Aeris Indstria (Brazil) Market Value
| AERI3 Stock | BRL 3.93 0.11 2.88% |
| Symbol | Aeris |
Aeris Indstria '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 Aeris Indstria'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 Aeris Indstria.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Aeris Indstria on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Aeris Indstria e or generate 0.0% return on investment in Aeris Indstria over 90 days. Aeris Indstria is related to or competes with Mliuz SA, Neogrid Participaes, Pet Center, and Locaweb Servios. Aeris Indstria e Comrcio de Equipamentos para Gerao de Energia S.A More
Aeris Indstria 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 Aeris Indstria'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 Aeris Indstria e upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 41.0 | |||
| Value At Risk | (7.64) | |||
| Potential Upside | 10.0 |
Aeris Indstria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aeris Indstria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aeris Indstria's standard deviation. In reality, there are many statistical measures that can use Aeris Indstria historical prices to predict the future Aeris Indstria's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.86) | |||
| Total Risk Alpha | 0.1208 | |||
| Treynor Ratio | 1.05 |
Aeris Indstria e Backtested Returns
Aeris Indstria e secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11 % return per unit of risk over the last 3 months. Aeris Indstria e exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aeris Indstria's Standard Deviation of 7.15, mean deviation of 4.53, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.74, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Aeris Indstria are expected to decrease at a much lower rate. During the bear market, Aeris Indstria is likely to outperform the market. At this point, Aeris Indstria e has a negative expected return of -0.77%. Please make sure to confirm Aeris Indstria's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Aeris Indstria e performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.69 |
Good predictability
Aeris Indstria e has good predictability. Overlapping area represents the amount of predictability between Aeris Indstria time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Aeris Indstria e price movement. The serial correlation of 0.69 indicates that around 69.0% of current Aeris Indstria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
Aeris Indstria e lagged returns against current returns
Autocorrelation, which is Aeris Indstria 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 Aeris Indstria's stock expected returns. We can calculate the autocorrelation of Aeris Indstria returns to help us make a trade decision. For example, suppose you find that Aeris Indstria 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 |
Aeris Indstria 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 Aeris Indstria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aeris Indstria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aeris Indstria stock over time.
Current vs Lagged Prices |
| Timeline |
Aeris Indstria Lagged Returns
When evaluating Aeris Indstria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aeris Indstria stock have on its future price. Aeris Indstria 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, Aeris Indstria autocorrelation shows the relationship between Aeris Indstria stock current value and its past values and can show if there is a momentum factor associated with investing in Aeris Indstria e.
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 Aeris Stock Analysis
When running Aeris Indstria's price analysis, check to measure Aeris Indstria'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 Aeris Indstria is operating at the current time. Most of Aeris Indstria's value examination focuses on studying past and present price action to predict the probability of Aeris Indstria's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aeris Indstria's price. Additionally, you may evaluate how the addition of Aeris Indstria to your portfolios can decrease your overall portfolio volatility.