BrasilAgro Companhia's market value is the price at which a share of BrasilAgro Companhia trades on a public exchange. It measures the collective expectations of BrasilAgro Companhia investors about its performance. BrasilAgro Companhia is selling for under 22.24 as of the 26th of March 2025; that is 1.23 percent up since the beginning of the trading day. The stock's lowest day price was 21.99. With this module, you can estimate the performance of a buy and hold strategy of BrasilAgro Companhia and determine expected loss or profit from investing in BrasilAgro Companhia over a given investment horizon. Check out BrasilAgro Companhia Correlation, BrasilAgro Companhia Volatility and BrasilAgro Companhia Alpha and Beta module to complement your research on BrasilAgro Companhia.
Please note, there is a significant difference between BrasilAgro Companhia's value and its price as these two are different measures arrived at by different means. Investors typically determine if BrasilAgro Companhia is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BrasilAgro Companhia's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
BrasilAgro Companhia '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 BrasilAgro Companhia'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 BrasilAgro Companhia.
0.00
02/24/2025
No Change 0.00
0.0
In 31 days
03/26/2025
0.00
If you would invest 0.00 in BrasilAgro Companhia on February 24, 2025 and sell it all today you would earn a total of 0.00 from holding BrasilAgro Companhia or generate 0.0% return on investment in BrasilAgro Companhia over 30 days. BrasilAgro Companhia is related to or competes with SLC Agrcola, Kepler Weber, Cia De, Tupy SA, and Marfrig Global. BrasilAgro - Companhia Brasileira de Propriedades Agrcolas engages in the acquisition, development, exploration, and sal... More
BrasilAgro Companhia 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 BrasilAgro Companhia'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 BrasilAgro Companhia upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for BrasilAgro Companhia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BrasilAgro Companhia's standard deviation. In reality, there are many statistical measures that can use BrasilAgro Companhia historical prices to predict the future BrasilAgro Companhia's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as BrasilAgro Companhia. Your research has to be compared to or analyzed against BrasilAgro Companhia's peers to derive any actionable benefits. When done correctly, BrasilAgro Companhia's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in BrasilAgro Companhia.
BrasilAgro Companhia Backtested Returns
BrasilAgro Companhia secures Sharpe Ratio (or Efficiency) of -0.0101, which signifies that the company had a -0.0101 % return per unit of standard deviation over the last 3 months. BrasilAgro Companhia exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BrasilAgro Companhia's risk adjusted performance of (0.04), and Mean Deviation of 1.07 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0084, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BrasilAgro Companhia are expected to decrease at a much lower rate. During the bear market, BrasilAgro Companhia is likely to outperform the market. At this point, BrasilAgro Companhia has a negative expected return of -0.0142%. Please make sure to confirm BrasilAgro Companhia's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if BrasilAgro Companhia performance from the past will be repeated at some point in the near future.
Auto-correlation
0.80
Very good predictability
BrasilAgro Companhia has very good predictability. Overlapping area represents the amount of predictability between BrasilAgro Companhia time series from 24th of February 2025 to 11th of March 2025 and 11th of March 2025 to 26th of March 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 BrasilAgro Companhia price movement. The serial correlation of 0.8 indicates that around 80.0% of current BrasilAgro Companhia price fluctuation can be explain by its past prices.
Correlation Coefficient
0.8
Spearman Rank Test
0.64
Residual Average
0.0
Price Variance
0.18
BrasilAgro Companhia lagged returns against current returns
Autocorrelation, which is BrasilAgro Companhia 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 BrasilAgro Companhia's stock expected returns. We can calculate the autocorrelation of BrasilAgro Companhia returns to help us make a trade decision. For example, suppose you find that BrasilAgro Companhia 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
BrasilAgro Companhia 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 BrasilAgro Companhia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BrasilAgro Companhia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BrasilAgro Companhia stock over time.
Current vs Lagged Prices
Timeline
BrasilAgro Companhia Lagged Returns
When evaluating BrasilAgro Companhia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BrasilAgro Companhia stock have on its future price. BrasilAgro Companhia 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, BrasilAgro Companhia autocorrelation shows the relationship between BrasilAgro Companhia stock current value and its past values and can show if there is a momentum factor associated with investing in BrasilAgro Companhia.
Regressed Prices
Timeline
Also Currently Popular
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.
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.