Financeira Alfa (Brazil) Market Value
| CRIV4 Preferred Stock | BRL 6.74 0.00 0.00% |
| Symbol | Financeira |
Financeira 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 Financeira Alfa'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 Financeira Alfa.
| 12/25/2022 |
| 12/14/2024 |
If you would invest 0.00 in Financeira Alfa on December 25, 2022 and sell it all today you would earn a total of 0.00 from holding Financeira Alfa SA or generate 0.0% return on investment in Financeira Alfa over 720 days. Financeira Alfa is related to or competes with Banco Alfa, Financeira Alfa, Banco Alfa, Banestes, and Banco Da. Financeira Alfa S.A. - Crdito, Financiamento e Investimentos provides credit solutions in Brazil More
Financeira 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 Financeira Alfa'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 Financeira Alfa SA upside and downside potential and time the market with a certain degree of confidence.
Financeira Alfa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Financeira Alfa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Financeira Alfa's standard deviation. In reality, there are many statistical measures that can use Financeira Alfa historical prices to predict the future Financeira Alfa's volatility.Financeira Alfa SA Backtested Returns
We have found three technical indicators for Financeira Alfa SA, which you can use to evaluate the volatility of the firm. The firm shows a Beta (market volatility) of 0.0, which means not very significant fluctuations relative to the market. the returns on MARKET and Financeira Alfa are completely uncorrelated.
Auto-correlation | 0.55 |
Modest predictability
Financeira Alfa SA has modest predictability. Overlapping area represents the amount of predictability between Financeira Alfa time series from 25th of December 2022 to 20th of December 2023 and 20th of December 2023 to 14th 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 Financeira Alfa SA price movement. The serial correlation of 0.55 indicates that about 55.0% of current Financeira Alfa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Financeira Alfa SA lagged returns against current returns
Autocorrelation, which is Financeira Alfa 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 Financeira Alfa's preferred stock expected returns. We can calculate the autocorrelation of Financeira Alfa returns to help us make a trade decision. For example, suppose you find that Financeira Alfa 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 |
Financeira 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 Financeira Alfa preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Financeira Alfa preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Financeira Alfa preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Financeira Alfa Lagged Returns
When evaluating Financeira Alfa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Financeira Alfa preferred stock have on its future price. Financeira 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, Financeira Alfa autocorrelation shows the relationship between Financeira Alfa preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Financeira Alfa SA.
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 Financeira Preferred Stock Analysis
When running Financeira Alfa's price analysis, check to measure Financeira 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 Financeira Alfa is operating at the current time. Most of Financeira Alfa's value examination focuses on studying past and present price action to predict the probability of Financeira 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 Financeira Alfa's price. Additionally, you may evaluate how the addition of Financeira Alfa to your portfolios can decrease your overall portfolio volatility.