Cruzeiro's market value is the price at which a share of Cruzeiro trades on a public exchange. It measures the collective expectations of Cruzeiro do Sul investors about its performance. Cruzeiro is selling for under 3.10 as of the 11th of January 2025; that is 0.65% up since the beginning of the trading day. The stock's lowest day price was 3.04. With this module, you can estimate the performance of a buy and hold strategy of Cruzeiro do Sul and determine expected loss or profit from investing in Cruzeiro over a given investment horizon. Check out Cruzeiro Correlation, Cruzeiro Volatility and Cruzeiro Alpha and Beta module to complement your research on Cruzeiro.
Please note, there is a significant difference between Cruzeiro's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cruzeiro is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cruzeiro'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.
Cruzeiro '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 Cruzeiro'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 Cruzeiro.
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12/12/2024
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In 31 days
01/11/2025
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If you would invest 0.00 in Cruzeiro on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Cruzeiro do Sul or generate 0.0% return on investment in Cruzeiro over 30 days. Cruzeiro is related to or competes with GAEC Educacao, Yduqs Participaes, Ser Educacional, MPM Corpreos, and Mobly SA. More
Cruzeiro 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 Cruzeiro'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 Cruzeiro do Sul 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 Cruzeiro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cruzeiro's standard deviation. In reality, there are many statistical measures that can use Cruzeiro historical prices to predict the future Cruzeiro's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Cruzeiro. Your research has to be compared to or analyzed against Cruzeiro's peers to derive any actionable benefits. When done correctly, Cruzeiro'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 Cruzeiro do Sul.
Cruzeiro do Sul Backtested Returns
Currently, Cruzeiro do Sul is out of control. Cruzeiro do Sul secures Sharpe Ratio (or Efficiency) of 0.0101, which signifies that the company had a 0.0101% return per unit of risk over the last 3 months. We have found thirty technical indicators for Cruzeiro do Sul, which you can use to evaluate the volatility of the firm. Please confirm Cruzeiro's Mean Deviation of 3.23, downside deviation of 4.43, and Risk Adjusted Performance of 0.0128 to double-check if the risk estimate we provide is consistent with the expected return of 0.0454%. The firm shows a Beta (market volatility) of -0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cruzeiro are expected to decrease at a much lower rate. During the bear market, Cruzeiro is likely to outperform the market. Cruzeiro do Sul right now shows a risk of 4.51%. Please confirm Cruzeiro do Sul treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Cruzeiro do Sul will be following its price patterns.
Auto-correlation
-0.32
Poor reverse predictability
Cruzeiro do Sul has poor reverse predictability. Overlapping area represents the amount of predictability between Cruzeiro time series from 12th of December 2024 to 27th of December 2024 and 27th of December 2024 to 11th of January 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 Cruzeiro do Sul price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Cruzeiro price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.32
Spearman Rank Test
-0.03
Residual Average
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Price Variance
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Cruzeiro do Sul lagged returns against current returns
Autocorrelation, which is Cruzeiro 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 Cruzeiro's stock expected returns. We can calculate the autocorrelation of Cruzeiro returns to help us make a trade decision. For example, suppose you find that Cruzeiro 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
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Cruzeiro 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 Cruzeiro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cruzeiro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cruzeiro stock over time.
Current vs Lagged Prices
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Cruzeiro Lagged Returns
When evaluating Cruzeiro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cruzeiro stock have on its future price. Cruzeiro 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, Cruzeiro autocorrelation shows the relationship between Cruzeiro stock current value and its past values and can show if there is a momentum factor associated with investing in Cruzeiro do Sul.
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 Cruzeiro's price analysis, check to measure Cruzeiro'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 Cruzeiro is operating at the current time. Most of Cruzeiro's value examination focuses on studying past and present price action to predict the probability of Cruzeiro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cruzeiro's price. Additionally, you may evaluate how the addition of Cruzeiro to your portfolios can decrease your overall portfolio volatility.