Centrais Eltricas Brasileiras Stock Market Value

EBR-B Stock  USD 7.65  0.08  1.06%   
Centrais Elétricas' market value is the price at which a share of Centrais Elétricas trades on a public exchange. It measures the collective expectations of Centrais Eltricas Brasileiras investors about its performance. Centrais Elétricas is trading at 7.65 as of the 16th of March 2025, a 1.06 percent up since the beginning of the trading day. The stock's open price was 7.57.
With this module, you can estimate the performance of a buy and hold strategy of Centrais Eltricas Brasileiras and determine expected loss or profit from investing in Centrais Elétricas over a given investment horizon. Check out Centrais Elétricas Correlation, Centrais Elétricas Volatility and Centrais Elétricas Alpha and Beta module to complement your research on Centrais Elétricas.
Symbol

Centrais Elétricas Price To Book Ratio

Please note, there is a significant difference between Centrais Elétricas' value and its price as these two are different measures arrived at by different means. Investors typically determine if Centrais Elétricas is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Centrais Elétricas' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Centrais Elétricas '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 Centrais Elétricas' 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 Centrais Elétricas.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Centrais Elétricas on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Centrais Eltricas Brasileiras or generate 0.0% return on investment in Centrais Elétricas over 90 days. Centrais Elétricas is related to or competes with Nextera Energy, Consumers Energy, Duke Energy, Red Electrica, Engie Brasil, Centrais Electricas, and Korea Electric. Centrais Eltricas Brasileiras S.A. - Eletrobras, through its subsidiaries, engages in the generation, transmission, and ... More

Centrais Elétricas 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 Centrais Elétricas' 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 Centrais Eltricas Brasileiras upside and downside potential and time the market with a certain degree of confidence.

Centrais Elétricas Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Centrais Elétricas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Centrais Elétricas' standard deviation. In reality, there are many statistical measures that can use Centrais Elétricas historical prices to predict the future Centrais Elétricas' volatility.
Hype
Prediction
LowEstimatedHigh
5.547.679.80
Details
Intrinsic
Valuation
LowRealHigh
7.059.1811.31
Details
1 Analysts
Consensus
LowTargetHigh
11.8313.0014.43
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.030.030.03
Details

Centrais Elétricas Backtested Returns

Centrais Elétricas appears to be not too volatile, given 3 months investment horizon. Centrais Elétricas secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Centrais Eltricas Brasileiras, which you can use to evaluate the volatility of the firm. Please makes use of Centrais Elétricas' Mean Deviation of 1.69, downside deviation of 2.44, and Risk Adjusted Performance of 0.1254 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Centrais Elétricas holds a performance score of 14. The firm shows a Beta (market volatility) of 0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Centrais Elétricas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Centrais Elétricas is expected to be smaller as well. Please check Centrais Elétricas' standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Centrais Elétricas' price patterns will revert.

Auto-correlation

    
  0.61  

Good predictability

Centrais Eltricas Brasileiras has good predictability. Overlapping area represents the amount of predictability between Centrais Elétricas time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Centrais Elétricas price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Centrais Elétricas price fluctuation can be explain by its past prices.
Correlation Coefficient0.61
Spearman Rank Test0.3
Residual Average0.0
Price Variance0.06

Centrais Elétricas lagged returns against current returns

Autocorrelation, which is Centrais Elétricas 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 Centrais Elétricas' stock expected returns. We can calculate the autocorrelation of Centrais Elétricas returns to help us make a trade decision. For example, suppose you find that Centrais Elétricas 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  

Centrais Elétricas 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 Centrais Elétricas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Centrais Elétricas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Centrais Elétricas stock over time.
   Current vs Lagged Prices   
       Timeline  

Centrais Elétricas Lagged Returns

When evaluating Centrais Elétricas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Centrais Elétricas stock have on its future price. Centrais Elétricas 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, Centrais Elétricas autocorrelation shows the relationship between Centrais Elétricas stock current value and its past values and can show if there is a momentum factor associated with investing in Centrais Eltricas Brasileiras.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Centrais Stock

Centrais Elétricas financial ratios help investors to determine whether Centrais Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Centrais with respect to the benefits of owning Centrais Elétricas security.