Ambipar Participaes (Brazil) Market Value
| AMBP3 Stock | BRL 184.00 5.95 3.13% |
| Symbol | Ambipar |
Ambipar Participaes '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 Ambipar Participaes' 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 Ambipar Participaes.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Ambipar Participaes on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Ambipar Participaes e or generate 0.0% return on investment in Ambipar Participaes over 30 days. Ambipar Participaes is related to or competes with SIMPAR SA, Pet Center, and Movida Participaes. Ambipar Participaes e Empreendimentos S.A More
Ambipar Participaes 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 Ambipar Participaes' 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 Ambipar Participaes e upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.76 | |||
| Information Ratio | 0.2283 | |||
| Maximum Drawdown | 33.93 | |||
| Value At Risk | (9.05) | |||
| Potential Upside | 10.99 |
Ambipar Participaes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambipar Participaes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambipar Participaes' standard deviation. In reality, there are many statistical measures that can use Ambipar Participaes historical prices to predict the future Ambipar Participaes' volatility.| Risk Adjusted Performance | 0.192 | |||
| Jensen Alpha | 1.61 | |||
| Total Risk Alpha | 0.823 | |||
| Sortino Ratio | 0.2545 | |||
| Treynor Ratio | (2.23) |
Ambipar Participaes Backtested Returns
Ambipar Participaes is very steady given 3 months investment horizon. Ambipar Participaes secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21% return per unit of standard deviation over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 1.33% are justified by taking the suggested risk. Use Ambipar Participaes risk adjusted performance of 0.192, and Mean Deviation of 4.59 to evaluate company specific risk that cannot be diversified away. Ambipar Participaes holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ambipar Participaes are expected to decrease at a much lower rate. During the bear market, Ambipar Participaes is likely to outperform the market. Use Ambipar Participaes market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to analyze future returns on Ambipar Participaes.
Auto-correlation | -0.68 |
Very good reverse predictability
Ambipar Participaes e has very good reverse predictability. Overlapping area represents the amount of predictability between Ambipar Participaes time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ambipar Participaes price movement. The serial correlation of -0.68 indicates that around 68.0% of current Ambipar Participaes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 178.14 |
Ambipar Participaes lagged returns against current returns
Autocorrelation, which is Ambipar Participaes 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 Ambipar Participaes' stock expected returns. We can calculate the autocorrelation of Ambipar Participaes returns to help us make a trade decision. For example, suppose you find that Ambipar Participaes 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 |
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Ambipar Participaes 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 Ambipar Participaes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambipar Participaes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambipar Participaes stock over time.
Current vs Lagged Prices |
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Ambipar Participaes Lagged Returns
When evaluating Ambipar Participaes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambipar Participaes stock have on its future price. Ambipar Participaes 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, Ambipar Participaes autocorrelation shows the relationship between Ambipar Participaes stock current value and its past values and can show if there is a momentum factor associated with investing in Ambipar Participaes e.
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 Ambipar Stock Analysis
When running Ambipar Participaes' price analysis, check to measure Ambipar Participaes' 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 Ambipar Participaes is operating at the current time. Most of Ambipar Participaes' value examination focuses on studying past and present price action to predict the probability of Ambipar Participaes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ambipar Participaes' price. Additionally, you may evaluate how the addition of Ambipar Participaes to your portfolios can decrease your overall portfolio volatility.