CVC Brasil (Brazil) Market Value

CVCB3 Stock  BRL 2.53  0.13  5.42%   
CVC Brasil's market value is the price at which a share of CVC Brasil trades on a public exchange. It measures the collective expectations of CVC Brasil Operadora investors about its performance. CVC Brasil is selling for under 2.53 as of the 22nd of November 2024; that is 5.42% up since the beginning of the trading day. The stock's lowest day price was 2.29.
With this module, you can estimate the performance of a buy and hold strategy of CVC Brasil Operadora and determine expected loss or profit from investing in CVC Brasil over a given investment horizon. Check out CVC Brasil Correlation, CVC Brasil Volatility and CVC Brasil Alpha and Beta module to complement your research on CVC Brasil.
Symbol

Please note, there is a significant difference between CVC Brasil's value and its price as these two are different measures arrived at by different means. Investors typically determine if CVC Brasil is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CVC Brasil'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.

CVC Brasil '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 CVC Brasil'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 CVC Brasil.
0.00
10/23/2024
No Change 0.00  0.0 
In 31 days
11/22/2024
0.00
If you would invest  0.00  in CVC Brasil on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding CVC Brasil Operadora or generate 0.0% return on investment in CVC Brasil over 30 days. CVC Brasil is related to or competes with Azul SA, IRB Brasil, Gol Linhas, Cogna Educao, and Magazine Luiza. CVC Brasil Operadora e Agncia de Viagens S.A., together with its subsidiaries, provides tourism services in Brazil and i... More

CVC Brasil 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 CVC Brasil'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 CVC Brasil Operadora upside and downside potential and time the market with a certain degree of confidence.

CVC Brasil Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CVC Brasil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CVC Brasil's standard deviation. In reality, there are many statistical measures that can use CVC Brasil historical prices to predict the future CVC Brasil's volatility.
Hype
Prediction
LowEstimatedHigh
0.122.405.81
Details
Intrinsic
Valuation
LowRealHigh
0.091.895.30
Details
Naive
Forecast
LowNextHigh
0.052.405.80
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1.802.112.43
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as CVC Brasil. Your research has to be compared to or analyzed against CVC Brasil's peers to derive any actionable benefits. When done correctly, CVC Brasil'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 CVC Brasil Operadora.

CVC Brasil Operadora Backtested Returns

CVC Brasil appears to be very risky, given 3 months investment horizon. CVC Brasil Operadora retains Efficiency (Sharpe Ratio) 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-eight technical indicators for CVC Brasil, which you can use to evaluate the volatility of the firm. Please makes use of CVC Brasil's market risk adjusted performance of 1.04, and Coefficient Of Variation of 1226.52 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CVC Brasil holds a performance score of 8. The firm owns a Beta (Systematic Risk) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CVC Brasil's returns are expected to increase less than the market. However, during the bear market, the loss of holding CVC Brasil is expected to be smaller as well. Please check CVC Brasil's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether CVC Brasil's current price history will revert.

Auto-correlation

    
  0.39  

Below average predictability

CVC Brasil Operadora has below average predictability. Overlapping area represents the amount of predictability between CVC Brasil time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CVC Brasil Operadora price movement. The serial correlation of 0.39 indicates that just about 39.0% of current CVC Brasil price fluctuation can be explain by its past prices.
Correlation Coefficient0.39
Spearman Rank Test0.36
Residual Average0.0
Price Variance0.02

CVC Brasil Operadora lagged returns against current returns

Autocorrelation, which is CVC Brasil 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 CVC Brasil's stock expected returns. We can calculate the autocorrelation of CVC Brasil returns to help us make a trade decision. For example, suppose you find that CVC Brasil 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  

CVC Brasil 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 CVC Brasil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CVC Brasil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CVC Brasil stock over time.
   Current vs Lagged Prices   
       Timeline  

CVC Brasil Lagged Returns

When evaluating CVC Brasil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CVC Brasil stock have on its future price. CVC Brasil 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, CVC Brasil autocorrelation shows the relationship between CVC Brasil stock current value and its past values and can show if there is a momentum factor associated with investing in CVC Brasil Operadora.
   Regressed Prices   
       Timeline  

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Additional Tools for CVC Stock Analysis

When running CVC Brasil's price analysis, check to measure CVC Brasil'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 CVC Brasil is operating at the current time. Most of CVC Brasil's value examination focuses on studying past and present price action to predict the probability of CVC Brasil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CVC Brasil's price. Additionally, you may evaluate how the addition of CVC Brasil to your portfolios can decrease your overall portfolio volatility.