Viver Incorporadora (Brazil) Market Value
| VIVR3 Stock | BRL 1.24 0.06 5.08% |
| Symbol | Viver |
Viver Incorporadora '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 Viver Incorporadora'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 Viver Incorporadora.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Viver Incorporadora on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Viver Incorporadora e or generate 0.0% return on investment in Viver Incorporadora over 30 days. Viver Incorporadora is related to or competes with Bemobi Mobile, Marfrig Global, Medical Properties, and Costco Wholesale. Viver Incorporadora e Construtora S.A. operates as a real estate development company in Brazil More
Viver Incorporadora 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 Viver Incorporadora'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 Viver Incorporadora e upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.79 | |||
| Value At Risk | (4.13) | |||
| Potential Upside | 5.08 |
Viver Incorporadora Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Viver Incorporadora's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Viver Incorporadora's standard deviation. In reality, there are many statistical measures that can use Viver Incorporadora historical prices to predict the future Viver Incorporadora's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.20) |
Viver Incorporadora Backtested Returns
Viver Incorporadora owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0362, which indicates the firm had a -0.0362 % return per unit of risk over the last 3 months. Viver Incorporadora e exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Viver Incorporadora's Risk Adjusted Performance of (0.01), variance of 8.46, and Coefficient Of Variation of (3,799) to confirm the risk estimate we provide. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Viver Incorporadora's returns are expected to increase less than the market. However, during the bear market, the loss of holding Viver Incorporadora is expected to be smaller as well. At this point, Viver Incorporadora has a negative expected return of -0.0955%. Please make sure to validate Viver Incorporadora's kurtosis, day median price, relative strength index, as well as the relationship between the daily balance of power and price action indicator , to decide if Viver Incorporadora performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.85 |
Excellent reverse predictability
Viver Incorporadora e has excellent reverse predictability. Overlapping area represents the amount of predictability between Viver Incorporadora time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Viver Incorporadora price movement. The serial correlation of -0.85 indicates that around 85.0% of current Viver Incorporadora price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Viver Incorporadora lagged returns against current returns
Autocorrelation, which is Viver Incorporadora 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 Viver Incorporadora's stock expected returns. We can calculate the autocorrelation of Viver Incorporadora returns to help us make a trade decision. For example, suppose you find that Viver Incorporadora 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 |
Viver Incorporadora 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 Viver Incorporadora stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Viver Incorporadora stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Viver Incorporadora stock over time.
Current vs Lagged Prices |
| Timeline |
Viver Incorporadora Lagged Returns
When evaluating Viver Incorporadora's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Viver Incorporadora stock have on its future price. Viver Incorporadora 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, Viver Incorporadora autocorrelation shows the relationship between Viver Incorporadora stock current value and its past values and can show if there is a momentum factor associated with investing in Viver Incorporadora e.
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 Viver Stock Analysis
When running Viver Incorporadora's price analysis, check to measure Viver Incorporadora'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 Viver Incorporadora is operating at the current time. Most of Viver Incorporadora's value examination focuses on studying past and present price action to predict the probability of Viver Incorporadora's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Viver Incorporadora's price. Additionally, you may evaluate how the addition of Viver Incorporadora to your portfolios can decrease your overall portfolio volatility.