Petrleo Brasileiro Sa Stock Market Value
| PBR-A Stock | USD 13.05 0.07 0.53% |
| Symbol | Petrleo |
Petrleo Brasileiro Price To Book Ratio
Petrleo Brasileiro '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 Petrleo Brasileiro'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 Petrleo Brasileiro.
| 12/28/2024 |
| 03/28/2025 |
If you would invest 0.00 in Petrleo Brasileiro on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Petrleo Brasileiro SA or generate 0.0% return on investment in Petrleo Brasileiro over 90 days. Petrleo Brasileiro is related to or competes with Petroleo Brasileiro, Equinor ASA, Eni SPA, YPF Sociedad, Ecopetrol, BP PLC, and Shell PLC. Petrleo Brasileiro S.A. - Petrobras operates in the oil, natural gas, and energy industries in Brazil and internationall... More
Petrleo Brasileiro 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 Petrleo Brasileiro'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 Petrleo Brasileiro SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.0967 | |||
| Maximum Drawdown | 8.79 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 2.51 |
Petrleo Brasileiro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Petrleo Brasileiro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Petrleo Brasileiro's standard deviation. In reality, there are many statistical measures that can use Petrleo Brasileiro historical prices to predict the future Petrleo Brasileiro's volatility.| Risk Adjusted Performance | 0.0772 | |||
| Jensen Alpha | 0.1414 | |||
| Total Risk Alpha | 0.1787 | |||
| Sortino Ratio | 0.0946 | |||
| Treynor Ratio | 0.2695 |
Petrleo Brasileiro Backtested Returns
At this point, Petrleo Brasileiro is very steady. Petrleo Brasileiro maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Petrleo Brasileiro, which you can use to evaluate the volatility of the company. Please check Petrleo Brasileiro's Risk Adjusted Performance of 0.0772, coefficient of variation of 1151.53, and Semi Deviation of 1.48 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Petrleo Brasileiro has a performance score of 9 on a scale of 0 to 100. The company holds a Beta of 0.48, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Petrleo Brasileiro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Petrleo Brasileiro is expected to be smaller as well. Petrleo Brasileiro right now holds a risk of 1.55%. Please check Petrleo Brasileiro value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Petrleo Brasileiro will be following its historical price patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
Petrleo Brasileiro SA has modest reverse predictability. Overlapping area represents the amount of predictability between Petrleo Brasileiro time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 Petrleo Brasileiro price movement. The serial correlation of -0.46 indicates that about 46.0% of current Petrleo Brasileiro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Petrleo Brasileiro lagged returns against current returns
Autocorrelation, which is Petrleo Brasileiro 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 Petrleo Brasileiro's stock expected returns. We can calculate the autocorrelation of Petrleo Brasileiro returns to help us make a trade decision. For example, suppose you find that Petrleo Brasileiro 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 |
Petrleo Brasileiro 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 Petrleo Brasileiro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Petrleo Brasileiro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Petrleo Brasileiro stock over time.
Current vs Lagged Prices |
| Timeline |
Petrleo Brasileiro Lagged Returns
When evaluating Petrleo Brasileiro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Petrleo Brasileiro stock have on its future price. Petrleo Brasileiro 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, Petrleo Brasileiro autocorrelation shows the relationship between Petrleo Brasileiro stock current value and its past values and can show if there is a momentum factor associated with investing in Petrleo Brasileiro SA.
Regressed Prices |
| Timeline |
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Other Information on Investing in Petrleo Stock
Petrleo Brasileiro financial ratios help investors to determine whether Petrleo Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Petrleo with respect to the benefits of owning Petrleo Brasileiro security.
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