So Carlos (Brazil) Market Value
| SCAR3 Stock | BRL 18.77 0.94 5.27% |
| Symbol | SCAR3 |
So Carlos '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 So Carlos' 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 So Carlos.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in So Carlos on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding So Carlos Empreendimentos or generate 0.0% return on investment in So Carlos over 30 days. So Carlos is related to or competes with EZTEC Empreendimentos, PBG SA, LPS Brasil, and Tecnisa SA. So Carlos Empreendimentos e Participaes S.A More
So Carlos 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 So Carlos' 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 So Carlos Empreendimentos upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.25 | |||
| Information Ratio | 0.0546 | |||
| Maximum Drawdown | 22.79 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 4.81 |
So Carlos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for So Carlos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as So Carlos' standard deviation. In reality, there are many statistical measures that can use So Carlos historical prices to predict the future So Carlos' volatility.| Risk Adjusted Performance | 0.0306 | |||
| Jensen Alpha | 0.1135 | |||
| Total Risk Alpha | 0.4493 | |||
| Sortino Ratio | 0.0532 | |||
| Treynor Ratio | 0.2637 |
So Carlos Empreendimentos Backtested Returns
Currently, So Carlos Empreendimentos is not too volatile. So Carlos Empreendimentos retains Efficiency (Sharpe Ratio) of 0.0299, which indicates the firm had a 0.0299 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for So Carlos, which you can use to evaluate the volatility of the company. Please validate So Carlos' Mean Deviation of 2.01, downside deviation of 3.25, and Risk Adjusted Performance of 0.0306 to confirm if the risk estimate we provide is consistent with the expected return of 0.095%. So Carlos has a performance score of 2 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, So Carlos' returns are expected to increase less than the market. However, during the bear market, the loss of holding So Carlos is expected to be smaller as well. So Carlos Empreendimentos currently owns a risk of 3.17%. Please validate So Carlos Empreendimentos semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if So Carlos Empreendimentos will be following its current price history.
Auto-correlation | -0.65 |
Very good reverse predictability
So Carlos Empreendimentos has very good reverse predictability. Overlapping area represents the amount of predictability between So Carlos time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 So Carlos Empreendimentos price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current So Carlos price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
So Carlos Empreendimentos lagged returns against current returns
Autocorrelation, which is So Carlos 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 So Carlos' stock expected returns. We can calculate the autocorrelation of So Carlos returns to help us make a trade decision. For example, suppose you find that So Carlos 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 |
So Carlos 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 So Carlos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if So Carlos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in So Carlos stock over time.
Current vs Lagged Prices |
| Timeline |
So Carlos Lagged Returns
When evaluating So Carlos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of So Carlos stock have on its future price. So Carlos 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, So Carlos autocorrelation shows the relationship between So Carlos stock current value and its past values and can show if there is a momentum factor associated with investing in So Carlos Empreendimentos.
Regressed Prices |
| Timeline |
Also Currently Popular
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 SCAR3 Stock Analysis
When running So Carlos' price analysis, check to measure So Carlos' 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 So Carlos is operating at the current time. Most of So Carlos' value examination focuses on studying past and present price action to predict the probability of So Carlos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move So Carlos' price. Additionally, you may evaluate how the addition of So Carlos to your portfolios can decrease your overall portfolio volatility.