Lupatech (Brazil) Market Value
| LUPA3 Stock | BRL 1.23 0.01 0.82% |
| Symbol | Lupatech |
Lupatech '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 Lupatech'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 Lupatech.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Lupatech on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Lupatech SA or generate 0.0% return on investment in Lupatech over 90 days. Lupatech is related to or competes with PDG Realty, Positivo Tecnologia, Rossi Residencial, Eternit SA, and Gafisa SA. Lupatech S.A. supplies products and services primarily for the oil and gas sector in Brazil and internationally More
Lupatech 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 Lupatech'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 Lupatech SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 19.04 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 2.42 |
Lupatech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lupatech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lupatech's standard deviation. In reality, there are many statistical measures that can use Lupatech historical prices to predict the future Lupatech's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.1625 | |||
| Treynor Ratio | 2.48 |
Lupatech SA Backtested Returns
Currently, Lupatech SA is very risky. Lupatech SA has Sharpe Ratio of 0.0236, which conveys that the firm had a 0.0236 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Lupatech, which you can use to evaluate the volatility of the firm. Please verify Lupatech's Risk Adjusted Performance of (0.03), standard deviation of 2.61, and Mean Deviation of 1.71 to check out if the risk estimate we provide is consistent with the expected return of 0.062%. Lupatech has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0432, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lupatech are expected to decrease at a much lower rate. During the bear market, Lupatech is likely to outperform the market. Lupatech SA right now secures a risk of 2.62%. Please verify Lupatech SA potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Lupatech SA will be following its current price movements.
Auto-correlation | -0.56 |
Good reverse predictability
Lupatech SA has good reverse predictability. Overlapping area represents the amount of predictability between Lupatech 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 Lupatech SA price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Lupatech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lupatech SA lagged returns against current returns
Autocorrelation, which is Lupatech 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 Lupatech's stock expected returns. We can calculate the autocorrelation of Lupatech returns to help us make a trade decision. For example, suppose you find that Lupatech 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 |
Lupatech 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 Lupatech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lupatech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lupatech stock over time.
Current vs Lagged Prices |
| Timeline |
Lupatech Lagged Returns
When evaluating Lupatech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lupatech stock have on its future price. Lupatech 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, Lupatech autocorrelation shows the relationship between Lupatech stock current value and its past values and can show if there is a momentum factor associated with investing in Lupatech SA.
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 Lupatech Stock Analysis
When running Lupatech's price analysis, check to measure Lupatech'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 Lupatech is operating at the current time. Most of Lupatech's value examination focuses on studying past and present price action to predict the probability of Lupatech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lupatech's price. Additionally, you may evaluate how the addition of Lupatech to your portfolios can decrease your overall portfolio volatility.