Log In (Brazil) Market Value
| LOGN3 Stock | BRL 20.00 0.27 1.37% |
| Symbol | Log |
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.
| 12/27/2022 |
| 12/16/2024 |
If you would invest 0.00 in Log In on December 27, 2022 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 720 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.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 18.44 | |||
| Value At Risk | (6.59) | |||
| Potential Upside | 5.9 |
Log In Market Risk Indicators
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.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.81) | |||
| Total Risk Alpha | (1.25) | |||
| Treynor Ratio | (8.76) |
Log In Logstica Backtested Returns
Log In Logstica has Sharpe Ratio of -0.24, which conveys that the firm had a -0.24% 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 Risk Adjusted Performance of (0.15), standard deviation of 3.56, and Mean Deviation of 2.74 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0917, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Log In's returns are expected to increase less than the market. However, during the bear market, the loss of holding Log In is expected to be smaller as well. At this point, Log In Logstica has a negative expected return of -0.84%. 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 | -0.15 |
Insignificant reverse predictability
Log In Logstica Intermodal has insignificant reverse predictability. Overlapping area represents the amount of predictability between Log In time series from 27th of December 2022 to 22nd of December 2023 and 22nd of December 2023 to 16th 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 Log In Logstica price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Log In price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 32.84 |
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.Additional Tools for Log Stock Analysis
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.