Mundial SA (Brazil) Market Value
| MNDL3 Stock | BRL 15.79 0.71 4.30% |
| Symbol | Mundial |
Mundial SA '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 Mundial SA'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 Mundial SA.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Mundial SA on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Mundial SA or generate 0.0% return on investment in Mundial SA over 90 days. Mundial SA is related to or competes with Refinaria, Hrcules SA, Minupar Participaes, and Rossi Residencial. Mundial S.A. - Produtos de Consumo provides fashion, beauty, and wellness products in Brazil and internationally More
Mundial SA 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 Mundial SA'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 Mundial SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0012 | |||
| Maximum Drawdown | 13.39 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 3.76 |
Mundial SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mundial SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mundial SA's standard deviation. In reality, there are many statistical measures that can use Mundial SA historical prices to predict the future Mundial SA's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | 0.2615 | |||
| Treynor Ratio | 0.1911 |
Mundial SA Backtested Returns
Mundial SA has Sharpe Ratio of -0.0112, which conveys that the firm had a -0.0112 % return per unit of risk over the last 3 months. Mundial SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mundial SA's Mean Deviation of 2.08, standard deviation of 2.93, and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mundial SA are expected to decrease at a much lower rate. During the bear market, Mundial SA is likely to outperform the market. At this point, Mundial SA has a negative expected return of -0.032%. Please make sure to verify Mundial SA's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Mundial SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.65 |
Very good reverse predictability
Mundial SA has very good reverse predictability. Overlapping area represents the amount of predictability between Mundial SA time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Mundial SA price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Mundial SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
Mundial SA lagged returns against current returns
Autocorrelation, which is Mundial SA 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 Mundial SA's stock expected returns. We can calculate the autocorrelation of Mundial SA returns to help us make a trade decision. For example, suppose you find that Mundial SA 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 |
Mundial SA 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 Mundial SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mundial SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mundial SA stock over time.
Current vs Lagged Prices |
| Timeline |
Mundial SA Lagged Returns
When evaluating Mundial SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mundial SA stock have on its future price. Mundial SA 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, Mundial SA autocorrelation shows the relationship between Mundial SA stock current value and its past values and can show if there is a momentum factor associated with investing in Mundial 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 Mundial Stock Analysis
When running Mundial SA's price analysis, check to measure Mundial SA'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 Mundial SA is operating at the current time. Most of Mundial SA's value examination focuses on studying past and present price action to predict the probability of Mundial SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mundial SA's price. Additionally, you may evaluate how the addition of Mundial SA to your portfolios can decrease your overall portfolio volatility.