CA Modas (Brazil) Market Value
| CEAB3 Stock | BRL 10.85 0.06 0.56% |
| Symbol | CEAB3 |
CA Modas '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 CA Modas' 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 CA Modas.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in CA Modas on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding CA Modas SA or generate 0.0% return on investment in CA Modas over 90 days. CA Modas is related to or competes with Marisa Lojas, Vivara Participaes, Guararapes Confeces, Atacado SA, and Companhia Brasileira. CA Modas S.A. operates a chain of retail fashion stores in Europe, Latin America, and Asia More
CA Modas 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 CA Modas' 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 CA Modas SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.48 | |||
| Information Ratio | 0.0918 | |||
| Maximum Drawdown | 15.35 | |||
| Value At Risk | (6.02) | |||
| Potential Upside | 6.49 |
CA Modas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CA Modas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CA Modas' standard deviation. In reality, there are many statistical measures that can use CA Modas historical prices to predict the future CA Modas' volatility.| Risk Adjusted Performance | 0.0647 | |||
| Jensen Alpha | 0.2591 | |||
| Total Risk Alpha | 0.7097 | |||
| Sortino Ratio | 0.0995 | |||
| Treynor Ratio | 1.18 |
CA Modas SA Backtested Returns
CA Modas appears to be slightly risky, given 3 months investment horizon. CA Modas SA retains Efficiency (Sharpe Ratio) of 0.1, which signifies that the company had a 0.1 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for CA Modas, which you can use to evaluate the volatility of the entity. Please makes use of CA Modas' Market Risk Adjusted Performance of 1.19, standard deviation of 3.77, and Coefficient Of Variation of 1526.51 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CA Modas holds a performance score of 7. The firm owns a Beta (Systematic Risk) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CA Modas' returns are expected to increase less than the market. However, during the bear market, the loss of holding CA Modas is expected to be smaller as well. Please check CA Modas' 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 CA Modas' current price history will revert.
Auto-correlation | 0.43 |
Average predictability
CA Modas SA has average predictability. Overlapping area represents the amount of predictability between CA Modas time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 CA Modas SA price movement. The serial correlation of 0.43 indicates that just about 43.0% of current CA Modas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
CA Modas SA lagged returns against current returns
Autocorrelation, which is CA Modas 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 CA Modas' stock expected returns. We can calculate the autocorrelation of CA Modas returns to help us make a trade decision. For example, suppose you find that CA Modas 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 |
CA Modas 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 CA Modas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CA Modas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CA Modas stock over time.
Current vs Lagged Prices |
| Timeline |
CA Modas Lagged Returns
When evaluating CA Modas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CA Modas stock have on its future price. CA Modas 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, CA Modas autocorrelation shows the relationship between CA Modas stock current value and its past values and can show if there is a momentum factor associated with investing in CA Modas 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 CEAB3 Stock Analysis
When running CA Modas' price analysis, check to measure CA Modas' 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 CA Modas is operating at the current time. Most of CA Modas' value examination focuses on studying past and present price action to predict the probability of CA Modas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CA Modas' price. Additionally, you may evaluate how the addition of CA Modas to your portfolios can decrease your overall portfolio volatility.