Cemepe Investimentos (Brazil) Market Value
| MAPT4 Preferred Stock | BRL 5.00 0.01 0.20% |
| Symbol | Cemepe |
Cemepe Investimentos '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 Cemepe Investimentos' preferred 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 Cemepe Investimentos.
| 05/23/2023 |
| 12/13/2024 |
If you would invest 0.00 in Cemepe Investimentos on May 23, 2023 and sell it all today you would earn a total of 0.00 from holding Cemepe Investimentos SA or generate 0.0% return on investment in Cemepe Investimentos over 570 days. Cemepe Investimentos is related to or competes with Delta Air, MAHLE Metal, Costco Wholesale, Metalurgica Gerdau, Dell Technologies, Taiwan Semiconductor, and Multilaser Industrial. Cemepe Investimentos S.A. manages third parties funds and provides technical, financial, and administrative counselling ... More
Cemepe Investimentos 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 Cemepe Investimentos' preferred 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 Cemepe Investimentos SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.84 | |||
| Value At Risk | (2.04) |
Cemepe Investimentos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cemepe Investimentos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cemepe Investimentos' standard deviation. In reality, there are many statistical measures that can use Cemepe Investimentos historical prices to predict the future Cemepe Investimentos' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0081 | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.0871 |
Cemepe Investimentos Backtested Returns
Cemepe Investimentos secures Sharpe Ratio (or Efficiency) of -0.0181, which signifies that the company had a -0.0181% return per unit of risk over the last 3 months. Cemepe Investimentos SA exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cemepe Investimentos' Mean Deviation of 0.552, standard deviation of 2.14, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cemepe Investimentos are expected to decrease at a much lower rate. During the bear market, Cemepe Investimentos is likely to outperform the market. At this point, Cemepe Investimentos has a negative expected return of -0.0401%. Please make sure to confirm Cemepe Investimentos' total risk alpha, daily balance of power, price action indicator, as well as the relationship between the skewness and day median price , to decide if Cemepe Investimentos performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.25 |
Weak reverse predictability
Cemepe Investimentos SA has weak reverse predictability. Overlapping area represents the amount of predictability between Cemepe Investimentos time series from 23rd of May 2023 to 3rd of March 2024 and 3rd of March 2024 to 13th 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 Cemepe Investimentos price movement. The serial correlation of -0.25 indicates that over 25.0% of current Cemepe Investimentos price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
Cemepe Investimentos lagged returns against current returns
Autocorrelation, which is Cemepe Investimentos preferred 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 Cemepe Investimentos' preferred stock expected returns. We can calculate the autocorrelation of Cemepe Investimentos returns to help us make a trade decision. For example, suppose you find that Cemepe Investimentos has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Cemepe Investimentos 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 Cemepe Investimentos preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cemepe Investimentos preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cemepe Investimentos preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Cemepe Investimentos Lagged Returns
When evaluating Cemepe Investimentos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cemepe Investimentos preferred stock have on its future price. Cemepe Investimentos 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, Cemepe Investimentos autocorrelation shows the relationship between Cemepe Investimentos preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Cemepe Investimentos 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 Cemepe Preferred Stock Analysis
When running Cemepe Investimentos' price analysis, check to measure Cemepe Investimentos' 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 Cemepe Investimentos is operating at the current time. Most of Cemepe Investimentos' value examination focuses on studying past and present price action to predict the probability of Cemepe Investimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cemepe Investimentos' price. Additionally, you may evaluate how the addition of Cemepe Investimentos to your portfolios can decrease your overall portfolio volatility.