Vibra Energia (Brazil) Market Value
| VBBR3 Stock | 17.23 0.21 1.23% |
| Symbol | Vibra |
Vibra Energia '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 Vibra Energia'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 Vibra Energia.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Vibra Energia on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Vibra Energia SA or generate 0.0% return on investment in Vibra Energia over 30 days. Vibra Energia is related to or competes with Taiwan Semiconductor, Apple, Alibaba Group, Microsoft, Banco Santander, Alphabet, and Alphabet. More
Vibra Energia 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 Vibra Energia'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 Vibra Energia SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | (4.20) | |||
| Potential Upside | 2.1 |
Vibra Energia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vibra Energia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vibra Energia's standard deviation. In reality, there are many statistical measures that can use Vibra Energia historical prices to predict the future Vibra Energia's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (1.84) |
Vibra Energia SA Backtested Returns
Vibra Energia SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.21, which indicates the firm had a -0.21 % return per unit of risk over the last 3 months. Vibra Energia SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vibra Energia's Coefficient Of Variation of (461.44), variance of 3.25, and Risk Adjusted Performance of (0.18) to confirm the risk estimate we provide. The entity has a beta of 0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vibra Energia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vibra Energia is expected to be smaller as well. At this point, Vibra Energia SA has a negative expected return of -0.39%. Please make sure to validate Vibra Energia's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Vibra Energia SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Vibra Energia SA has modest predictability. Overlapping area represents the amount of predictability between Vibra Energia time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 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 Vibra Energia SA price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Vibra Energia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Vibra Energia SA lagged returns against current returns
Autocorrelation, which is Vibra Energia 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 Vibra Energia's stock expected returns. We can calculate the autocorrelation of Vibra Energia returns to help us make a trade decision. For example, suppose you find that Vibra Energia 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 |
Vibra Energia 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 Vibra Energia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vibra Energia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vibra Energia stock over time.
Current vs Lagged Prices |
| Timeline |
Vibra Energia Lagged Returns
When evaluating Vibra Energia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vibra Energia stock have on its future price. Vibra Energia 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, Vibra Energia autocorrelation shows the relationship between Vibra Energia stock current value and its past values and can show if there is a momentum factor associated with investing in Vibra Energia SA.
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 Vibra Stock Analysis
When running Vibra Energia's price analysis, check to measure Vibra Energia'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 Vibra Energia is operating at the current time. Most of Vibra Energia's value examination focuses on studying past and present price action to predict the probability of Vibra Energia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vibra Energia's price. Additionally, you may evaluate how the addition of Vibra Energia to your portfolios can decrease your overall portfolio volatility.