Padtec Holding (Brazil) Market Value
| PDTC3 Stock | BRL 1.25 0.01 0.81% |
| Symbol | Padtec |
Padtec Holding '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 Padtec Holding'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 Padtec Holding.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Padtec Holding on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Padtec Holding SA or generate 0.0% return on investment in Padtec Holding over 90 days. Padtec Holding is related to or competes with Neogrid Participaes, Ambipar Participaes, Enjoei SA, Moura Dubeux, and SIMPAR SA. Padtec Holding S.A. engages in the manufacture of optical transport systems in Latin America More
Padtec Holding 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 Padtec Holding'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 Padtec Holding SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0174 | |||
| Maximum Drawdown | 16.01 | |||
| Value At Risk | (4.88) | |||
| Potential Upside | 7.81 |
Padtec Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Padtec Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Padtec Holding's standard deviation. In reality, there are many statistical measures that can use Padtec Holding historical prices to predict the future Padtec Holding's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.4458 | |||
| Treynor Ratio | 0.3251 |
Padtec Holding SA Backtested Returns
Currently, Padtec Holding SA is dangerous. Padtec Holding SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0245, which implies the firm had a 0.0245 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Padtec Holding SA, which you can use to evaluate the volatility of the company. Please check Padtec Holding's Coefficient Of Variation of (5,053), risk adjusted performance of (0.01), and Variance of 10.8 to confirm if the risk estimate we provide is consistent with the expected return of 0.0816%. Padtec Holding has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of -0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Padtec Holding are expected to decrease at a much lower rate. During the bear market, Padtec Holding is likely to outperform the market. Padtec Holding SA right now holds a risk of 3.33%. Please check Padtec Holding SA jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Padtec Holding SA will be following its historical price patterns.
Auto-correlation | 0.36 |
Below average predictability
Padtec Holding SA has below average predictability. Overlapping area represents the amount of predictability between Padtec Holding time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Padtec Holding SA price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Padtec Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Padtec Holding SA lagged returns against current returns
Autocorrelation, which is Padtec Holding 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 Padtec Holding's stock expected returns. We can calculate the autocorrelation of Padtec Holding returns to help us make a trade decision. For example, suppose you find that Padtec Holding 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 |
Padtec Holding 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 Padtec Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Padtec Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Padtec Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Padtec Holding Lagged Returns
When evaluating Padtec Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Padtec Holding stock have on its future price. Padtec Holding 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, Padtec Holding autocorrelation shows the relationship between Padtec Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Padtec Holding 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 Padtec Stock Analysis
When running Padtec Holding's price analysis, check to measure Padtec Holding'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 Padtec Holding is operating at the current time. Most of Padtec Holding's value examination focuses on studying past and present price action to predict the probability of Padtec Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Padtec Holding's price. Additionally, you may evaluate how the addition of Padtec Holding to your portfolios can decrease your overall portfolio volatility.