Ambev SA (Brazil) Market Value
| ABEV3 Stock | BRL 11.13 0.15 1.37% |
| Symbol | Ambev |
Ambev SA '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 Ambev SA'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 Ambev SA.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Ambev SA on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Ambev SA or generate 0.0% return on investment in Ambev SA over 30 days. Ambev SA is related to or competes with WEG SA, Ita Unibanco, Itasa Investimentos, and Banco Bradesco. Ambev S.A., through its subsidiaries, produces, distributes, and sells beer, draft beer, carbonated soft drinks, other n... More
Ambev SA 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 Ambev SA'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 Ambev SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.01 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 3.56 |
Ambev SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambev SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambev SA's standard deviation. In reality, there are many statistical measures that can use Ambev SA historical prices to predict the future Ambev SA's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.25) |
Ambev SA Backtested Returns
Ambev SA secures Sharpe Ratio (or Efficiency) of -0.037, which signifies that the company had a -0.037 % return per unit of standard deviation over the last 3 months. Ambev SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ambev SA's mean deviation of 1.38, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ambev SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ambev SA is expected to be smaller as well. At this point, Ambev SA has a negative expected return of -0.0727%. Please make sure to confirm Ambev SA's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Ambev SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Ambev SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Ambev SA time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th 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 Ambev SA price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Ambev SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ambev SA lagged returns against current returns
Autocorrelation, which is Ambev SA 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 Ambev SA's stock expected returns. We can calculate the autocorrelation of Ambev SA returns to help us make a trade decision. For example, suppose you find that Ambev SA 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 |
Ambev SA 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 Ambev SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambev SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambev SA stock over time.
Current vs Lagged Prices |
| Timeline |
Ambev SA Lagged Returns
When evaluating Ambev SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambev SA stock have on its future price. Ambev SA 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, Ambev SA autocorrelation shows the relationship between Ambev SA stock current value and its past values and can show if there is a momentum factor associated with investing in Ambev SA.
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 Ambev Stock Analysis
When running Ambev SA's price analysis, check to measure Ambev 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 Ambev SA is operating at the current time. Most of Ambev SA's value examination focuses on studying past and present price action to predict the probability of Ambev 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 Ambev SA's price. Additionally, you may evaluate how the addition of Ambev SA to your portfolios can decrease your overall portfolio volatility.