Unipar Carbocloro (Brazil) Market Value

UNIP6 Preferred Stock  BRL 51.47  1.24  2.47%   
Unipar Carbocloro's market value is the price at which a share of Unipar Carbocloro trades on a public exchange. It measures the collective expectations of Unipar Carbocloro SA investors about its performance. Unipar Carbocloro is selling for under 51.47 as of the 12th of December 2024; that is 2.47% up since the beginning of the trading day. The preferred stock's lowest day price was 50.34.
With this module, you can estimate the performance of a buy and hold strategy of Unipar Carbocloro SA and determine expected loss or profit from investing in Unipar Carbocloro over a given investment horizon. Check out Unipar Carbocloro Correlation, Unipar Carbocloro Volatility and Unipar Carbocloro Alpha and Beta module to complement your research on Unipar Carbocloro.
Symbol

Please note, there is a significant difference between Unipar Carbocloro's value and its price as these two are different measures arrived at by different means. Investors typically determine if Unipar Carbocloro is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Unipar Carbocloro's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Unipar Carbocloro '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 Unipar Carbocloro's preferred 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 Unipar Carbocloro.
0.00
11/12/2024
No Change 0.00  0.0 
In 31 days
12/12/2024
0.00
If you would invest  0.00  in Unipar Carbocloro on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Unipar Carbocloro SA or generate 0.0% return on investment in Unipar Carbocloro over 30 days. Unipar Carbocloro is related to or competes with Transmissora Aliana, CTEEP Companhia, Braskem SA, Cia De, and Tupy SA. Unipar Carbocloro S.A. produces and sells chlorine, caustic soda, and polyvinyl chloride in Brazil More

Unipar Carbocloro 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 Unipar Carbocloro's preferred 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 Unipar Carbocloro SA upside and downside potential and time the market with a certain degree of confidence.

Unipar Carbocloro Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Unipar Carbocloro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unipar Carbocloro's standard deviation. In reality, there are many statistical measures that can use Unipar Carbocloro historical prices to predict the future Unipar Carbocloro's volatility.
Hype
Prediction
LowEstimatedHigh
48.8551.4754.09
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Intrinsic
Valuation
LowRealHigh
46.9749.5952.21
Details
Naive
Forecast
LowNextHigh
45.4348.0650.68
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
48.4550.6252.79
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Unipar Carbocloro. Your research has to be compared to or analyzed against Unipar Carbocloro's peers to derive any actionable benefits. When done correctly, Unipar Carbocloro's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Unipar Carbocloro.

Unipar Carbocloro Backtested Returns

Unipar Carbocloro appears to be very steady, given 3 months investment horizon. Unipar Carbocloro owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0859, which indicates the firm had a 0.0859% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Unipar Carbocloro SA, which you can use to evaluate the volatility of the company. Please review Unipar Carbocloro's Risk Adjusted Performance of 0.071, semi deviation of 2.27, and Coefficient Of Variation of 1131.85 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Unipar Carbocloro holds a performance score of 6. The entity has a beta of 0.0192, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Unipar Carbocloro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Unipar Carbocloro is expected to be smaller as well. Please check Unipar Carbocloro's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Unipar Carbocloro's existing price patterns will revert.

Auto-correlation

    
  0.17  

Very weak predictability

Unipar Carbocloro SA has very weak predictability. Overlapping area represents the amount of predictability between Unipar Carbocloro time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Unipar Carbocloro price movement. The serial correlation of 0.17 indicates that over 17.0% of current Unipar Carbocloro price fluctuation can be explain by its past prices.
Correlation Coefficient0.17
Spearman Rank Test0.39
Residual Average0.0
Price Variance1.38

Unipar Carbocloro lagged returns against current returns

Autocorrelation, which is Unipar Carbocloro preferred 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 Unipar Carbocloro's preferred stock expected returns. We can calculate the autocorrelation of Unipar Carbocloro returns to help us make a trade decision. For example, suppose you find that Unipar Carbocloro has exhibited high autocorrelation historically, and you observe that the preferred 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  

Unipar Carbocloro 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 Unipar Carbocloro preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unipar Carbocloro preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unipar Carbocloro preferred stock over time.
   Current vs Lagged Prices   
       Timeline  

Unipar Carbocloro Lagged Returns

When evaluating Unipar Carbocloro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unipar Carbocloro preferred stock have on its future price. Unipar Carbocloro 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, Unipar Carbocloro autocorrelation shows the relationship between Unipar Carbocloro preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Unipar Carbocloro SA.
   Regressed Prices   
       Timeline  

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Additional Tools for Unipar Preferred Stock Analysis

When running Unipar Carbocloro's price analysis, check to measure Unipar Carbocloro'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 Unipar Carbocloro is operating at the current time. Most of Unipar Carbocloro's value examination focuses on studying past and present price action to predict the probability of Unipar Carbocloro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Unipar Carbocloro's price. Additionally, you may evaluate how the addition of Unipar Carbocloro to your portfolios can decrease your overall portfolio volatility.