Alupar Investimento (Brazil) Market Value

ALUP11 Stock  BRL 27.24  0.24  0.87%   
Alupar Investimento's market value is the price at which a share of Alupar Investimento trades on a public exchange. It measures the collective expectations of Alupar Investimento SA investors about its performance. Alupar Investimento is trading at 27.24 as of the 5th of December 2024, a 0.87% down since the beginning of the trading day. The stock's open price was 27.48.
With this module, you can estimate the performance of a buy and hold strategy of Alupar Investimento SA and determine expected loss or profit from investing in Alupar Investimento over a given investment horizon. Check out Alupar Investimento Correlation, Alupar Investimento Volatility and Alupar Investimento Alpha and Beta module to complement your research on Alupar Investimento.
Symbol

Please note, there is a significant difference between Alupar Investimento's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alupar Investimento is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alupar Investimento'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.

Alupar Investimento '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 Alupar Investimento'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 Alupar Investimento.
0.00
06/08/2024
No Change 0.00  0.0 
In 5 months and 30 days
12/05/2024
0.00
If you would invest  0.00  in Alupar Investimento on June 8, 2024 and sell it all today you would earn a total of 0.00 from holding Alupar Investimento SA or generate 0.0% return on investment in Alupar Investimento over 180 days. Alupar Investimento is related to or competes with Companhia, Transmissora Aliana, BB Seguridade, and Hypera SA. Alupar Investimento S.A., through its subsidiaries, engages in the generation, transformation, transportation, distribut... More

Alupar Investimento 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 Alupar Investimento'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 Alupar Investimento SA upside and downside potential and time the market with a certain degree of confidence.

Alupar Investimento Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alupar Investimento's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alupar Investimento's standard deviation. In reality, there are many statistical measures that can use Alupar Investimento historical prices to predict the future Alupar Investimento's volatility.
Hype
Prediction
LowEstimatedHigh
26.1727.2428.31
Details
Intrinsic
Valuation
LowRealHigh
21.2722.3429.96
Details

Alupar Investimento Backtested Returns

Alupar Investimento secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the company had a -0.21% return per unit of risk over the last 3 months. Alupar Investimento SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alupar Investimento's Mean Deviation of 0.8014, risk adjusted performance of (0.14), and Standard Deviation of 1.08 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0103, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alupar Investimento's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alupar Investimento is expected to be smaller as well. At this point, Alupar Investimento has a negative expected return of -0.23%. Please make sure to confirm Alupar Investimento's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Alupar Investimento performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.79  

Almost perfect reverse predictability

Alupar Investimento SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Alupar Investimento time series from 8th of June 2024 to 6th of September 2024 and 6th of September 2024 to 5th 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 Alupar Investimento price movement. The serial correlation of -0.79 indicates that around 79.0% of current Alupar Investimento price fluctuation can be explain by its past prices.
Correlation Coefficient-0.79
Spearman Rank Test-0.67
Residual Average0.0
Price Variance1.35

Alupar Investimento lagged returns against current returns

Autocorrelation, which is Alupar Investimento 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 Alupar Investimento's stock expected returns. We can calculate the autocorrelation of Alupar Investimento returns to help us make a trade decision. For example, suppose you find that Alupar Investimento 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  

Alupar Investimento 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 Alupar Investimento stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alupar Investimento stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alupar Investimento stock over time.
   Current vs Lagged Prices   
       Timeline  

Alupar Investimento Lagged Returns

When evaluating Alupar Investimento's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alupar Investimento stock have on its future price. Alupar Investimento 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, Alupar Investimento autocorrelation shows the relationship between Alupar Investimento stock current value and its past values and can show if there is a momentum factor associated with investing in Alupar Investimento SA.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Alupar Stock

Alupar Investimento financial ratios help investors to determine whether Alupar Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Alupar with respect to the benefits of owning Alupar Investimento security.