Inepar SA (Brazil) Market Value
| INEP3 Stock | BRL 1.45 0.05 3.33% |
| Symbol | Inepar |
Inepar 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 Inepar 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 Inepar SA.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Inepar SA on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Inepar SA Indstria or generate 0.0% return on investment in Inepar SA over 30 days. Inepar SA is related to or competes with Inepar SA, Lupatech, Triunfo Participaes, Viver Incorporadora, and Fertilizantes Heringer. Indstria e Construes, an infrastructure company, provides solutions in the areas of energy generation, reactive compensa... More
Inepar 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 Inepar 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 Inepar SA Indstria upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 16.33 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 4.4 |
Inepar SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inepar SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inepar SA's standard deviation. In reality, there are many statistical measures that can use Inepar SA historical prices to predict the future Inepar SA's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.69) | |||
| Treynor Ratio | (1.25) |
Inepar SA Indstria Backtested Returns
Inepar SA Indstria holds Efficiency (Sharpe) Ratio of -0.22, which attests that the entity had a -0.22% return per unit of risk over the last 3 months. Inepar SA Indstria exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inepar SA's Standard Deviation of 2.77, market risk adjusted performance of (1.24), and Risk Adjusted Performance of (0.08) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inepar SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inepar SA is expected to be smaller as well. At this point, Inepar SA Indstria has a negative expected return of -0.52%. Please make sure to check out Inepar SA's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Inepar SA Indstria performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.55 |
Good reverse predictability
Inepar SA Indstria has good reverse predictability. Overlapping area represents the amount of predictability between Inepar SA time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Inepar SA Indstria price movement. The serial correlation of -0.55 indicates that about 55.0% of current Inepar SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Inepar SA Indstria lagged returns against current returns
Autocorrelation, which is Inepar 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 Inepar SA's stock expected returns. We can calculate the autocorrelation of Inepar SA returns to help us make a trade decision. For example, suppose you find that Inepar 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 |
| Timeline |
Inepar 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 Inepar SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inepar SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inepar SA stock over time.
Current vs Lagged Prices |
| Timeline |
Inepar SA Lagged Returns
When evaluating Inepar SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inepar SA stock have on its future price. Inepar 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, Inepar SA autocorrelation shows the relationship between Inepar SA stock current value and its past values and can show if there is a momentum factor associated with investing in Inepar SA Indstria.
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 Inepar Stock Analysis
When running Inepar SA's price analysis, check to measure Inepar SA'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 Inepar SA is operating at the current time. Most of Inepar SA's value examination focuses on studying past and present price action to predict the probability of Inepar SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inepar SA's price. Additionally, you may evaluate how the addition of Inepar SA to your portfolios can decrease your overall portfolio volatility.