M Dias (Brazil) Market Value
| MDIA3 Stock | BRL 23.63 0.34 1.46% |
| Symbol | MDIA3 |
M Dias '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 M Dias' 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 M Dias.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in M Dias on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding M Dias Branco or generate 0.0% return on investment in M Dias over 90 days. M Dias is related to or competes with Grendene, Fleury SA, Engie Brasil, Odontoprev, and Porto Seguro. Indstria e Comrcio de Alimentos engages in the manufacture and sale of crackers and noodles primarily in Brazil More
M Dias 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 M Dias' 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 M Dias Branco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | 0.071 | |||
| Maximum Drawdown | 16.97 | |||
| Value At Risk | (4.15) | |||
| Potential Upside | 4.78 |
M Dias Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for M Dias' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as M Dias' standard deviation. In reality, there are many statistical measures that can use M Dias historical prices to predict the future M Dias' volatility.| Risk Adjusted Performance | 0.0402 | |||
| Jensen Alpha | 0.2167 | |||
| Total Risk Alpha | 0.4814 | |||
| Sortino Ratio | 0.0784 | |||
| Treynor Ratio | 0.1015 |
M Dias Branco Backtested Returns
M Dias appears to be not too volatile, given 3 months investment horizon. M Dias Branco has Sharpe Ratio of 0.12, which conveys that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for M Dias, which you can use to evaluate the volatility of the entity. Please exercise M Dias' Mean Deviation of 2.15, downside deviation of 2.72, and Semi Deviation of 2.58 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, M Dias holds a performance score of 9. The firm secures a Beta (Market Risk) of 1.03, which conveys a somewhat significant risk relative to the market. M Dias returns are very sensitive to returns on the market. As the market goes up or down, M Dias is expected to follow. Please check M Dias' semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether M Dias' current price movements will revert.
Auto-correlation | 0.07 |
Virtually no predictability
M Dias Branco has virtually no predictability. Overlapping area represents the amount of predictability between M Dias time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 M Dias Branco price movement. The serial correlation of 0.07 indicates that barely 7.0% of current M Dias price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
M Dias Branco lagged returns against current returns
Autocorrelation, which is M Dias 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 M Dias' stock expected returns. We can calculate the autocorrelation of M Dias returns to help us make a trade decision. For example, suppose you find that M Dias 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 |
M Dias 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 M Dias stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if M Dias stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in M Dias stock over time.
Current vs Lagged Prices |
| Timeline |
M Dias Lagged Returns
When evaluating M Dias' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of M Dias stock have on its future price. M Dias 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, M Dias autocorrelation shows the relationship between M Dias stock current value and its past values and can show if there is a momentum factor associated with investing in M Dias Branco.
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 MDIA3 Stock Analysis
When running M Dias' price analysis, check to measure M Dias' 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 M Dias is operating at the current time. Most of M Dias' value examination focuses on studying past and present price action to predict the probability of M Dias' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move M Dias' price. Additionally, you may evaluate how the addition of M Dias to your portfolios can decrease your overall portfolio volatility.