Bb Seguridade Participacoes Stock Market Value
| BBSEY Stock | USD 5.70 0.22 3.72% |
| Symbol | BBSEY |
BB Seguridade '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 BB Seguridade's pink sheet 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 BB Seguridade.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in BB Seguridade on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding BB Seguridade Participacoes or generate 0.0% return on investment in BB Seguridade over 90 days. BB Seguridade is related to or competes with Athene Holding, Athene Holding, and Arch Capital. BB Seguridade Participaes S.A., through its subsidiaries, invests in the insurance, pension plans, premium bonds, reinsu... More
BB Seguridade 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 BB Seguridade's pink sheet 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 BB Seguridade Participacoes upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 10.2 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 1.85 |
BB Seguridade Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BB Seguridade's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BB Seguridade's standard deviation. In reality, there are many statistical measures that can use BB Seguridade historical prices to predict the future BB Seguridade's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BB Seguridade's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
BB Seguridade Partic Backtested Returns
BB Seguridade Partic retains Efficiency (Sharpe Ratio) of -0.15, which signifies that the company had a -0.15% return per unit of price deviation over the last 3 months. BB Seguridade exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BB Seguridade's Information Ratio of (0.19), variance of 2.4, and Market Risk Adjusted Performance of (0.47) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BB Seguridade's returns are expected to increase less than the market. However, during the bear market, the loss of holding BB Seguridade is expected to be smaller as well. At this point, BB Seguridade Partic has a negative expected return of -0.21%. Please make sure to confirm BB Seguridade's total risk alpha, as well as the relationship between the kurtosis and market facilitation index , to decide if BB Seguridade Partic performance from the past will be repeated sooner or later.
Auto-correlation | 0.51 |
Modest predictability
BB Seguridade Participacoes has modest predictability. Overlapping area represents the amount of predictability between BB Seguridade time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th 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 BB Seguridade Partic price movement. The serial correlation of 0.51 indicates that about 51.0% of current BB Seguridade price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
BB Seguridade Partic lagged returns against current returns
Autocorrelation, which is BB Seguridade pink sheet'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 BB Seguridade's pink sheet expected returns. We can calculate the autocorrelation of BB Seguridade returns to help us make a trade decision. For example, suppose you find that BB Seguridade has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
BB Seguridade 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 BB Seguridade pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BB Seguridade pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BB Seguridade pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BB Seguridade Lagged Returns
When evaluating BB Seguridade's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BB Seguridade pink sheet have on its future price. BB Seguridade 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, BB Seguridade autocorrelation shows the relationship between BB Seguridade pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BB Seguridade Participacoes.
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 BBSEY Pink Sheet Analysis
When running BB Seguridade's price analysis, check to measure BB Seguridade'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 BB Seguridade is operating at the current time. Most of BB Seguridade's value examination focuses on studying past and present price action to predict the probability of BB Seguridade's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BB Seguridade's price. Additionally, you may evaluate how the addition of BB Seguridade to your portfolios can decrease your overall portfolio volatility.