Fica Empreendimentos (Brazil) Market Value
| FIEI3 Stock | 8.89 0.00 0.00% |
| Symbol | Fica |
Fica Empreendimentos '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 Fica Empreendimentos' 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 Fica Empreendimentos.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Fica Empreendimentos on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Fica Empreendimentos Imobiliarios or generate 0.0% return on investment in Fica Empreendimentos over 90 days.
Fica Empreendimentos 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 Fica Empreendimentos' 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 Fica Empreendimentos Imobiliarios upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 17.05 | |||
| Value At Risk | (6.19) |
Fica Empreendimentos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fica Empreendimentos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fica Empreendimentos' standard deviation. In reality, there are many statistical measures that can use Fica Empreendimentos historical prices to predict the future Fica Empreendimentos' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | 0.0818 | |||
| Treynor Ratio | (1.15) |
Fica Empreendimentos Backtested Returns
Currently, Fica Empreendimentos Imobiliarios is somewhat reliable. Fica Empreendimentos secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for Fica Empreendimentos Imobiliarios, which you can use to evaluate the volatility of the firm. Please confirm Fica Empreendimentos' Coefficient Of Variation of (1,062), mean deviation of 1.24, and Standard Deviation of 2.95 to check if the risk estimate we provide is consistent with the expected return of 0.0106%. The firm shows a Beta (market volatility) of 0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, Fica Empreendimentos' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fica Empreendimentos is expected to be smaller as well. Fica Empreendimentos right now shows a risk of 2.53%. Please confirm Fica Empreendimentos mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Fica Empreendimentos will be following its price patterns.
Auto-correlation | 0.23 |
Weak predictability
Fica Empreendimentos Imobiliarios has weak predictability. Overlapping area represents the amount of predictability between Fica Empreendimentos time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Fica Empreendimentos price movement. The serial correlation of 0.23 indicates that over 23.0% of current Fica Empreendimentos price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Fica Empreendimentos lagged returns against current returns
Autocorrelation, which is Fica Empreendimentos 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 Fica Empreendimentos' stock expected returns. We can calculate the autocorrelation of Fica Empreendimentos returns to help us make a trade decision. For example, suppose you find that Fica Empreendimentos 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 |
Fica Empreendimentos 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 Fica Empreendimentos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fica Empreendimentos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fica Empreendimentos stock over time.
Current vs Lagged Prices |
| Timeline |
Fica Empreendimentos Lagged Returns
When evaluating Fica Empreendimentos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fica Empreendimentos stock have on its future price. Fica Empreendimentos 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, Fica Empreendimentos autocorrelation shows the relationship between Fica Empreendimentos stock current value and its past values and can show if there is a momentum factor associated with investing in Fica Empreendimentos Imobiliarios.
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 Fica Stock Analysis
When running Fica Empreendimentos' price analysis, check to measure Fica Empreendimentos' 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 Fica Empreendimentos is operating at the current time. Most of Fica Empreendimentos' value examination focuses on studying past and present price action to predict the probability of Fica Empreendimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fica Empreendimentos' price. Additionally, you may evaluate how the addition of Fica Empreendimentos to your portfolios can decrease your overall portfolio volatility.