Baumer SA (Brazil) Market Value
| BALM3 Stock | BRL 13.00 0.12 0.93% |
| Symbol | Baumer |
Baumer 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 Baumer 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 Baumer SA.
| 08/06/2024 |
| 12/04/2024 |
If you would invest 0.00 in Baumer SA on August 6, 2024 and sell it all today you would earn a total of 0.00 from holding Baumer SA or generate 0.0% return on investment in Baumer SA over 120 days. Baumer SA is related to or competes with Waste Management, Healthpeak Properties, G2D Investments, Taiwan Semiconductor, CM Hospitalar, MAHLE Metal, and Electronic Arts. Baumer S.A. develops solutions in hospitals, odontology, and health industry equipment in Brazil, Europe, Asia, and the ... More
Baumer 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 Baumer 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 Baumer SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.43 | |||
| Information Ratio | 0.0074 | |||
| Maximum Drawdown | 43.93 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 4.0 |
Baumer SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baumer SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baumer SA's standard deviation. In reality, there are many statistical measures that can use Baumer SA historical prices to predict the future Baumer SA's volatility.| Risk Adjusted Performance | 0.0344 | |||
| Jensen Alpha | 0.0256 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.0033 | |||
| Treynor Ratio | 0.1277 |
Baumer SA Backtested Returns
Currently, Baumer SA is somewhat reliable. Baumer SA secures Sharpe Ratio (or Efficiency) of 0.0354, which signifies that the company had a 0.0354% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Baumer SA, which you can use to evaluate the volatility of the firm. Please confirm Baumer SA's Mean Deviation of 1.33, risk adjusted performance of 0.0344, and Downside Deviation of 9.43 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Baumer SA has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.05, which signifies a somewhat significant risk relative to the market. Baumer SA returns are very sensitive to returns on the market. As the market goes up or down, Baumer SA is expected to follow. Baumer SA right now shows a risk of 4.34%. Please confirm Baumer SA treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Baumer SA will be following its price patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Baumer SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Baumer SA time series from 6th of August 2024 to 5th of October 2024 and 5th of October 2024 to 4th 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 Baumer SA price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Baumer SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 1.53 |
Baumer SA lagged returns against current returns
Autocorrelation, which is Baumer 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 Baumer SA's stock expected returns. We can calculate the autocorrelation of Baumer SA returns to help us make a trade decision. For example, suppose you find that Baumer 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 |
Baumer 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 Baumer SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baumer SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baumer SA stock over time.
Current vs Lagged Prices |
| Timeline |
Baumer SA Lagged Returns
When evaluating Baumer SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baumer SA stock have on its future price. Baumer 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, Baumer SA autocorrelation shows the relationship between Baumer SA stock current value and its past values and can show if there is a momentum factor associated with investing in Baumer 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 Baumer Stock Analysis
When running Baumer SA's price analysis, check to measure Baumer 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 Baumer SA is operating at the current time. Most of Baumer SA's value examination focuses on studying past and present price action to predict the probability of Baumer 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 Baumer SA's price. Additionally, you may evaluate how the addition of Baumer SA to your portfolios can decrease your overall portfolio volatility.