Smartfit Escola (Brazil) Market Value
| SMFT3 Stock | 19.70 0.40 2.07% |
| Symbol | Smartfit |
Smartfit Escola '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 Smartfit Escola'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 Smartfit Escola.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Smartfit Escola on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Smartfit Escola de or generate 0.0% return on investment in Smartfit Escola over 90 days.
Smartfit Escola 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 Smartfit Escola'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 Smartfit Escola de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.0999 | |||
| Maximum Drawdown | 9.47 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 3.95 |
Smartfit Escola Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smartfit Escola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smartfit Escola's standard deviation. In reality, there are many statistical measures that can use Smartfit Escola historical prices to predict the future Smartfit Escola's volatility.| Risk Adjusted Performance | 0.0569 | |||
| Jensen Alpha | 0.1759 | |||
| Total Risk Alpha | 0.425 | |||
| Sortino Ratio | 0.1007 | |||
| Treynor Ratio | 0.2904 |
Smartfit Escola de Backtested Returns
Currently, Smartfit Escola de is not too volatile. Smartfit Escola de owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0832, which indicates the firm had a 0.0832 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Smartfit Escola de, which you can use to evaluate the volatility of the company. Please validate Smartfit Escola's Semi Deviation of 2.21, risk adjusted performance of 0.0569, and Coefficient Of Variation of 1720.9 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Smartfit Escola has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Smartfit Escola's returns are expected to increase less than the market. However, during the bear market, the loss of holding Smartfit Escola is expected to be smaller as well. Smartfit Escola de right now has a risk of 2.33%. Please validate Smartfit Escola total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Smartfit Escola will be following its existing price patterns.
Auto-correlation | 0.11 |
Insignificant predictability
Smartfit Escola de has insignificant predictability. Overlapping area represents the amount of predictability between Smartfit Escola 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 Smartfit Escola de price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Smartfit Escola price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Smartfit Escola de lagged returns against current returns
Autocorrelation, which is Smartfit Escola 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 Smartfit Escola's stock expected returns. We can calculate the autocorrelation of Smartfit Escola returns to help us make a trade decision. For example, suppose you find that Smartfit Escola 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 |
Smartfit Escola 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 Smartfit Escola stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Smartfit Escola stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Smartfit Escola stock over time.
Current vs Lagged Prices |
| Timeline |
Smartfit Escola Lagged Returns
When evaluating Smartfit Escola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Smartfit Escola stock have on its future price. Smartfit Escola 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, Smartfit Escola autocorrelation shows the relationship between Smartfit Escola stock current value and its past values and can show if there is a momentum factor associated with investing in Smartfit Escola de.
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 Smartfit Stock Analysis
When running Smartfit Escola's price analysis, check to measure Smartfit Escola'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 Smartfit Escola is operating at the current time. Most of Smartfit Escola's value examination focuses on studying past and present price action to predict the probability of Smartfit Escola's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Smartfit Escola's price. Additionally, you may evaluate how the addition of Smartfit Escola to your portfolios can decrease your overall portfolio volatility.