Brf Sa Adr Stock Market Value
| BRFS Stock | USD 4.36 0.02 0.46% |
| Symbol | BRF |
BRF SA ADR Price To Book Ratio
Is Packaged Foods & Meats space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of BRF SA. If investors know BRF will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about BRF SA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.02 | Earnings Share 0.39 | Revenue Per Share 34.181 | Quarterly Revenue Growth 0.223 | Return On Assets 0.0457 |
The market value of BRF SA ADR is measured differently than its book value, which is the value of BRF that is recorded on the company's balance sheet. Investors also form their own opinion of BRF SA's value that differs from its market value or its book value, called intrinsic value, which is BRF SA's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BRF SA's market value can be influenced by many factors that don't directly affect BRF SA's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between BRF SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if BRF SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BRF SA'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.
BRF 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 BRF 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 BRF SA.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in BRF SA on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding BRF SA ADR or generate 0.0% return on investment in BRF SA over 30 days. BRF SA is related to or competes with Marfrig Global, Pilgrims Pride, John B, Seneca Foods, JBS SA, Natures Sunshine, and J J. BRF S.A. focuses on raising, producing, and slaughtering poultry and pork for processing, production, and sale of fresh ... More
BRF 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 BRF 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 BRF SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 9.85 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 2.61 |
BRF SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRF SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BRF SA's standard deviation. In reality, there are many statistical measures that can use BRF SA historical prices to predict the future BRF SA's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.26) |
BRF SA ADR Backtested Returns
BRF SA ADR secures Sharpe Ratio (or Efficiency) of -0.045, which signifies that the company had a -0.045% return per unit of risk over the last 3 months. BRF SA ADR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BRF SA's Standard Deviation of 2.05, mean deviation of 1.57, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BRF SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding BRF SA is expected to be smaller as well. At this point, BRF SA ADR has a negative expected return of -0.0932%. Please make sure to confirm BRF SA's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if BRF SA ADR performance from the past will be repeated in the future.
Auto-correlation | -0.67 |
Very good reverse predictability
BRF SA ADR has very good reverse predictability. Overlapping area represents the amount of predictability between BRF SA time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 BRF SA ADR price movement. The serial correlation of -0.67 indicates that around 67.0% of current BRF SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BRF SA ADR lagged returns against current returns
Autocorrelation, which is BRF 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 BRF SA's stock expected returns. We can calculate the autocorrelation of BRF SA returns to help us make a trade decision. For example, suppose you find that BRF 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 |
BRF 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 BRF SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BRF SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BRF SA stock over time.
Current vs Lagged Prices |
| Timeline |
BRF SA Lagged Returns
When evaluating BRF SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BRF SA stock have on its future price. BRF 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, BRF SA autocorrelation shows the relationship between BRF SA stock current value and its past values and can show if there is a momentum factor associated with investing in BRF SA ADR.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BRF Stock Analysis
When running BRF SA's price analysis, check to measure BRF 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 BRF SA is operating at the current time. Most of BRF SA's value examination focuses on studying past and present price action to predict the probability of BRF 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 BRF SA's price. Additionally, you may evaluate how the addition of BRF SA to your portfolios can decrease your overall portfolio volatility.