GAEC Educacao (Brazil) Market Value
| ANIM3 Stock | BRL 1.58 0.03 1.86% |
| Symbol | GAEC |
GAEC Educacao '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 GAEC Educacao'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 GAEC Educacao.
| 01/08/2023 |
| 12/28/2024 |
If you would invest 0.00 in GAEC Educacao on January 8, 2023 and sell it all today you would earn a total of 0.00 from holding GAEC Educacao SA or generate 0.0% return on investment in GAEC Educacao over 720 days. GAEC Educacao is related to or competes with Ser Educacional, Yduqs Participaes, PBG SA, and Movida Participaes. Anima Holding S.A. operates as a private higher education organization in Brazil More
GAEC Educacao 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 GAEC Educacao'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 GAEC Educacao SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 22.44 | |||
| Value At Risk | (9.02) | |||
| Potential Upside | 4.66 |
GAEC Educacao Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GAEC Educacao's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GAEC Educacao's standard deviation. In reality, there are many statistical measures that can use GAEC Educacao historical prices to predict the future GAEC Educacao's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.67) | |||
| Total Risk Alpha | (0.81) | |||
| Treynor Ratio | 1.38 |
GAEC Educacao SA Backtested Returns
GAEC Educacao SA holds Efficiency (Sharpe) Ratio of -0.12, which attests that the company had a -0.12% return per unit of return volatility over the last 3 months. GAEC Educacao SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GAEC Educacao's standard deviation of 4.57, and Coefficient Of Variation of (683.22) to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of -0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning GAEC Educacao are expected to decrease at a much lower rate. During the bear market, GAEC Educacao is likely to outperform the market. At this point, GAEC Educacao SA has a negative expected return of -0.53%. Please make sure to check out GAEC Educacao's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if GAEC Educacao SA performance from the past will be repeated at some future date.
Auto-correlation | -0.14 |
Insignificant reverse predictability
GAEC Educacao SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between GAEC Educacao time series from 8th of January 2023 to 3rd of January 2024 and 3rd of January 2024 to 28th 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 GAEC Educacao SA price movement. The serial correlation of -0.14 indicates that less than 14.0% of current GAEC Educacao price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
GAEC Educacao SA lagged returns against current returns
Autocorrelation, which is GAEC Educacao 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 GAEC Educacao's stock expected returns. We can calculate the autocorrelation of GAEC Educacao returns to help us make a trade decision. For example, suppose you find that GAEC Educacao 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 |
GAEC Educacao 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 GAEC Educacao stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GAEC Educacao stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GAEC Educacao stock over time.
Current vs Lagged Prices |
| Timeline |
GAEC Educacao Lagged Returns
When evaluating GAEC Educacao's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GAEC Educacao stock have on its future price. GAEC Educacao 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, GAEC Educacao autocorrelation shows the relationship between GAEC Educacao stock current value and its past values and can show if there is a momentum factor associated with investing in GAEC Educacao SA.
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 GAEC Stock Analysis
When running GAEC Educacao's price analysis, check to measure GAEC Educacao'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 GAEC Educacao is operating at the current time. Most of GAEC Educacao's value examination focuses on studying past and present price action to predict the probability of GAEC Educacao's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GAEC Educacao's price. Additionally, you may evaluate how the addition of GAEC Educacao to your portfolios can decrease your overall portfolio volatility.