Monteiro Aranha (Brazil) Market Value
| MOAR3 Stock | BRL 400.00 0.00 0.00% |
| Symbol | Monteiro |
Monteiro Aranha '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 Monteiro Aranha'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 Monteiro Aranha.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in Monteiro Aranha on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding Monteiro Aranha SA or generate 0.0% return on investment in Monteiro Aranha over 720 days. Monteiro Aranha is related to or competes with Banco Alfa, Financeira Alfa, Banco Alfa, Financeira Alfa, and Alfa Holdings. Monteiro Aranha S.A., through its subsidiaries, operates in the pulp and paper, petrochemical, and real estate sectors i... More
Monteiro Aranha 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 Monteiro Aranha'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 Monteiro Aranha SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 8.86 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.326 |
Monteiro Aranha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monteiro Aranha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monteiro Aranha's standard deviation. In reality, there are many statistical measures that can use Monteiro Aranha historical prices to predict the future Monteiro Aranha's volatility.| Risk Adjusted Performance | 0.0091 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0) |
Monteiro Aranha SA Backtested Returns
Currently, Monteiro Aranha SA is very steady. Monteiro Aranha SA has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Monteiro Aranha, which you can use to evaluate the volatility of the firm. Please verify Monteiro Aranha's Risk Adjusted Performance of 0.0091, mean deviation of 0.362, and Standard Deviation of 1.18 to check out if the risk estimate we provide is consistent with the expected return of 0.0099%. The company secures a Beta (Market Risk) of 0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Monteiro Aranha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Monteiro Aranha is expected to be smaller as well. Monteiro Aranha SA right now secures a risk of 1.26%. Please verify Monteiro Aranha SA value at risk, skewness, and the relationship between the total risk alpha and potential upside , to decide if Monteiro Aranha SA will be following its current price movements.
Auto-correlation | -0.24 |
Weak reverse predictability
Monteiro Aranha SA has weak reverse predictability. Overlapping area represents the amount of predictability between Monteiro Aranha time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st of January 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 Monteiro Aranha SA price movement. The serial correlation of -0.24 indicates that over 24.0% of current Monteiro Aranha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 68.99 |
Monteiro Aranha SA lagged returns against current returns
Autocorrelation, which is Monteiro Aranha 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 Monteiro Aranha's stock expected returns. We can calculate the autocorrelation of Monteiro Aranha returns to help us make a trade decision. For example, suppose you find that Monteiro Aranha 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 |
Monteiro Aranha 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 Monteiro Aranha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monteiro Aranha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monteiro Aranha stock over time.
Current vs Lagged Prices |
| Timeline |
Monteiro Aranha Lagged Returns
When evaluating Monteiro Aranha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monteiro Aranha stock have on its future price. Monteiro Aranha 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, Monteiro Aranha autocorrelation shows the relationship between Monteiro Aranha stock current value and its past values and can show if there is a momentum factor associated with investing in Monteiro Aranha 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 Monteiro Stock Analysis
When running Monteiro Aranha's price analysis, check to measure Monteiro Aranha'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 Monteiro Aranha is operating at the current time. Most of Monteiro Aranha's value examination focuses on studying past and present price action to predict the probability of Monteiro Aranha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Monteiro Aranha's price. Additionally, you may evaluate how the addition of Monteiro Aranha to your portfolios can decrease your overall portfolio volatility.