Cosan SA (Brazil) Odds of Future Stock Price Finishing Under 0.0
| CSAN3 Stock | BRL 11.13 0.64 6.10% |
Cosan |
Cosan SA Target Price Odds to finish below 0.0
The tendency of Cosan Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to R$ 0.00 or more in 90 days |
| 11.13 | 90 days | 0.00 | near 1 |
Based on a normal probability distribution, the odds of Cosan SA to drop to R$ 0.00 or more in 90 days from now is near 1 (This Cosan SA probability density function shows the probability of Cosan Stock to fall within a particular range of prices over 90 days) . Probability of Cosan SA price to stay between R$ 0.00 and its current price of R$11.13 at the end of the 90-day period is nearly 4.34 .
Assuming the 90 days trading horizon Cosan SA has a beta of 0.62 suggesting as returns on the market go up, Cosan SA average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Cosan SA will be expected to be much smaller as well. Additionally Cosan SA has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Cosan SA Price Density |
| Price |
Predictive Modules for Cosan SA
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Cosan SA. 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.Cosan SA Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Cosan SA is not an exception. The market had few large corrections towards the Cosan SA's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Cosan SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Cosan SA within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.47 | |
β | Beta against Dow Jones | 0.62 | |
σ | Overall volatility | 0.83 | |
Ir | Information ratio | -0.26 |
Cosan SA Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Cosan SA for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Cosan SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Cosan SA generated a negative expected return over the last 90 days | |
| About 36.0% of the company shares are held by company insiders |
Cosan SA Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Cosan Stock often depends not only on the future outlook of the current and potential Cosan SA'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. Cosan SA's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 1.8 B | |
| Cash And Short Term Investments | 21 B |
Cosan SA Technical Analysis
Cosan SA's future price can be derived by breaking down and analyzing its technical indicators over time. Cosan Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Cosan SA. In general, you should focus on analyzing Cosan Stock price patterns and their correlations with different microeconomic environments and drivers.
Cosan SA Predictive Forecast Models
Cosan SA's time-series forecasting models is one of many Cosan SA's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Cosan SA's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Cosan SA
Checking the ongoing alerts about Cosan SA for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Cosan SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Cosan SA generated a negative expected return over the last 90 days | |
| About 36.0% of the company shares are held by company insiders |
Additional Tools for Cosan Stock Analysis
When running Cosan SA's price analysis, check to measure Cosan SA'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 Cosan SA is operating at the current time. Most of Cosan SA's value examination focuses on studying past and present price action to predict the probability of Cosan SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cosan SA's price. Additionally, you may evaluate how the addition of Cosan SA to your portfolios can decrease your overall portfolio volatility.