Cosan Sa Adr Stock Market Value
| CSAN Stock | USD 4.42 0.16 3.76% |
| Symbol | Cosan |
Will Oil & Gas Refining & Marketing sector continue expanding? Could Cosan diversify its offerings? Factors like these will boost the valuation of Cosan SA. Projected growth potential of Cosan fundamentally drives upward valuation adjustments. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Cosan SA data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth (0.57) | Earnings Share (5.49) | Revenue Per Share | Quarterly Revenue Growth (0.08) | Return On Assets |
The market value of Cosan SA ADR is measured differently than its book value, which is the value of Cosan that is recorded on the company's balance sheet. Investors also form their own opinion of Cosan SA's value that differs from its market value or its book value, called intrinsic value, which is Cosan SA's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Cosan SA's market value can be influenced by many factors that don't directly affect Cosan SA's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Cosan SA's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Cosan SA should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Cosan SA's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Cosan 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 Cosan 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 Cosan SA.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Cosan SA on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Cosan SA ADR or generate 0.0% return on investment in Cosan SA over 90 days. Cosan SA is related to or competes with Delek Energy, Par Pacific, Torm PLC, Northern Oil, Teekay Tankers, DHT Holdings, and SolarEdge Technologies. Cosan S.A., through its subsidiaries, primarily engages in the fuel distribution business in Brazil, Europe, Latin Ameri... More
Cosan 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 Cosan 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 Cosan SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 18.3 | |||
| Value At Risk | (6.29) | |||
| Potential Upside | 5.52 |
Cosan SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cosan SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cosan SA's standard deviation. In reality, there are many statistical measures that can use Cosan SA historical prices to predict the future Cosan SA's volatility.| Risk Adjusted Performance | 0.0068 | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.01) |
Cosan SA February 7, 2026 Technical Indicators
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| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0068 | |||
| Market Risk Adjusted Performance | (0.0003) | |||
| Mean Deviation | 2.55 | |||
| Coefficient Of Variation | (92,800) | |||
| Standard Deviation | 3.39 | |||
| Variance | 11.52 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 18.3 | |||
| Value At Risk | (6.29) | |||
| Potential Upside | 5.52 | |||
| Skewness | 0.0246 | |||
| Kurtosis | 0.7019 |
Cosan SA ADR Backtested Returns
Cosan SA ADR secures Sharpe Ratio (or Efficiency) of -0.0357, which signifies that the company had a -0.0357 % return per unit of risk over the last 3 months. Cosan SA ADR exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cosan SA's Standard Deviation of 3.39, risk adjusted performance of 0.0068, and Mean Deviation of 2.55 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.33, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Cosan SA will likely underperform. At this point, Cosan SA ADR has a negative expected return of -0.12%. Please make sure to confirm Cosan SA's skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Cosan SA ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.51 |
Good reverse predictability
Cosan SA ADR has good reverse predictability. Overlapping area represents the amount of predictability between Cosan SA time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 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 Cosan SA ADR price movement. The serial correlation of -0.51 indicates that about 51.0% of current Cosan SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Pair Trading with Cosan SA
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Cosan SA position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Cosan SA will appreciate offsetting losses from the drop in the long position's value.Moving together with Cosan Stock
Moving against Cosan Stock
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The ability to find closely correlated positions to Cosan SA could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Cosan SA when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Cosan SA - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Cosan SA ADR to buy it.
The correlation of Cosan SA is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cosan SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cosan SA ADR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Cosan SA can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Cosan SA Correlation, Cosan SA Volatility and Cosan SA Performance module to complement your research on Cosan SA. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Cosan SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.