Cyrela Brazil Realty Stock Market Value
| CYRBY Stock | USD 3.76 0.19 4.81% |
| Symbol | Cyrela |
Cyrela Brazil '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 Cyrela Brazil'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 Cyrela Brazil.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Cyrela Brazil on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Cyrela Brazil Realty or generate 0.0% return on investment in Cyrela Brazil over 90 days. Cyrela Brazil is related to or competes with Barratt Developments, Taylor Wimpey, Barratt Developments, Persimmon Plc, Consorcio ARA, Taylor Wimpey, and Persimmon PLC. Empreendimentos e Participaes develops, constructs, and sells residential properties in Brazil More
Cyrela Brazil 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 Cyrela Brazil'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 Cyrela Brazil Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.11 | |||
| Information Ratio | 0.1067 | |||
| Maximum Drawdown | 44.66 | |||
| Value At Risk | (8.53) | |||
| Potential Upside | 8.2 |
Cyrela Brazil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cyrela Brazil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cyrela Brazil's standard deviation. In reality, there are many statistical measures that can use Cyrela Brazil historical prices to predict the future Cyrela Brazil's volatility.| Risk Adjusted Performance | 0.0874 | |||
| Jensen Alpha | 0.5778 | |||
| Total Risk Alpha | 1.31 | |||
| Sortino Ratio | 0.107 | |||
| Treynor Ratio | 1.75 |
Cyrela Brazil Realty Backtested Returns
Cyrela Brazil appears to be very risky, given 3 months investment horizon. Cyrela Brazil Realty secures Sharpe Ratio (or Efficiency) of 0.0998, which signifies that the company had a 0.0998 % return per unit of risk over the last 3 months. By analyzing Cyrela Brazil's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please makes use of Cyrela Brazil's Risk Adjusted Performance of 0.0874, downside deviation of 6.11, and Mean Deviation of 4.11 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cyrela Brazil holds a performance score of 7. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cyrela Brazil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cyrela Brazil is expected to be smaller as well. Please check Cyrela Brazil's value at risk, as well as the relationship between the kurtosis and market facilitation index , to make a quick decision on whether Cyrela Brazil's price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
Cyrela Brazil Realty has weak reverse predictability. Overlapping area represents the amount of predictability between Cyrela Brazil 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 Cyrela Brazil Realty price movement. The serial correlation of -0.22 indicates that over 22.0% of current Cyrela Brazil price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Cyrela Brazil Realty lagged returns against current returns
Autocorrelation, which is Cyrela Brazil 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 Cyrela Brazil's pink sheet expected returns. We can calculate the autocorrelation of Cyrela Brazil returns to help us make a trade decision. For example, suppose you find that Cyrela Brazil 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 |
Cyrela Brazil 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 Cyrela Brazil pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cyrela Brazil pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cyrela Brazil pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cyrela Brazil Lagged Returns
When evaluating Cyrela Brazil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cyrela Brazil pink sheet have on its future price. Cyrela Brazil 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, Cyrela Brazil autocorrelation shows the relationship between Cyrela Brazil pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cyrela Brazil Realty.
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 Cyrela Pink Sheet Analysis
When running Cyrela Brazil's price analysis, check to measure Cyrela Brazil'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 Cyrela Brazil is operating at the current time. Most of Cyrela Brazil's value examination focuses on studying past and present price action to predict the probability of Cyrela Brazil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cyrela Brazil's price. Additionally, you may evaluate how the addition of Cyrela Brazil to your portfolios can decrease your overall portfolio volatility.