B3 Sa Stock Market Value
| BOLSY Stock | USD 4.95 0.08 1.59% |
| Symbol | BOLSY |
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 pink sheet 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.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in B3 SA on November 26, 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 30 days. B3 SA is related to or competes with Morningstar, FactSet Research, Intercontinental, Nasdaq, and CME. Bsm Supervisao De Mercados operates as a subsidiary of B3 S.A 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 pink sheet 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.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 14.8 | |||
| Value At Risk | (4.89) | |||
| Potential Upside | 4.56 |
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 | (0.08) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of B3 SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
B3 SA Backtested Returns
B3 SA retains Efficiency (Sharpe Ratio) of -0.0816, which signifies that the company had a -0.0816% return per unit of price deviation over the last 3 months. B3 SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm B3 SA's Market Risk Adjusted Performance of (0.70), variance of 8.52, and Information Ratio of (0.13) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.48, 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. At this point, B3 SA has a negative expected return of -0.24%. Please make sure to confirm B3 SA's total risk alpha, as well as the relationship between the kurtosis and market facilitation index , to decide if B3 SA performance from the past will be repeated sooner or later.
Auto-correlation | 0.38 |
Below average predictability
B3 SA has below average predictability. Overlapping area represents the amount of predictability between B3 SA time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 B3 SA price movement. The serial correlation of 0.38 indicates that just about 38.0% of current B3 SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
B3 SA lagged returns against current returns
Autocorrelation, which is B3 SA pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if B3 SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in B3 SA pink sheet 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 pink sheet 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 pink sheet 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 BOLSY Pink Sheet 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.