Bombril SA (Brazil) Market Value

BOBR4 Preferred Stock  BRL 1.74  0.07  4.19%   
Bombril SA's market value is the price at which a share of Bombril SA trades on a public exchange. It measures the collective expectations of Bombril SA investors about its performance. Bombril SA is selling for under 1.74 as of the 16th of March 2025; that is 4.19% up since the beginning of the trading day. The preferred stock's lowest day price was 1.66.
With this module, you can estimate the performance of a buy and hold strategy of Bombril SA and determine expected loss or profit from investing in Bombril SA over a given investment horizon. Check out Bombril SA Correlation, Bombril SA Volatility and Bombril SA Alpha and Beta module to complement your research on Bombril SA.
Symbol

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

Bombril 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 Bombril SA's preferred 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 Bombril SA.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Bombril SA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bombril SA or generate 0.0% return on investment in Bombril SA over 90 days. Bombril SA is related to or competes with Eternit SA, Lupatech, Inepar SA, and Marcopolo. Bombril S.A. manufactures and sells household products in Brazil More

Bombril 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 Bombril SA's preferred 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 Bombril SA upside and downside potential and time the market with a certain degree of confidence.

Bombril SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bombril SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bombril SA's standard deviation. In reality, there are many statistical measures that can use Bombril SA historical prices to predict the future Bombril SA's volatility.
Hype
Prediction
LowEstimatedHigh
0.091.746.64
Details
Intrinsic
Valuation
LowRealHigh
0.091.736.63
Details
Naive
Forecast
LowNextHigh
0.041.986.88
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1.411.832.26
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Bombril SA. Your research has to be compared to or analyzed against Bombril SA's peers to derive any actionable benefits. When done correctly, Bombril SA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Bombril SA.

Bombril SA Backtested Returns

Bombril SA secures Sharpe Ratio (or Efficiency) of -0.0252, which signifies that the company had a -0.0252 % return per unit of risk over the last 3 months. Bombril SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bombril SA's Standard Deviation of 4.9, mean deviation of 3.25, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bombril SA are expected to decrease at a much lower rate. During the bear market, Bombril SA is likely to outperform the market. At this point, Bombril SA has a negative expected return of -0.12%. Please make sure to confirm Bombril SA's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Bombril SA performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.09  

Virtually no predictability

Bombril SA has virtually no predictability. Overlapping area represents the amount of predictability between Bombril SA time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Bombril SA price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Bombril SA price fluctuation can be explain by its past prices.
Correlation Coefficient0.09
Spearman Rank Test-0.02
Residual Average0.0
Price Variance0.06

Bombril SA lagged returns against current returns

Autocorrelation, which is Bombril SA preferred 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 Bombril SA's preferred stock expected returns. We can calculate the autocorrelation of Bombril SA returns to help us make a trade decision. For example, suppose you find that Bombril SA has exhibited high autocorrelation historically, and you observe that the preferred 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  

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

Bombril SA Lagged Returns

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

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Additional Tools for Bombril Preferred Stock Analysis

When running Bombril SA's price analysis, check to measure Bombril 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 Bombril SA is operating at the current time. Most of Bombril SA's value examination focuses on studying past and present price action to predict the probability of Bombril 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 Bombril SA's price. Additionally, you may evaluate how the addition of Bombril SA to your portfolios can decrease your overall portfolio volatility.