Banco BTG (Brazil) Market Value
| BPAC11 Stock | BRL 33.94 0.56 1.68% |
| Symbol | Banco |
Banco BTG '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 Banco BTG'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 Banco BTG.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Banco BTG on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Banco BTG Pactual or generate 0.0% return on investment in Banco BTG over 90 days. Banco BTG is related to or competes with B3 SA, Petro Rio, Banco Pan, Eneva SA, and Cosan SA. Banco BTG Pactual S.A. provides financial products and services in Brazil and internationally More
Banco BTG 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 Banco BTG'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 Banco BTG Pactual upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.1413 | |||
| Maximum Drawdown | 7.76 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 3.25 |
Banco BTG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco BTG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco BTG's standard deviation. In reality, there are many statistical measures that can use Banco BTG historical prices to predict the future Banco BTG's volatility.| Risk Adjusted Performance | 0.0853 | |||
| Jensen Alpha | 0.2534 | |||
| Total Risk Alpha | 0.421 | |||
| Sortino Ratio | 0.1495 | |||
| Treynor Ratio | 0.2303 |
Banco BTG Pactual Backtested Returns
Banco BTG appears to be very steady, given 3 months investment horizon. Banco BTG Pactual secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Banco BTG Pactual, which you can use to evaluate the volatility of the firm. Please makes use of Banco BTG's Downside Deviation of 1.88, risk adjusted performance of 0.0853, and Mean Deviation of 1.52 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Banco BTG holds a performance score of 12. The firm shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Banco BTG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Banco BTG is expected to be smaller as well. Please check Banco BTG's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Banco BTG's price patterns will revert.
Auto-correlation | 0.06 |
Virtually no predictability
Banco BTG Pactual has virtually no predictability. Overlapping area represents the amount of predictability between Banco BTG 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 Banco BTG Pactual price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Banco BTG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Banco BTG Pactual lagged returns against current returns
Autocorrelation, which is Banco BTG 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 Banco BTG's stock expected returns. We can calculate the autocorrelation of Banco BTG returns to help us make a trade decision. For example, suppose you find that Banco BTG 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 |
Banco BTG 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 Banco BTG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco BTG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco BTG stock over time.
Current vs Lagged Prices |
| Timeline |
Banco BTG Lagged Returns
When evaluating Banco BTG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco BTG stock have on its future price. Banco BTG 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, Banco BTG autocorrelation shows the relationship between Banco BTG stock current value and its past values and can show if there is a momentum factor associated with investing in Banco BTG Pactual.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Banco Stock
Banco BTG financial ratios help investors to determine whether Banco Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Banco with respect to the benefits of owning Banco BTG security.