Camil Alimentos (Brazil) Market Value

CAML3 Stock  BRL 7.59  0.05  0.66%   
Camil Alimentos' market value is the price at which a share of Camil Alimentos trades on a public exchange. It measures the collective expectations of Camil Alimentos SA investors about its performance. Camil Alimentos is selling for under 7.59 as of the 27th of November 2024; that is 0.66% up since the beginning of the trading day. The stock's lowest day price was 7.54.
With this module, you can estimate the performance of a buy and hold strategy of Camil Alimentos SA and determine expected loss or profit from investing in Camil Alimentos over a given investment horizon. Check out Camil Alimentos Correlation, Camil Alimentos Volatility and Camil Alimentos Alpha and Beta module to complement your research on Camil Alimentos.
Symbol

Please note, there is a significant difference between Camil Alimentos' value and its price as these two are different measures arrived at by different means. Investors typically determine if Camil Alimentos is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Camil Alimentos' 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.

Camil Alimentos '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 Camil Alimentos' 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 Camil Alimentos.
0.00
10/28/2024
No Change 0.00  0.0 
In 30 days
11/27/2024
0.00
If you would invest  0.00  in Camil Alimentos on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Camil Alimentos SA or generate 0.0% return on investment in Camil Alimentos over 30 days. Camil Alimentos is related to or competes with Minerva SA, Companhia Siderrgica, and Cyrela Brazil. Camil Alimentos S.A., together with its subsidiaries, engages in processing, producing, packaging, distributing, and sel... More

Camil Alimentos 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 Camil Alimentos' 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 Camil Alimentos SA upside and downside potential and time the market with a certain degree of confidence.

Camil Alimentos Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Camil Alimentos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Camil Alimentos' standard deviation. In reality, there are many statistical measures that can use Camil Alimentos historical prices to predict the future Camil Alimentos' volatility.
Hype
Prediction
LowEstimatedHigh
5.757.599.43
Details
Intrinsic
Valuation
LowRealHigh
6.238.079.91
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Camil Alimentos. Your research has to be compared to or analyzed against Camil Alimentos' peers to derive any actionable benefits. When done correctly, Camil Alimentos' 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 Camil Alimentos SA.

Camil Alimentos SA Backtested Returns

Camil Alimentos SA secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16% return per unit of risk over the last 3 months. Camil Alimentos SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Camil Alimentos' Standard Deviation of 1.82, risk adjusted performance of (0.10), and Mean Deviation of 1.55 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.038, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Camil Alimentos are expected to decrease at a much lower rate. During the bear market, Camil Alimentos is likely to outperform the market. At this point, Camil Alimentos SA has a negative expected return of -0.3%. Please make sure to confirm Camil Alimentos' information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Camil Alimentos SA performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.62  

Good predictability

Camil Alimentos SA has good predictability. Overlapping area represents the amount of predictability between Camil Alimentos time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Camil Alimentos SA price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Camil Alimentos price fluctuation can be explain by its past prices.
Correlation Coefficient0.62
Spearman Rank Test0.37
Residual Average0.0
Price Variance0.02

Camil Alimentos SA lagged returns against current returns

Autocorrelation, which is Camil Alimentos 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 Camil Alimentos' stock expected returns. We can calculate the autocorrelation of Camil Alimentos returns to help us make a trade decision. For example, suppose you find that Camil Alimentos 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  

Camil Alimentos 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 Camil Alimentos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Camil Alimentos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Camil Alimentos stock over time.
   Current vs Lagged Prices   
       Timeline  

Camil Alimentos Lagged Returns

When evaluating Camil Alimentos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Camil Alimentos stock have on its future price. Camil Alimentos 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, Camil Alimentos autocorrelation shows the relationship between Camil Alimentos stock current value and its past values and can show if there is a momentum factor associated with investing in Camil Alimentos SA.
   Regressed Prices   
       Timeline  

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Additional Tools for Camil Stock Analysis

When running Camil Alimentos' price analysis, check to measure Camil Alimentos' 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 Camil Alimentos is operating at the current time. Most of Camil Alimentos' value examination focuses on studying past and present price action to predict the probability of Camil Alimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Camil Alimentos' price. Additionally, you may evaluate how the addition of Camil Alimentos to your portfolios can decrease your overall portfolio volatility.