Visa (Brazil) Market Value
| VISA34 Stock | BRL 94.42 0.38 0.40% |
| Symbol | Visa |
Visa '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 Visa'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 Visa.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Visa on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Visa Inc or generate 0.0% return on investment in Visa over 90 days. Visa is related to or competes with HCA Healthcare,, Applied Materials,, Monster Beverage, and Salesforce. Visa Inc. operates as a payments technology company worldwide More
Visa 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 Visa'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 Visa Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | 0.0833 | |||
| Maximum Drawdown | 9.38 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 2.55 |
Visa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Visa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Visa's standard deviation. In reality, there are many statistical measures that can use Visa historical prices to predict the future Visa's volatility.| Risk Adjusted Performance | 0.0262 | |||
| Jensen Alpha | 0.0072 | |||
| Total Risk Alpha | 0.2423 | |||
| Sortino Ratio | 0.0805 | |||
| Treynor Ratio | (0.14) |
Visa Inc Backtested Returns
Visa Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0235, which indicates the firm had a -0.0235 % return per unit of risk over the last 3 months. Visa Inc exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Visa's Coefficient Of Variation of 4074.12, risk adjusted performance of 0.0262, and Semi Deviation of 1.65 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, returns on owning Visa are expected to decrease at a much lower rate. During the bear market, Visa is likely to outperform the market. At this point, Visa Inc has a negative expected return of -0.0393%. Please make sure to validate Visa's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if Visa Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.01 |
Virtually no predictability
Visa Inc has virtually no predictability. Overlapping area represents the amount of predictability between Visa time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Visa Inc price movement. The serial correlation of 0.01 indicates that just 1.0% of current Visa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 3.59 |
Visa Inc lagged returns against current returns
Autocorrelation, which is Visa 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 Visa's stock expected returns. We can calculate the autocorrelation of Visa returns to help us make a trade decision. For example, suppose you find that Visa 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 |
Visa 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 Visa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Visa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Visa stock over time.
Current vs Lagged Prices |
| Timeline |
Visa Lagged Returns
When evaluating Visa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Visa stock have on its future price. Visa 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, Visa autocorrelation shows the relationship between Visa stock current value and its past values and can show if there is a momentum factor associated with investing in Visa Inc.
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.Other Information on Investing in Visa Stock
Visa financial ratios help investors to determine whether Visa Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Visa with respect to the benefits of owning Visa security.