

Quick Read

Prob. Up Next Week
0.032
Prob. Up ≤ k
0.060
Expected Run (Current)
7.750
Expected Run (Up)
4.570
Avg Return in Up (wk)
0.014
Avg Return in Neutral
0.007
Avg Return in Down
-0.013

Plain-English Interpretation

Current regime: Down.

Short-term odds do not favour an Up move yet. Downtrends here can linger; patience is key if waiting for a turn. If/when it flips Up, rallies often carry for several weeks. Average weekly return while Up is positive - constructive when the regime turns. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.196 and 0.324 (20th–80th pct).

Reward Stats (avg % return)

StateAvg ReturnSamples
0-0.01328
10.00786
20.01429
TransitionAvg ReturnSamples
0->0-0.01026
0->1-0.0502
1->00.0343
1->10.00678
1->20.0095
2->10.0205
2->20.01324
Reading the metrics
  • Prob. Up Next Week — one-step transition. Higher values are constructive.
  • Prob. Up ≤ k — chance of at least one Up in the next k weeks.
  • Expected Run — typical duration of current state; longer Up runs support trends.
  • P20 / P80 — typical weekly range for risk sizing.
  • Reward Stats — average weekly returns by state/transition; negatives flag caution.
Legend
Positive Negative Neutral k = weeks ahead Probabilities Ranges (P20/P80)

Accents appear where metrics indicate strength or risk.