BRUNELLO C's market value is the price at which a share of BRUNELLO C trades on a public exchange. It measures the collective expectations of BRUNELLO C SPA investors about its performance. BRUNELLO C is selling for under 105.10 as of the 27th of December 2024; that is No Change since the beginning of the trading day. The stock's last reported lowest price was 105.1. With this module, you can estimate the performance of a buy and hold strategy of BRUNELLO C SPA and determine expected loss or profit from investing in BRUNELLO C over a given investment horizon. Check out BRUNELLO C Correlation, BRUNELLO C Volatility and BRUNELLO C Alpha and Beta module to complement your research on BRUNELLO C.
Please note, there is a significant difference between BRUNELLO C's value and its price as these two are different measures arrived at by different means. Investors typically determine if BRUNELLO C is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BRUNELLO C'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.
BRUNELLO C '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 BRUNELLO C'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 BRUNELLO C.
0.00
11/27/2024
No Change 0.00
0.0
In 31 days
12/27/2024
0.00
If you would invest 0.00 in BRUNELLO C on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding BRUNELLO C SPA or generate 0.0% return on investment in BRUNELLO C over 30 days. BRUNELLO C is related to or competes with Apple, Apple, and Microsoft. More
BRUNELLO C 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 BRUNELLO C'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 BRUNELLO C SPA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRUNELLO C's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BRUNELLO C's standard deviation. In reality, there are many statistical measures that can use BRUNELLO C historical prices to predict the future BRUNELLO C's volatility.
Currently, BRUNELLO C SPA is very steady. BRUNELLO C SPA secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of volatility over the last 3 months. We have found twenty-four technical indicators for BRUNELLO C SPA, which you can use to evaluate the volatility of the firm. Please confirm BRUNELLO C's mean deviation of 1.12, and Risk Adjusted Performance of 0.1738 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. BRUNELLO C has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.64, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning BRUNELLO C are expected to decrease at a much lower rate. During the bear market, BRUNELLO C is likely to outperform the market. BRUNELLO C SPA currently shows a risk of 1.44%. Please confirm BRUNELLO C SPA total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if BRUNELLO C SPA will be following its price patterns.
Auto-correlation
0.33
Below average predictability
BRUNELLO C SPA has below average predictability. Overlapping area represents the amount of predictability between BRUNELLO C time series from 27th of November 2024 to 12th of December 2024 and 12th of December 2024 to 27th of December 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 BRUNELLO C SPA price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current BRUNELLO C price fluctuation can be explain by its past prices.
Correlation Coefficient
0.33
Spearman Rank Test
0.0
Residual Average
0.0
Price Variance
3.22
BRUNELLO C SPA lagged returns against current returns
Autocorrelation, which is BRUNELLO C 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 BRUNELLO C's stock expected returns. We can calculate the autocorrelation of BRUNELLO C returns to help us make a trade decision. For example, suppose you find that BRUNELLO C 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
BRUNELLO C 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 BRUNELLO C stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BRUNELLO C stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BRUNELLO C stock over time.
Current vs Lagged Prices
Timeline
BRUNELLO C Lagged Returns
When evaluating BRUNELLO C's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BRUNELLO C stock have on its future price. BRUNELLO C 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, BRUNELLO C autocorrelation shows the relationship between BRUNELLO C stock current value and its past values and can show if there is a momentum factor associated with investing in BRUNELLO C SPA.
Regressed Prices
Timeline
Thematic Opportunities
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When running BRUNELLO C's price analysis, check to measure BRUNELLO C'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 BRUNELLO C is operating at the current time. Most of BRUNELLO C's value examination focuses on studying past and present price action to predict the probability of BRUNELLO C's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BRUNELLO C's price. Additionally, you may evaluate how the addition of BRUNELLO C to your portfolios can decrease your overall portfolio volatility.