Cyrela Brazil (Brazil) Market Value
| CYRE3 Stock | BRL 23.42 0.10 0.43% |
| 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 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 Cyrela Brazil.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Cyrela Brazil on December 19, 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 MRV Engenharia, Gafisa SA, Cosan SA, Lojas Renner, and CCR SA. Empreendimentos e Participaes develops, constructs, sells, and services residential and commercial 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 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 Cyrela Brazil Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.1994 | |||
| Maximum Drawdown | 10.79 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 3.54 |
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 | 0.1501 | |||
| Jensen Alpha | 0.4146 | |||
| Total Risk Alpha | 0.5997 | |||
| Sortino Ratio | 0.1959 | |||
| Treynor Ratio | 0.6492 |
Cyrela Brazil Realty Backtested Returns
Cyrela Brazil appears to be very steady, given 3 months investment horizon. Cyrela Brazil Realty secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25 % 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 0.51% is justified by implied risk. Please makes use of Cyrela Brazil's Downside Deviation of 2.32, mean deviation of 1.71, and Risk Adjusted Performance of 0.1501 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 20. The firm shows a Beta (market volatility) of 0.56, 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 jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Cyrela Brazil's price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Cyrela Brazil Realty has below average predictability. Overlapping area represents the amount of predictability between Cyrela Brazil time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 0.35 indicates that nearly 35.0% of current Cyrela Brazil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
Cyrela Brazil Realty lagged returns against current returns
Autocorrelation, which is Cyrela Brazil 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 Cyrela Brazil's stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cyrela Brazil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cyrela Brazil stock 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 stock 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 stock 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 |
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 Cyrela Stock 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.