Cosan SA's market value is the price at which a share of Cosan SA trades on a public exchange. It measures the collective expectations of Cosan SA investors about its performance. Cosan SA is selling for under 7.63 as of the 30th of March 2025; that is 1.68% down since the beginning of the trading day. The stock's lowest day price was 7.55.
With this module, you can estimate the performance of a buy and hold strategy of Cosan SA and determine expected loss or profit from investing in Cosan SA over a given investment horizon. Check out Cosan SA Correlation, Cosan SA Volatility and Cosan SA Alpha and Beta module to complement your research on Cosan SA.
Please note, there is a significant difference between Cosan SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cosan SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cosan 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.
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.
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02/28/2025
No Change 0.00
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In 31 days
03/30/2025
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If you would invest 0.00 in Cosan SA on February 28, 2025 and sell it all today you would earn a total of 0.00 from holding Cosan SA or generate 0.0% return on investment in Cosan SA over 30 days. Cosan SA is related to or competes with Braskem SA, Cyrela Brazil, CCR SA, Lojas Renner, and Metalurgica Gerdau. 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 upside and downside potential and time the market with a certain degree of confidence.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Cosan SA. Your research has to be compared to or analyzed against Cosan SA's peers to derive any actionable benefits. When done correctly, Cosan SA's 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 Cosan SA.
Cosan SA Backtested Returns
Cosan SA secures Sharpe Ratio (or Efficiency) of -0.0247, which signifies that the company had a -0.0247 % return per unit of risk over the last 3 months. Cosan SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cosan SA's Standard Deviation of 2.77, mean deviation of 2.17, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cosan SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cosan SA is expected to be smaller as well. At this point, Cosan SA has a negative expected return of -0.0695%. Please make sure to confirm Cosan SA's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Cosan SA performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.11
Insignificant reverse predictability
Cosan SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cosan SA time series from 28th of February 2025 to 15th of March 2025 and 15th of March 2025 to 30th of March 2025. 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 price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Cosan SA price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.11
Spearman Rank Test
0.18
Residual Average
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Price Variance
0.01
Cosan SA lagged returns against current returns
Autocorrelation, which is Cosan 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 Cosan SA's stock expected returns. We can calculate the autocorrelation of Cosan SA returns to help us make a trade decision. For example, suppose you find that Cosan 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
Cosan 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 Cosan SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cosan SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cosan SA stock over time.
Current vs Lagged Prices
Timeline
Cosan SA Lagged Returns
When evaluating Cosan SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cosan SA stock have on its future price. Cosan 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, Cosan SA autocorrelation shows the relationship between Cosan SA stock current value and its past values and can show if there is a momentum factor associated with investing in Cosan SA.
Regressed Prices
Timeline
Also Currently Popular
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.
When running Cosan SA's price analysis, check to measure Cosan 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 Cosan SA is operating at the current time. Most of Cosan SA's value examination focuses on studying past and present price action to predict the probability of Cosan 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 Cosan SA's price. Additionally, you may evaluate how the addition of Cosan SA to your portfolios can decrease your overall portfolio volatility.