Zebra Technologies (Brazil) Market Value
| Z1BR34 Stock | BRL 79.28 0.00 0.00% |
| Symbol | Zebra |
Zebra Technologies '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 Zebra Technologies' 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 Zebra Technologies.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Zebra Technologies on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding Zebra Technologies or generate 0.0% return on investment in Zebra Technologies over 30 days. Zebra Technologies is related to or competes with METISA Metalrgica, Home Depot, Take Two, Iron Mountain, and MAHLE Metal. Zebra Technologies Corporation, together with its subsidiaries, provides enterprise asset intelligence solutions in the ... More
Zebra Technologies 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 Zebra Technologies' 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 Zebra Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.1703 | |||
| Maximum Drawdown | 8.72 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 3.0 |
Zebra Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zebra Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zebra Technologies' standard deviation. In reality, there are many statistical measures that can use Zebra Technologies historical prices to predict the future Zebra Technologies' volatility.| Risk Adjusted Performance | 0.1548 | |||
| Jensen Alpha | 0.2696 | |||
| Total Risk Alpha | 0.2481 | |||
| Sortino Ratio | 0.1099 | |||
| Treynor Ratio | 2.18 |
Zebra Technologies Backtested Returns
Zebra Technologies appears to be very steady, given 3 months investment horizon. Zebra Technologies shows Sharpe Ratio of 0.2, which attests that the company had a 0.2% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Zebra Technologies, which you can use to evaluate the volatility of the company. Please utilize Zebra Technologies' Downside Deviation of 2.36, mean deviation of 0.9339, and Market Risk Adjusted Performance of 2.19 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Zebra Technologies holds a performance score of 15. The firm maintains a market beta of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Zebra Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Zebra Technologies is expected to be smaller as well. Please check Zebra Technologies' information ratio, total risk alpha, and the relationship between the variance and jensen alpha , to make a quick decision on whether Zebra Technologies' historical returns will revert.
Auto-correlation | 0.63 |
Good predictability
Zebra Technologies has good predictability. Overlapping area represents the amount of predictability between Zebra Technologies time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th 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 Zebra Technologies price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Zebra Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.81 |
Zebra Technologies lagged returns against current returns
Autocorrelation, which is Zebra Technologies 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 Zebra Technologies' stock expected returns. We can calculate the autocorrelation of Zebra Technologies returns to help us make a trade decision. For example, suppose you find that Zebra Technologies 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 |
Zebra Technologies 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 Zebra Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zebra Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zebra Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Zebra Technologies Lagged Returns
When evaluating Zebra Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zebra Technologies stock have on its future price. Zebra Technologies 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, Zebra Technologies autocorrelation shows the relationship between Zebra Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Zebra Technologies.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Zebra Stock
When determining whether Zebra Technologies offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Zebra Technologies' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Zebra Technologies Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Zebra Technologies Stock:Check out Zebra Technologies Correlation, Zebra Technologies Volatility and Zebra Technologies Alpha and Beta module to complement your research on Zebra Technologies. For information on how to trade Zebra Stock refer to our How to Trade Zebra Stock guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Zebra Technologies technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.