F1RA34 (Brazil) Price on October 31, 2024
| F1RA34 Stock | 132.73 3.49 2.56% |
If you're considering investing in F1RA34 Stock, it is important to understand the factors that can impact its price. As of today, the current price of F1RA34 stands at 132.73, as last reported on the 23rd of December, with the highest price reaching 132.73 and the lowest price hitting 132.73 during the day. F1RA34 appears to be very steady, given 3 months investment horizon. F1RA34 secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for F1RA34, which you can use to evaluate the volatility of the entity. Please utilize F1RA34's Mean Deviation of 0.8332, coefficient of variation of 912.99, and Market Risk Adjusted Performance of 1.56 to check if our risk estimates are consistent with your expectations.
F1RA34 Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
F1RA34 |
Sharpe Ratio = 0.1034
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | F1RA34 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.06 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.32 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average F1RA34 is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of F1RA34 by adding it to a well-diversified portfolio.
F1RA34 Valuation on October 31, 2024
It is possible to determine the worth of F1RA34 on a given historical date. On October 31, 2024 F1RA34 was worth 107.58 at the beginning of the trading date compared to the closed value of 107.58. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of F1RA34 stock. Still, in general, we apply an absolute valuation method to find F1RA34's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of F1RA34 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against F1RA34's related companies.
| Open | High | Low | Close | Volume | |
| 107.58 | 107.58 | 107.58 | 107.58 | 1.00 | |
10/31/2024 | 107.58 | 107.58 | 107.58 | 107.58 | 1.00 |
| 107.58 | 107.58 | 107.58 | 107.58 | 1.00 |
| Backtest F1RA34 | | | F1RA34 History | Previous | Next |
F1RA34 Trading Date Momentum on October 31, 2024
| On November 01 2024 F1RA34 was traded for 107.58 at the closing time. The highest price during the trading period was 107.58 and the lowest recorded bid was listed for 107.58 . There was no trading activity during the period 1.0. Lack of trading volume on November 1, 2024 did not affect price variability. The overall trading delta to the current price is 0.00% . |
Price Boundaries
F1RA34 Period Price Range
Low | December 23, 2024
| High |
0.00 | 0.00 |
F1RA34 cannot be verified against its exchange. Please verify the symbol is currently traded on Sao Paulo Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
F1RA34 December 23, 2024 Market Strength
Market strength indicators help investors to evaluate how F1RA34 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading F1RA34 shares will generate the highest return on investment. By undertsting and applying F1RA34 stock market strength indicators, traders can identify F1RA34 entry and exit signals to maximize returns
F1RA34 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for F1RA34's price direction in advance. Along with the technical and fundamental analysis of F1RA34 Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of F1RA34 to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0941 | |||
| Jensen Alpha | 0.3129 | |||
| Total Risk Alpha | 0.2337 | |||
| Sortino Ratio | 0.1745 | |||
| Treynor Ratio | 1.55 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for F1RA34 Stock analysis
When running F1RA34's price analysis, check to measure F1RA34'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 F1RA34 is operating at the current time. Most of F1RA34's value examination focuses on studying past and present price action to predict the probability of F1RA34's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move F1RA34's price. Additionally, you may evaluate how the addition of F1RA34 to your portfolios can decrease your overall portfolio volatility.
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |