Cury Construtora (Brazil) Market Value
| CURY3 Stock | BRL 22.30 0.44 1.93% |
| Symbol | Cury |
Cury Construtora '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 Cury Construtora'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 Cury Construtora.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Cury Construtora on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Cury Construtora e or generate 0.0% return on investment in Cury Construtora over 30 days. Cury Construtora is related to or competes with Ambipar Participaes, Dimed SA, Direcional Engenharia, and Mitre Realty. Cury Construtora e Incorporadora S.A. develops, constructs, and sells commercial, residential, condominium buildings, an... More
Cury Construtora 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 Cury Construtora'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 Cury Construtora e upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | 0.0229 | |||
| Maximum Drawdown | 9.08 | |||
| Value At Risk | (4.25) | |||
| Potential Upside | 3.6 |
Cury Construtora Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cury Construtora's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cury Construtora's standard deviation. In reality, there are many statistical measures that can use Cury Construtora historical prices to predict the future Cury Construtora's volatility.| Risk Adjusted Performance | 0.0284 | |||
| Jensen Alpha | 0.0587 | |||
| Total Risk Alpha | 0.0439 | |||
| Sortino Ratio | 0.0198 | |||
| Treynor Ratio | 0.2047 |
Cury Construtora e Backtested Returns
Cury Construtora appears to be not too volatile, given 3 months investment horizon. Cury Construtora e secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cury Construtora e, which you can use to evaluate the volatility of the firm. Please makes use of Cury Construtora's Risk Adjusted Performance of 0.0284, downside deviation of 2.78, and Mean Deviation of 1.82 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cury Construtora holds a performance score of 8. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cury Construtora's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cury Construtora is expected to be smaller as well. Please check Cury Construtora's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Cury Construtora's price patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Cury Construtora e has very weak reverse predictability. Overlapping area represents the amount of predictability between Cury Construtora time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Cury Construtora e price movement. The serial correlation of -0.01 indicates that just 1.0% of current Cury Construtora price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Cury Construtora e lagged returns against current returns
Autocorrelation, which is Cury Construtora 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 Cury Construtora's stock expected returns. We can calculate the autocorrelation of Cury Construtora returns to help us make a trade decision. For example, suppose you find that Cury Construtora 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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Cury Construtora 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 Cury Construtora stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cury Construtora stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cury Construtora stock over time.
Current vs Lagged Prices |
| Timeline |
Cury Construtora Lagged Returns
When evaluating Cury Construtora's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cury Construtora stock have on its future price. Cury Construtora 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, Cury Construtora autocorrelation shows the relationship between Cury Construtora stock current value and its past values and can show if there is a momentum factor associated with investing in Cury Construtora e.
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.Additional Tools for Cury Stock Analysis
When running Cury Construtora's price analysis, check to measure Cury Construtora'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 Cury Construtora is operating at the current time. Most of Cury Construtora's value examination focuses on studying past and present price action to predict the probability of Cury Construtora's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cury Construtora's price. Additionally, you may evaluate how the addition of Cury Construtora to your portfolios can decrease your overall portfolio volatility.