SLC Agrcola (Brazil) Market Value
| SLCE3 Stock | BRL 18.71 0.74 4.12% |
| Symbol | SLC |
SLC Agrcola '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 SLC Agrcola'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 SLC Agrcola.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in SLC Agrcola on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding SLC Agrcola SA or generate 0.0% return on investment in SLC Agrcola over 30 days. SLC Agrcola is related to or competes with BrasilAgro Companhia, So Martinho, Marfrig Global, Minerva SA, and Camil Alimentos. SLC Agrcola S.A. produces and sells agricultural products in Brazil and internationally More
SLC Agrcola 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 SLC Agrcola'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 SLC Agrcola SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.92 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 3.22 |
SLC Agrcola Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SLC Agrcola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SLC Agrcola's standard deviation. In reality, there are many statistical measures that can use SLC Agrcola historical prices to predict the future SLC Agrcola's volatility.| Risk Adjusted Performance | 0.0546 | |||
| Jensen Alpha | 0.1155 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.34) |
SLC Agrcola SA Backtested Returns
Currently, SLC Agrcola SA is very steady. SLC Agrcola SA retains Efficiency (Sharpe Ratio) of 0.0735, which indicates the firm had a 0.0735% return per unit of volatility over the last 3 months. We have found thirty technical indicators for SLC Agrcola, which you can use to evaluate the volatility of the company. Please validate SLC Agrcola's risk adjusted performance of 0.0546, and Downside Deviation of 1.28 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. SLC Agrcola has a performance score of 5 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SLC Agrcola are expected to decrease at a much lower rate. During the bear market, SLC Agrcola is likely to outperform the market. SLC Agrcola SA currently owns a risk of 1.54%. Please validate SLC Agrcola SA standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if SLC Agrcola SA will be following its current price history.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
SLC Agrcola SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between SLC Agrcola time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SLC Agrcola SA price movement. The serial correlation of -0.75 indicates that around 75.0% of current SLC Agrcola price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
SLC Agrcola SA lagged returns against current returns
Autocorrelation, which is SLC Agrcola 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 SLC Agrcola's stock expected returns. We can calculate the autocorrelation of SLC Agrcola returns to help us make a trade decision. For example, suppose you find that SLC Agrcola 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 |
SLC Agrcola 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 SLC Agrcola stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SLC Agrcola stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SLC Agrcola stock over time.
Current vs Lagged Prices |
| Timeline |
SLC Agrcola Lagged Returns
When evaluating SLC Agrcola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SLC Agrcola stock have on its future price. SLC Agrcola 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, SLC Agrcola autocorrelation shows the relationship between SLC Agrcola stock current value and its past values and can show if there is a momentum factor associated with investing in SLC Agrcola 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 SLC Stock Analysis
When running SLC Agrcola's price analysis, check to measure SLC Agrcola'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 SLC Agrcola is operating at the current time. Most of SLC Agrcola's value examination focuses on studying past and present price action to predict the probability of SLC Agrcola's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SLC Agrcola's price. Additionally, you may evaluate how the addition of SLC Agrcola to your portfolios can decrease your overall portfolio volatility.