Log In's market value is the price at which a share of Log In trades on a public exchange. It measures the collective expectations of Log In Logstica Intermodal investors about its performance. Log In is selling for under 20.10 as of the 18th of January 2025; that is 0.60% up since the beginning of the trading day. The stock's lowest day price was 19.75. With this module, you can estimate the performance of a buy and hold strategy of Log In Logstica Intermodal and determine expected loss or profit from investing in Log In over a given investment horizon. Check out Log In Correlation, Log In Volatility and Log In Alpha and Beta module to complement your research on Log In.
Please note, there is a significant difference between Log In's value and its price as these two are different measures arrived at by different means. Investors typically determine if Log In is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Log In'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.
Log In '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 Log In'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 Log In.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in Log In on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Log In Logstica Intermodal or generate 0.0% return on investment in Log In over 30 days. Log In is related to or competes with JSL SA, JHSF Participaes, Mills Estruturas, Iochpe Maxion, and Tecnisa SA. Log-in Logstica Intermodal S.A. plans, manages, and operates logistics solutions through an intermodal network in Brazil... More
Log In 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 Log In'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 Log In Logstica Intermodal upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Log In's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Log In's standard deviation. In reality, there are many statistical measures that can use Log In historical prices to predict the future Log In's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Log In. Your research has to be compared to or analyzed against Log In's peers to derive any actionable benefits. When done correctly, Log In's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Log In Logstica.
Log In Logstica Backtested Returns
Log In Logstica has Sharpe Ratio of -0.19, which conveys that the firm had a -0.19% return per unit of risk over the last 3 months. Log In exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Log In's Standard Deviation of 3.01, risk adjusted performance of (0.15), and Mean Deviation of 2.13 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Log In are expected to decrease at a much lower rate. During the bear market, Log In is likely to outperform the market. At this point, Log In Logstica has a negative expected return of -0.56%. Please make sure to verify Log In's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Log In Logstica performance from the past will be repeated at some point in the near future.
Auto-correlation
0.25
Poor predictability
Log In Logstica Intermodal has poor predictability. Overlapping area represents the amount of predictability between Log In time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Log In Logstica price movement. The serial correlation of 0.25 indicates that over 25.0% of current Log In price fluctuation can be explain by its past prices.
Correlation Coefficient
0.25
Spearman Rank Test
0.31
Residual Average
0.0
Price Variance
0.31
Log In Logstica lagged returns against current returns
Autocorrelation, which is Log In 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 Log In's stock expected returns. We can calculate the autocorrelation of Log In returns to help us make a trade decision. For example, suppose you find that Log In 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
Log In 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 Log In stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Log In stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Log In stock over time.
Current vs Lagged Prices
Timeline
Log In Lagged Returns
When evaluating Log In's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Log In stock have on its future price. Log In 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, Log In autocorrelation shows the relationship between Log In stock current value and its past values and can show if there is a momentum factor associated with investing in Log In Logstica Intermodal.
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.
When running Log In's price analysis, check to measure Log In'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 Log In is operating at the current time. Most of Log In's value examination focuses on studying past and present price action to predict the probability of Log In's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Log In's price. Additionally, you may evaluate how the addition of Log In to your portfolios can decrease your overall portfolio volatility.