Plano Plano (Brazil) Market Value
| PLPL3 Stock | BRL 11.16 0.31 2.86% |
| Symbol | Plano |
Plano Plano '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 Plano Plano'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 Plano Plano.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Plano Plano on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Plano Plano Desenvolvimento or generate 0.0% return on investment in Plano Plano over 720 days. Plano Plano is related to or competes with Verizon Communications, United Airlines, Metalurgica Gerdau, Live Nation, Metalrgica Riosulense, and American Airlines. Plano Plano Desenvolvimento Imobilirio S.A More
Plano Plano 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 Plano Plano'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 Plano Plano Desenvolvimento upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 18.01 | |||
| Value At Risk | (6.07) | |||
| Potential Upside | 4.83 |
Plano Plano Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Plano Plano's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Plano Plano's standard deviation. In reality, there are many statistical measures that can use Plano Plano historical prices to predict the future Plano Plano's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.17) |
Plano Plano Desenvol Backtested Returns
Plano Plano Desenvol maintains Sharpe Ratio (i.e., Efficiency) of -0.0193, which implies the firm had a -0.0193 % return per unit of risk over the last 3 months. Plano Plano Desenvol exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Plano Plano's Coefficient Of Variation of (3,761), risk adjusted performance of (0.01), and Variance of 12.15 to confirm the risk estimate we provide. The company holds a Beta of 0.61, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Plano Plano's returns are expected to increase less than the market. However, during the bear market, the loss of holding Plano Plano is expected to be smaller as well. At this point, Plano Plano Desenvol has a negative expected return of -0.0703%. Please make sure to check Plano Plano's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Plano Plano Desenvol performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
Plano Plano Desenvolvimento has poor reverse predictability. Overlapping area represents the amount of predictability between Plano Plano time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 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 Plano Plano Desenvol price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Plano Plano price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 1.95 |
Plano Plano Desenvol lagged returns against current returns
Autocorrelation, which is Plano Plano 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 Plano Plano's stock expected returns. We can calculate the autocorrelation of Plano Plano returns to help us make a trade decision. For example, suppose you find that Plano Plano 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 |
Plano Plano 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 Plano Plano stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Plano Plano stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Plano Plano stock over time.
Current vs Lagged Prices |
| Timeline |
Plano Plano Lagged Returns
When evaluating Plano Plano's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Plano Plano stock have on its future price. Plano Plano 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, Plano Plano autocorrelation shows the relationship between Plano Plano stock current value and its past values and can show if there is a momentum factor associated with investing in Plano Plano Desenvolvimento.
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 Plano Stock Analysis
When running Plano Plano's price analysis, check to measure Plano Plano'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 Plano Plano is operating at the current time. Most of Plano Plano's value examination focuses on studying past and present price action to predict the probability of Plano Plano's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Plano Plano's price. Additionally, you may evaluate how the addition of Plano Plano to your portfolios can decrease your overall portfolio volatility.