Rossi Residencial (Brazil) Market Value
| RSID3 Stock | BRL 2.92 0.02 0.69% |
| Symbol | Rossi |
Rossi Residencial '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 Rossi Residencial'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 Rossi Residencial.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Rossi Residencial on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Rossi Residencial SA or generate 0.0% return on investment in Rossi Residencial over 90 days. Rossi Residencial is related to or competes with Gafisa SA, PDG Realty, Cyrela Brazil, MRV Engenharia, and Even Construtora. Rossi Residencial S.A., together with its subsidiaries, engages in construction, development of plottings, and sale of r... More
Rossi Residencial 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 Rossi Residencial'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 Rossi Residencial SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0084 | |||
| Maximum Drawdown | 21.41 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 4.08 |
Rossi Residencial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rossi Residencial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rossi Residencial's standard deviation. In reality, there are many statistical measures that can use Rossi Residencial historical prices to predict the future Rossi Residencial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | 0.3542 | |||
| Treynor Ratio | 0.1304 |
Rossi Residencial Backtested Returns
Rossi Residencial appears to be unstable, given 3 months investment horizon. Rossi Residencial maintains Sharpe Ratio (i.e., Efficiency) of 0.0953, which implies the firm had a 0.0953 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Rossi Residencial, which you can use to evaluate the volatility of the company. Please evaluate Rossi Residencial's Coefficient Of Variation of (4,959), variance of 12.01, and Risk Adjusted Performance of (0.01) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rossi Residencial holds a performance score of 7. The company holds a Beta of -0.61, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Rossi Residencial are expected to decrease at a much lower rate. During the bear market, Rossi Residencial is likely to outperform the market. Please check Rossi Residencial's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to make a quick decision on whether Rossi Residencial's historical price patterns will revert.
Auto-correlation | -0.21 |
Weak reverse predictability
Rossi Residencial SA has weak reverse predictability. Overlapping area represents the amount of predictability between Rossi Residencial time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Rossi Residencial price movement. The serial correlation of -0.21 indicates that over 21.0% of current Rossi Residencial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Rossi Residencial lagged returns against current returns
Autocorrelation, which is Rossi Residencial 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 Rossi Residencial's stock expected returns. We can calculate the autocorrelation of Rossi Residencial returns to help us make a trade decision. For example, suppose you find that Rossi Residencial 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 |
Rossi Residencial 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 Rossi Residencial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rossi Residencial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rossi Residencial stock over time.
Current vs Lagged Prices |
| Timeline |
Rossi Residencial Lagged Returns
When evaluating Rossi Residencial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rossi Residencial stock have on its future price. Rossi Residencial 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, Rossi Residencial autocorrelation shows the relationship between Rossi Residencial stock current value and its past values and can show if there is a momentum factor associated with investing in Rossi Residencial SA.
Regressed Prices |
| Timeline |
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When running Rossi Residencial's price analysis, check to measure Rossi Residencial'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 Rossi Residencial is operating at the current time. Most of Rossi Residencial's value examination focuses on studying past and present price action to predict the probability of Rossi Residencial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rossi Residencial's price. Additionally, you may evaluate how the addition of Rossi Residencial to your portfolios can decrease your overall portfolio volatility.