Helbor Empreendimentos (Brazil) Market Value
| HBOR3 Stock | BRL 1.70 0.06 3.41% |
| Symbol | Helbor |
Helbor 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 Helbor 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 Helbor Empreendimentos.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Helbor Empreendimentos on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Helbor Empreendimentos SA or generate 0.0% return on investment in Helbor Empreendimentos over 90 days. Helbor Empreendimentos is related to or competes with Tecnisa SA, Even Construtora, JHSF Participaes, EZTEC Empreendimentos, and Gafisa SA. Helbor Empreendimentos S.A. engages in the real estate development activities in Brazil More
Helbor 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 Helbor 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 Helbor Empreendimentos SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.12 | |||
| Information Ratio | 0.1026 | |||
| Maximum Drawdown | 15.47 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 6.0 |
Helbor Empreendimentos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Helbor Empreendimentos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Helbor Empreendimentos' standard deviation. In reality, there are many statistical measures that can use Helbor Empreendimentos historical prices to predict the future Helbor Empreendimentos' volatility.| Risk Adjusted Performance | 0.0767 | |||
| Jensen Alpha | 0.3485 | |||
| Total Risk Alpha | 0.613 | |||
| Sortino Ratio | 0.1121 | |||
| Treynor Ratio | 0.265 |
Helbor Empreendimentos Backtested Returns
Helbor Empreendimentos appears to be very risky, given 3 months investment horizon. Helbor Empreendimentos holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Helbor Empreendimentos, which you can use to evaluate the volatility of the firm. Please utilize Helbor Empreendimentos' Downside Deviation of 3.12, market risk adjusted performance of 0.275, and Risk Adjusted Performance of 0.0767 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Helbor Empreendimentos holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.98, which attests to possible diversification benefits within a given portfolio. Helbor Empreendimentos returns are very sensitive to returns on the market. As the market goes up or down, Helbor Empreendimentos is expected to follow. Please check Helbor Empreendimentos' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Helbor Empreendimentos' current trending patterns will revert.
Auto-correlation | 0.15 |
Insignificant predictability
Helbor Empreendimentos SA has insignificant predictability. Overlapping area represents the amount of predictability between Helbor Empreendimentos 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 Helbor Empreendimentos price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Helbor Empreendimentos price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Helbor Empreendimentos lagged returns against current returns
Autocorrelation, which is Helbor 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 Helbor Empreendimentos' stock expected returns. We can calculate the autocorrelation of Helbor Empreendimentos returns to help us make a trade decision. For example, suppose you find that Helbor 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 |
Helbor 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 Helbor Empreendimentos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Helbor Empreendimentos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Helbor Empreendimentos stock over time.
Current vs Lagged Prices |
| Timeline |
Helbor Empreendimentos Lagged Returns
When evaluating Helbor Empreendimentos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Helbor Empreendimentos stock have on its future price. Helbor 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, Helbor Empreendimentos autocorrelation shows the relationship between Helbor Empreendimentos stock current value and its past values and can show if there is a momentum factor associated with investing in Helbor Empreendimentos SA.
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 Helbor Stock Analysis
When running Helbor Empreendimentos' price analysis, check to measure Helbor 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 Helbor Empreendimentos is operating at the current time. Most of Helbor Empreendimentos' value examination focuses on studying past and present price action to predict the probability of Helbor Empreendimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Helbor Empreendimentos' price. Additionally, you may evaluate how the addition of Helbor Empreendimentos to your portfolios can decrease your overall portfolio volatility.