Embraer Sa Adr Stock Market Value
| ERJ Stock | USD 38.23 0.03 0.08% |
| Symbol | Embraer |
Embraer SA ADR Price To Book Ratio
Is Aerospace & Defense space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Embraer SA. If investors know Embraer will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Embraer SA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 2.257 | Earnings Share 2.71 | Revenue Per Share 171.024 | Quarterly Revenue Growth 0.491 | Return On Assets 0.0234 |
The market value of Embraer SA ADR is measured differently than its book value, which is the value of Embraer that is recorded on the company's balance sheet. Investors also form their own opinion of Embraer SA's value that differs from its market value or its book value, called intrinsic value, which is Embraer SA's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Embraer SA's market value can be influenced by many factors that don't directly affect Embraer SA's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Embraer SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Embraer SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Embraer SA's 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.
Embraer SA '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 Embraer SA'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 Embraer SA.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Embraer SA on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Embraer SA ADR or generate 0.0% return on investment in Embraer SA over 30 days. Embraer SA is related to or competes with HEICO, Vertical Aerospace, Rocket Lab, Howmet Aerospace, Huntington Ingalls, L3Harris Technologies, and Spirit Aerosystems. Embraer S.A. designs, develops, manufactures, and sells aircrafts and systems in Brazil, North America, Latin America, t... More
Embraer SA 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 Embraer SA'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 Embraer SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | 0.0388 | |||
| Maximum Drawdown | 11.7 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 4.31 |
Embraer SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embraer SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embraer SA's standard deviation. In reality, there are many statistical measures that can use Embraer SA historical prices to predict the future Embraer SA's volatility.| Risk Adjusted Performance | 0.0779 | |||
| Jensen Alpha | 0.0774 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0464 | |||
| Treynor Ratio | 0.1938 |
Embraer SA ADR Backtested Returns
Embraer SA appears to be very steady, given 3 months investment horizon. Embraer SA ADR secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Embraer SA ADR, which you can use to evaluate the volatility of the firm. Please utilize Embraer SA's Semi Deviation of 1.98, mean deviation of 2.02, and Downside Deviation of 2.13 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Embraer SA holds a performance score of 8. The firm shows a Beta (market volatility) of 1.17, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Embraer SA will likely underperform. Please check Embraer SA's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Embraer SA's price patterns will revert.
Auto-correlation | 0.34 |
Below average predictability
Embraer SA ADR has below average predictability. Overlapping area represents the amount of predictability between Embraer SA time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Embraer SA ADR price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Embraer SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Embraer SA ADR lagged returns against current returns
Autocorrelation, which is Embraer SA 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 Embraer SA's stock expected returns. We can calculate the autocorrelation of Embraer SA returns to help us make a trade decision. For example, suppose you find that Embraer SA 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 |
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Embraer SA 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 Embraer SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Embraer SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Embraer SA stock over time.
Current vs Lagged Prices |
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Embraer SA Lagged Returns
When evaluating Embraer SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Embraer SA stock have on its future price. Embraer SA 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, Embraer SA autocorrelation shows the relationship between Embraer SA stock current value and its past values and can show if there is a momentum factor associated with investing in Embraer SA ADR.
Regressed Prices |
| Timeline |
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Embraer SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.