BrasilAgro Companhia Stock Forward View - Simple Regression
| AGRO3 Stock | BRL 20.57 0.24 1.18% |
BrasilAgro Stock outlook is based on your current time horizon.
At this time the value of rsi of BrasilAgro Companhia's share price is below 20 . This suggests that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using BrasilAgro Companhia hype-based prediction, you can estimate the value of BrasilAgro Companhia from the perspective of BrasilAgro Companhia response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of BrasilAgro Companhia on the next trading day is expected to be 21.08 with a mean absolute deviation of 0.43 and the sum of the absolute errors of 26.90. BrasilAgro Companhia after-hype prediction price | BRL 20.57 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
BrasilAgro |
BrasilAgro Companhia Additional Predictive Modules
Most predictive techniques to examine BrasilAgro price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for BrasilAgro using various technical indicators. When you analyze BrasilAgro charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
BrasilAgro Companhia Simple Regression Price Forecast For the 13th of February 2026
Given 90 days horizon, the Simple Regression forecasted value of BrasilAgro Companhia on the next trading day is expected to be 21.08 with a mean absolute deviation of 0.43, mean absolute percentage error of 0.27, and the sum of the absolute errors of 26.90.Please note that although there have been many attempts to predict BrasilAgro Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that BrasilAgro Companhia's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
BrasilAgro Companhia Stock Forecast Pattern
| Backtest BrasilAgro Companhia | BrasilAgro Companhia Price Prediction | Research Analysis |
BrasilAgro Companhia Forecasted Value
In the context of forecasting BrasilAgro Companhia's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. BrasilAgro Companhia's downside and upside margins for the forecasting period are 19.68 and 22.48, respectively. We have considered BrasilAgro Companhia's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of BrasilAgro Companhia stock data series using in forecasting. Note that when a statistical model is used to represent BrasilAgro Companhia stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 118.6433 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.4339 |
| MAPE | Mean absolute percentage error | 0.0213 |
| SAE | Sum of the absolute errors | 26.9043 |
Predictive Modules for BrasilAgro Companhia
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as BrasilAgro Companhia. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.BrasilAgro Companhia After-Hype Price Density Analysis
As far as predicting the price of BrasilAgro Companhia at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in BrasilAgro Companhia or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of BrasilAgro Companhia, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
BrasilAgro Companhia Estimiated After-Hype Price Volatility
In the context of predicting BrasilAgro Companhia's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on BrasilAgro Companhia's historical news coverage. BrasilAgro Companhia's after-hype downside and upside margins for the prediction period are 19.17 and 21.97, respectively. We have considered BrasilAgro Companhia's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
BrasilAgro Companhia is very steady at this time. Analysis and calculation of next after-hype price of BrasilAgro Companhia is based on 3 months time horizon.
BrasilAgro Companhia Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as BrasilAgro Companhia is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading BrasilAgro Companhia backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with BrasilAgro Companhia, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.09 | 1.40 | 0.00 | 0.00 | 0 Events / Month | 0 Events / Month | In 5 to 10 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
20.57 | 20.57 | 0.00 |
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BrasilAgro Companhia Hype Timeline
BrasilAgro Companhia is presently traded for 20.57on Sao Paulo Exchange of Brazil. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. BrasilAgro is projected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is projected to be very small, whereas the daily expected return is presently at 0.09%. %. The volatility of related hype on BrasilAgro Companhia is about 0.0%, with the expected price after the next announcement by competition of 20.57. About 45.0% of the company shares are held by company insiders. The company has price-to-book (P/B) ratio of 1.17. Some equities with similar Price to Book (P/B) outperform the market in the long run. BrasilAgro Companhia last dividend was issued on the 28th of October 2022. The entity had 100:1 split on the 1st of November 2007. Assuming the 90 days trading horizon the next projected press release will be in 5 to 10 days. Check out Historical Fundamental Analysis of BrasilAgro Companhia to cross-verify your projections.BrasilAgro Companhia Related Hype Analysis
Having access to credible news sources related to BrasilAgro Companhia's direct competition is more important than ever and may enhance your ability to predict BrasilAgro Companhia's future price movements. Getting to know how BrasilAgro Companhia's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how BrasilAgro Companhia may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| LUPA3 | Lupatech SA | 0.00 | 0 per month | 1.98 | 0.08 | 11.76 | (3.70) | 26.75 | |
| RPMG3 | Refinaria de Petrleos | 0.00 | 0 per month | 3.11 | 0.0004 | 3.83 | (3.70) | 43.78 | |
| RCSL4 | Recrusul SA | 0.00 | 0 per month | 10.92 | 0.19 | 24.05 | (17.41) | 324.93 | |
| PLAS3 | Plascar Participaes Industriais | 0.00 | 0 per month | 0.00 | (0.04) | 6.56 | (6.16) | 18.47 | |
| MGEL4 | Mangels Industrial SA | 0.00 | 0 per month | 4.31 | (0.01) | 8.27 | (7.54) | 27.85 |
Other Forecasting Options for BrasilAgro Companhia
For every potential investor in BrasilAgro, whether a beginner or expert, BrasilAgro Companhia's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. BrasilAgro Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in BrasilAgro. Basic forecasting techniques help filter out the noise by identifying BrasilAgro Companhia's price trends.BrasilAgro Companhia Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with BrasilAgro Companhia stock to make a market-neutral strategy. Peer analysis of BrasilAgro Companhia could also be used in its relative valuation, which is a method of valuing BrasilAgro Companhia by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
BrasilAgro Companhia Market Strength Events
Market strength indicators help investors to evaluate how BrasilAgro Companhia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BrasilAgro Companhia shares will generate the highest return on investment. By undertsting and applying BrasilAgro Companhia stock market strength indicators, traders can identify BrasilAgro Companhia entry and exit signals to maximize returns.
| Accumulation Distribution | 3053.07 | |||
| Daily Balance Of Power | 0.75 | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 20.53 | |||
| Day Typical Price | 20.54 | |||
| Price Action Indicator | 0.16 | |||
| Period Momentum Indicator | 0.24 |
BrasilAgro Companhia Risk Indicators
The analysis of BrasilAgro Companhia's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in BrasilAgro Companhia's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting brasilagro stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.9864 | |||
| Semi Deviation | 1.27 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.87 | |||
| Downside Variance | 1.72 | |||
| Semi Variance | 1.61 | |||
| Expected Short fall | (1.27) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for BrasilAgro Companhia
The number of cover stories for BrasilAgro Companhia depends on current market conditions and BrasilAgro Companhia's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that BrasilAgro Companhia is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about BrasilAgro Companhia's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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BrasilAgro Companhia Short Properties
BrasilAgro Companhia's future price predictability will typically decrease when BrasilAgro Companhia's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of BrasilAgro Companhia often depends not only on the future outlook of the potential BrasilAgro Companhia's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. BrasilAgro Companhia's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 71.4 M | |
| Cash And Short Term Investments | 530.4 M |
Additional Tools for BrasilAgro Stock Analysis
When running BrasilAgro Companhia's price analysis, check to measure BrasilAgro Companhia'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 BrasilAgro Companhia is operating at the current time. Most of BrasilAgro Companhia's value examination focuses on studying past and present price action to predict the probability of BrasilAgro Companhia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BrasilAgro Companhia's price. Additionally, you may evaluate how the addition of BrasilAgro Companhia to your portfolios can decrease your overall portfolio volatility.