CGRA4F (Brazil) Market Value
| CGRA4F Stock | BRL 26.49 0.22 0.82% |
| Symbol | CGRA4F |
Please note, there is a significant difference between CGRA4F's value and its price as these two are different measures arrived at by different means. Investors typically determine if CGRA4F is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CGRA4F'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.
CGRA4F '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 CGRA4F'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 CGRA4F.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in CGRA4F on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding CGRA4F or generate 0.0% return on investment in CGRA4F over 30 days. CGRA4F is related to or competes with Nordon Indstrias, Metalfrio Solutions, MAHLE Metal, and Mitsubishi UFJ. More
CGRA4F 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 CGRA4F'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 CGRA4F upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 27.35 | |||
| Value At Risk | (3.71) | |||
| Potential Upside | 2.97 |
CGRA4F Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CGRA4F's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CGRA4F's standard deviation. In reality, there are many statistical measures that can use CGRA4F historical prices to predict the future CGRA4F's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | 1.5 |
CGRA4F Backtested Returns
CGRA4F secures Sharpe Ratio (or Efficiency) of -0.0543, which signifies that the company had a -0.0543 % return per unit of risk over the last 3 months. CGRA4F exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CGRA4F's mean deviation of 1.73, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CGRA4F are expected to decrease at a much lower rate. During the bear market, CGRA4F is likely to outperform the market. At this point, CGRA4F has a negative expected return of -0.18%. Please make sure to confirm CGRA4F's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if CGRA4F performance from the past will be repeated in the future.
Auto-correlation | -0.1 |
Very weak reverse predictability
CGRA4F has very weak reverse predictability. Overlapping area represents the amount of predictability between CGRA4F time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CGRA4F price movement. The serial correlation of -0.1 indicates that less than 10.0% of current CGRA4F price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
CGRA4F lagged returns against current returns
Autocorrelation, which is CGRA4F 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 CGRA4F's stock expected returns. We can calculate the autocorrelation of CGRA4F returns to help us make a trade decision. For example, suppose you find that CGRA4F 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 |
CGRA4F 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 CGRA4F stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CGRA4F stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CGRA4F stock over time.
Current vs Lagged Prices |
| Timeline |
CGRA4F Lagged Returns
When evaluating CGRA4F's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CGRA4F stock have on its future price. CGRA4F 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, CGRA4F autocorrelation shows the relationship between CGRA4F stock current value and its past values and can show if there is a momentum factor associated with investing in CGRA4F.
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.Other Information on Investing in CGRA4F Stock
CGRA4F financial ratios help investors to determine whether CGRA4F Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CGRA4F with respect to the benefits of owning CGRA4F security.