Banco Alfa (Brazil) Market Value
| BRIV3 Stock | BRL 12.86 0.00 0.00% |
| Symbol | Banco |
Banco Alfa '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 Alfa'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 Alfa.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Banco Alfa on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Banco Alfa de or generate 0.0% return on investment in Banco Alfa over 90 days. Banco Alfa is related to or competes with Banco Santander, Itasa Investimentos, Banco Do, Banco Do, Banco Da, BRB Banco, and Banestes. Banco Alfa de Investimento S.A. provides private banking, treasury, wealth management, advisory, and investment services... More
Banco Alfa 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 Alfa'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 Alfa de upside and downside potential and time the market with a certain degree of confidence.
Banco Alfa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco Alfa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco Alfa's standard deviation. In reality, there are many statistical measures that can use Banco Alfa historical prices to predict the future Banco Alfa's volatility.Banco Alfa de Backtested Returns
We have found three technical indicators for Banco Alfa de, which you can use to evaluate the volatility of the firm. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Banco Alfa are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Banco Alfa de has no correlation between past and present. Overlapping area represents the amount of predictability between Banco Alfa time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Alfa de price movement. The serial correlation of 0.0 indicates that just 0.0% of current Banco Alfa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Banco Alfa de lagged returns against current returns
Autocorrelation, which is Banco Alfa 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 Alfa's stock expected returns. We can calculate the autocorrelation of Banco Alfa returns to help us make a trade decision. For example, suppose you find that Banco Alfa 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 Alfa 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 Alfa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco Alfa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco Alfa stock over time.
Current vs Lagged Prices |
| Timeline |
Banco Alfa Lagged Returns
When evaluating Banco Alfa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco Alfa stock have on its future price. Banco Alfa 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 Alfa autocorrelation shows the relationship between Banco Alfa stock current value and its past values and can show if there is a momentum factor associated with investing in Banco Alfa de.
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.Additional Tools for Banco Stock Analysis
When running Banco Alfa's price analysis, check to measure Banco Alfa'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 Banco Alfa is operating at the current time. Most of Banco Alfa's value examination focuses on studying past and present price action to predict the probability of Banco Alfa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Banco Alfa's price. Additionally, you may evaluate how the addition of Banco Alfa to your portfolios can decrease your overall portfolio volatility.