Locaweb Servios (Brazil) Market Value
| LWSA3 Stock | BRL 4.08 0.41 9.13% |
| Symbol | Locaweb |
Locaweb Servios '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 Locaweb Servios' 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 Locaweb Servios.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Locaweb Servios on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Locaweb Servios de or generate 0.0% return on investment in Locaweb Servios over 720 days. Locaweb Servios is related to or competes with Mliuz SA, TOTVS SA, Pet Center, and Natura Co. Locaweb Servios de Internet S.A. offers hosting and cloud services in Brazil More
Locaweb Servios 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 Locaweb Servios' 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 Locaweb Servios de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.35 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 4.29 |
Locaweb Servios Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Locaweb Servios' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Locaweb Servios' standard deviation. In reality, there are many statistical measures that can use Locaweb Servios historical prices to predict the future Locaweb Servios' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (0.04) |
Locaweb Servios de Backtested Returns
Locaweb Servios de has Sharpe Ratio of -0.0404, which conveys that the firm had a -0.0404% return per unit of risk over the last 3 months. Locaweb Servios exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Locaweb Servios' Risk Adjusted Performance of (0.01), standard deviation of 2.45, and Mean Deviation of 1.9 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.32, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Locaweb Servios will likely underperform. At this point, Locaweb Servios de has a negative expected return of -0.11%. Please make sure to verify Locaweb Servios' jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Locaweb Servios de performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
Locaweb Servios de has modest reverse predictability. Overlapping area represents the amount of predictability between Locaweb Servios time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 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 Locaweb Servios de price movement. The serial correlation of -0.48 indicates that about 48.0% of current Locaweb Servios price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Locaweb Servios de lagged returns against current returns
Autocorrelation, which is Locaweb Servios 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 Locaweb Servios' stock expected returns. We can calculate the autocorrelation of Locaweb Servios returns to help us make a trade decision. For example, suppose you find that Locaweb Servios 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 |
Locaweb Servios 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 Locaweb Servios stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Locaweb Servios stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Locaweb Servios stock over time.
Current vs Lagged Prices |
| Timeline |
Locaweb Servios Lagged Returns
When evaluating Locaweb Servios' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Locaweb Servios stock have on its future price. Locaweb Servios 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, Locaweb Servios autocorrelation shows the relationship between Locaweb Servios stock current value and its past values and can show if there is a momentum factor associated with investing in Locaweb Servios de.
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 Locaweb Stock Analysis
When running Locaweb Servios' price analysis, check to measure Locaweb Servios' 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 Locaweb Servios is operating at the current time. Most of Locaweb Servios' value examination focuses on studying past and present price action to predict the probability of Locaweb Servios' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Locaweb Servios' price. Additionally, you may evaluate how the addition of Locaweb Servios to your portfolios can decrease your overall portfolio volatility.