BB Seguridade (Brazil) Market Value
| BBSE3 Stock | BRL 40.38 0.38 0.95% |
| Symbol | BBSE3 |
BB Seguridade '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 BB Seguridade'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 BB Seguridade.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in BB Seguridade on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding BB Seguridade Participacoes or generate 0.0% return on investment in BB Seguridade over 90 days. BB Seguridade is related to or competes with Transmissora Aliana, Banco Do, Itasa Investimentos, and Engie Brasil. BB Seguridade Participaes S.A. provides insurance, pension plans, premium bonds, and brokerage services in Brazil More
BB Seguridade 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 BB Seguridade'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 BB Seguridade Participacoes upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.219 | |||
| Maximum Drawdown | 13.62 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 2.45 |
BB Seguridade Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BB Seguridade's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BB Seguridade's standard deviation. In reality, there are many statistical measures that can use BB Seguridade historical prices to predict the future BB Seguridade's volatility.| Risk Adjusted Performance | 0.1552 | |||
| Jensen Alpha | 0.2898 | |||
| Total Risk Alpha | 0.4553 | |||
| Sortino Ratio | 0.2253 | |||
| Treynor Ratio | 2.61 |
BB Seguridade Partic Backtested Returns
BB Seguridade appears to be very steady, given 3 months investment horizon. BB Seguridade Partic retains Efficiency (Sharpe Ratio) of 0.15, which signifies that the company had a 0.15 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for BB Seguridade, which you can use to evaluate the volatility of the entity. Please makes use of BB Seguridade's Market Risk Adjusted Performance of 2.62, standard deviation of 1.69, and Coefficient Of Variation of 583.92 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BB Seguridade holds a performance score of 11. The firm owns a Beta (Systematic Risk) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BB Seguridade's returns are expected to increase less than the market. However, during the bear market, the loss of holding BB Seguridade is expected to be smaller as well. Please check BB Seguridade'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 BB Seguridade's current price history will revert.
Auto-correlation | 0.71 |
Good predictability
BB Seguridade Participacoes has good predictability. Overlapping area represents the amount of predictability between BB Seguridade time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 BB Seguridade Partic price movement. The serial correlation of 0.71 indicates that around 71.0% of current BB Seguridade price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 1.27 |
BB Seguridade Partic lagged returns against current returns
Autocorrelation, which is BB Seguridade 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 BB Seguridade's stock expected returns. We can calculate the autocorrelation of BB Seguridade returns to help us make a trade decision. For example, suppose you find that BB Seguridade 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 |
BB Seguridade 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 BB Seguridade stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BB Seguridade stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BB Seguridade stock over time.
Current vs Lagged Prices |
| Timeline |
BB Seguridade Lagged Returns
When evaluating BB Seguridade's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BB Seguridade stock have on its future price. BB Seguridade 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, BB Seguridade autocorrelation shows the relationship between BB Seguridade stock current value and its past values and can show if there is a momentum factor associated with investing in BB Seguridade Participacoes.
Regressed Prices |
| Timeline |
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When running BB Seguridade's price analysis, check to measure BB Seguridade'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 BB Seguridade is operating at the current time. Most of BB Seguridade's value examination focuses on studying past and present price action to predict the probability of BB Seguridade's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BB Seguridade's price. Additionally, you may evaluate how the addition of BB Seguridade to your portfolios can decrease your overall portfolio volatility.