Embraer Sa Stock Market Value
| EMBJ Stock | 71.53 1.74 2.37% |
| Symbol | Embraer |
What growth prospects exist in Aerospace & Defense sector? Can Embraer capture new markets? Factors like these will boost the valuation of Embraer SA. Projected growth potential of Embraer fundamentally drives upward valuation adjustments. Valuation analysis balances hard financial data with qualitative growth assessments. While each Embraer SA valuation metric matters, prioritizing which indicators carry greater predictive weight remains essential.
Quarterly Earnings Growth (0.37) | Dividend Share 0.07 | Earnings Share 1.72 | Revenue Per Share | Quarterly Revenue Growth 0.158 |
Embraer SA's market price often diverges from its book value, the accounting figure shown on Embraer's balance sheet. Smart investors calculate Embraer SA's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. Since Embraer SA's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Embraer SA's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Embraer SA should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Embraer 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.
Embraer 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 Embraer 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 Embraer SA.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Embraer SA on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Embraer SA or generate 0.0% return on investment in Embraer SA over 90 days. Embraer SA is related to or competes with Huntington Ingalls, Leonardo DRS, Textron, Topbuild Corp, Karman Holdings, Sterling Construction, and CAE. Embraer SA is entity of United States. It is traded as Stock on NYSE exchange. More
Embraer 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 Embraer 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 Embraer SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.0671 | |||
| Maximum Drawdown | 8.73 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 3.37 |
Embraer SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embraer SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embraer SA's standard deviation. In reality, there are many statistical measures that can use Embraer SA historical prices to predict the future Embraer SA's volatility.| Risk Adjusted Performance | 0.0752 | |||
| Jensen Alpha | 0.1454 | |||
| Total Risk Alpha | 0.0599 | |||
| Sortino Ratio | 0.0655 | |||
| Treynor Ratio | 0.2465 |
Embraer SA February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0752 | |||
| Market Risk Adjusted Performance | 0.2565 | |||
| Mean Deviation | 1.55 | |||
| Semi Deviation | 1.88 | |||
| Downside Deviation | 2.03 | |||
| Coefficient Of Variation | 1065.77 | |||
| Standard Deviation | 1.98 | |||
| Variance | 3.94 | |||
| Information Ratio | 0.0671 | |||
| Jensen Alpha | 0.1454 | |||
| Total Risk Alpha | 0.0599 | |||
| Sortino Ratio | 0.0655 | |||
| Treynor Ratio | 0.2465 | |||
| Maximum Drawdown | 8.73 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 3.37 | |||
| Downside Variance | 4.13 | |||
| Semi Variance | 3.54 | |||
| Expected Short fall | (1.60) | |||
| Skewness | (0.16) | |||
| Kurtosis | (0.11) |
Embraer SA Backtested Returns
Embraer SA appears to be very steady, given 3 months investment horizon. Embraer SA secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Embraer SA, which you can use to evaluate the volatility of the firm. Please utilize Embraer SA's Mean Deviation of 1.55, semi deviation of 1.88, and Downside Deviation of 2.03 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Embraer SA holds a performance score of 8. The firm shows a Beta (market volatility) of 0.71, which means possible diversification benefits within a given portfolio. As returns on the market increase, Embraer SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Embraer SA is expected to be smaller as well. Please check Embraer SA's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to make a quick decision on whether Embraer SA's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Embraer SA has no correlation between past and present. Overlapping area represents the amount of predictability between Embraer SA time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 Embraer SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Embraer SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 22.13 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetCheck out Embraer SA Correlation, Embraer SA Volatility and Embraer SA Performance module to complement your research on Embraer SA. For more information on how to buy Embraer Stock please use our How to buy in Embraer Stock guide.You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Embraer 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.