B3 SA (Brazil) Market Value
| B3SA3 Stock | 12.42 0.45 3.50% |
| Symbol | B3SA3 |
B3 SA '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 B3 SA'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 B3 SA.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in B3 SA on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding B3 SA or generate 0.0% return on investment in B3 SA over 90 days. B3 SA is related to or competes with WEG SA, Engie Brasil, Vale SA, Magazine Luiza, and Lojas Renner. More
B3 SA 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 B3 SA'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 B3 SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.2154 | |||
| Maximum Drawdown | 10.09 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 5.12 |
B3 SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for B3 SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as B3 SA's standard deviation. In reality, there are many statistical measures that can use B3 SA historical prices to predict the future B3 SA's volatility.| Risk Adjusted Performance | 0.1601 | |||
| Jensen Alpha | 0.5111 | |||
| Total Risk Alpha | 0.7551 | |||
| Sortino Ratio | 0.3681 | |||
| Treynor Ratio | 0.6468 |
B3 SA Backtested Returns
B3 SA appears to be not too volatile, given 3 months investment horizon. B3 SA retains Efficiency (Sharpe Ratio) of 0.16, which signifies that the company had a 0.16 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for B3 SA, which you can use to evaluate the volatility of the entity. Please makes use of B3 SA's Market Risk Adjusted Performance of 0.6568, standard deviation of 2.54, and Coefficient Of Variation of 567.05 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, B3 SA holds a performance score of 12. The firm owns a Beta (Systematic Risk) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, B3 SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding B3 SA is expected to be smaller as well. Please check B3 SA's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether B3 SA's current price history will revert.
Auto-correlation | 0.42 |
Average predictability
B3 SA has average predictability. Overlapping area represents the amount of predictability between B3 SA time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 B3 SA price movement. The serial correlation of 0.42 indicates that just about 42.0% of current B3 SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
B3 SA lagged returns against current returns
Autocorrelation, which is B3 SA 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 B3 SA's stock expected returns. We can calculate the autocorrelation of B3 SA returns to help us make a trade decision. For example, suppose you find that B3 SA 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 |
B3 SA 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 B3 SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if B3 SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in B3 SA stock over time.
Current vs Lagged Prices |
| Timeline |
B3 SA Lagged Returns
When evaluating B3 SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of B3 SA stock have on its future price. B3 SA 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, B3 SA autocorrelation shows the relationship between B3 SA stock current value and its past values and can show if there is a momentum factor associated with investing in B3 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 B3SA3 Stock Analysis
When running B3 SA's price analysis, check to measure B3 SA'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 B3 SA is operating at the current time. Most of B3 SA's value examination focuses on studying past and present price action to predict the probability of B3 SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move B3 SA's price. Additionally, you may evaluate how the addition of B3 SA to your portfolios can decrease your overall portfolio volatility.