Orizon Valorizao (Brazil) Market Value
| ORVR3 Stock | BRL 43.03 0.54 1.27% |
| Symbol | Orizon |
Orizon Valorizao '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 Orizon Valorizao'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 Orizon Valorizao.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Orizon Valorizao on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Orizon Valorizao de or generate 0.0% return on investment in Orizon Valorizao over 90 days. Orizon Valorizao is related to or competes with Intelbras, Ambipar Participaes, Jalles Machado, and Vamos Locao. Orizon Valorizao de Resduos S.A. provides waste treatment and recovery company More
Orizon Valorizao 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 Orizon Valorizao'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 Orizon Valorizao de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.126 | |||
| Maximum Drawdown | 7.75 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 1.94 |
Orizon Valorizao Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orizon Valorizao's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orizon Valorizao's standard deviation. In reality, there are many statistical measures that can use Orizon Valorizao historical prices to predict the future Orizon Valorizao's volatility.| Risk Adjusted Performance | 0.0385 | |||
| Jensen Alpha | 0.0533 | |||
| Total Risk Alpha | 0.3121 | |||
| Sortino Ratio | 0.1235 | |||
| Treynor Ratio | 6.36 |
Orizon Valorizao Backtested Returns
Currently, Orizon Valorizao de is very steady. Orizon Valorizao maintains Sharpe Ratio (i.e., Efficiency) of 0.0695, which implies the firm had a 0.0695 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Orizon Valorizao, which you can use to evaluate the volatility of the company. Please check Orizon Valorizao's Risk Adjusted Performance of 0.0385, semi deviation of 1.53, and Coefficient Of Variation of 2482.12 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Orizon Valorizao has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.0082, which implies not very significant fluctuations relative to the market. As returns on the market increase, Orizon Valorizao's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orizon Valorizao is expected to be smaller as well. Orizon Valorizao right now holds a risk of 1.58%. Please check Orizon Valorizao treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if Orizon Valorizao will be following its historical price patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Orizon Valorizao de has very good reverse predictability. Overlapping area represents the amount of predictability between Orizon Valorizao time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Orizon Valorizao price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Orizon Valorizao price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 1.52 |
Orizon Valorizao lagged returns against current returns
Autocorrelation, which is Orizon Valorizao 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 Orizon Valorizao's stock expected returns. We can calculate the autocorrelation of Orizon Valorizao returns to help us make a trade decision. For example, suppose you find that Orizon Valorizao 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 |
Orizon Valorizao 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 Orizon Valorizao stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orizon Valorizao stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orizon Valorizao stock over time.
Current vs Lagged Prices |
| Timeline |
Orizon Valorizao Lagged Returns
When evaluating Orizon Valorizao's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orizon Valorizao stock have on its future price. Orizon Valorizao 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, Orizon Valorizao autocorrelation shows the relationship between Orizon Valorizao stock current value and its past values and can show if there is a momentum factor associated with investing in Orizon Valorizao 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 Orizon Stock Analysis
When running Orizon Valorizao's price analysis, check to measure Orizon Valorizao'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 Orizon Valorizao is operating at the current time. Most of Orizon Valorizao's value examination focuses on studying past and present price action to predict the probability of Orizon Valorizao's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orizon Valorizao's price. Additionally, you may evaluate how the addition of Orizon Valorizao to your portfolios can decrease your overall portfolio volatility.