Cambuci SA (Brazil) Market Value
| CAMB3 Stock | BRL 10.20 0.64 5.90% |
| Symbol | Cambuci |
Cambuci 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 Cambuci 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 Cambuci SA.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Cambuci SA on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Cambuci SA or generate 0.0% return on investment in Cambuci SA over 30 days. Cambuci SA is related to or competes with Priner Servios, Cury Construtora, Ambipar Participaes, LPS Brasil, and Dimed SA. Cambuci S.A. research, develops, manufactures, and sells sports products More
Cambuci 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 Cambuci 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 Cambuci SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 7.73 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 2.56 |
Cambuci SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambuci SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambuci SA's standard deviation. In reality, there are many statistical measures that can use Cambuci SA historical prices to predict the future Cambuci SA's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | 0.6509 |
Cambuci SA Backtested Returns
Cambuci SA secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15% return per unit of risk over the last 3 months. Cambuci SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cambuci SA's Risk Adjusted Performance of (0.08), standard deviation of 1.79, and Mean Deviation of 1.39 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cambuci SA are expected to decrease at a much lower rate. During the bear market, Cambuci SA is likely to outperform the market. At this point, Cambuci SA has a negative expected return of -0.27%. Please make sure to confirm Cambuci SA's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Cambuci SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.57 |
Modest predictability
Cambuci SA has modest predictability. Overlapping area represents the amount of predictability between Cambuci SA time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Cambuci SA price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Cambuci SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Cambuci SA lagged returns against current returns
Autocorrelation, which is Cambuci 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 Cambuci SA's stock expected returns. We can calculate the autocorrelation of Cambuci SA returns to help us make a trade decision. For example, suppose you find that Cambuci 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 |
Cambuci 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 Cambuci SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambuci SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cambuci SA stock over time.
Current vs Lagged Prices |
| Timeline |
Cambuci SA Lagged Returns
When evaluating Cambuci SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambuci SA stock have on its future price. Cambuci 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, Cambuci SA autocorrelation shows the relationship between Cambuci SA stock current value and its past values and can show if there is a momentum factor associated with investing in Cambuci 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 Cambuci Stock Analysis
When running Cambuci SA's price analysis, check to measure Cambuci 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 Cambuci SA is operating at the current time. Most of Cambuci SA's value examination focuses on studying past and present price action to predict the probability of Cambuci 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 Cambuci SA's price. Additionally, you may evaluate how the addition of Cambuci SA to your portfolios can decrease your overall portfolio volatility.