Jereissati Participaes (Brazil) Market Value
| IGTI3 Stock | 2.95 0.06 1.99% |
| Symbol | Jereissati |
Jereissati Participaes '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 Jereissati Participaes' 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 Jereissati Participaes.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in Jereissati Participaes on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding Jereissati Participaes SA or generate 0.0% return on investment in Jereissati Participaes over 90 days.
Jereissati Participaes 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 Jereissati Participaes' 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 Jereissati Participaes SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | 0.0247 | |||
| Maximum Drawdown | 14.07 | |||
| Value At Risk | (3.62) | |||
| Potential Upside | 3.85 |
Jereissati Participaes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jereissati Participaes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jereissati Participaes' standard deviation. In reality, there are many statistical measures that can use Jereissati Participaes historical prices to predict the future Jereissati Participaes' volatility.| Risk Adjusted Performance | 0.0554 | |||
| Jensen Alpha | 0.1279 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0201 | |||
| Treynor Ratio | 1.01 |
Jereissati Participaes Backtested Returns
Currently, Jereissati Participaes SA is relatively risky. Jereissati Participaes holds Efficiency (Sharpe) Ratio of 0.0464, which attests that the entity had a 0.0464 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jereissati Participaes, which you can use to evaluate the volatility of the firm. Please check out Jereissati Participaes' Risk Adjusted Performance of 0.0554, market risk adjusted performance of 1.02, and Downside Deviation of 2.82 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Jereissati Participaes has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jereissati Participaes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Jereissati Participaes is expected to be smaller as well. Jereissati Participaes right now retains a risk of 2.39%. Please check out Jereissati Participaes treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Jereissati Participaes will be following its current trending patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Jereissati Participaes SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Jereissati Participaes time series from 16th of October 2025 to 30th of November 2025 and 30th of November 2025 to 14th of January 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 Jereissati Participaes price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Jereissati Participaes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Jereissati Participaes lagged returns against current returns
Autocorrelation, which is Jereissati Participaes 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 Jereissati Participaes' stock expected returns. We can calculate the autocorrelation of Jereissati Participaes returns to help us make a trade decision. For example, suppose you find that Jereissati Participaes 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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Jereissati Participaes 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 Jereissati Participaes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jereissati Participaes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jereissati Participaes stock over time.
Current vs Lagged Prices |
| Timeline |
Jereissati Participaes Lagged Returns
When evaluating Jereissati Participaes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jereissati Participaes stock have on its future price. Jereissati Participaes 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, Jereissati Participaes autocorrelation shows the relationship between Jereissati Participaes stock current value and its past values and can show if there is a momentum factor associated with investing in Jereissati Participaes 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.Additional Tools for Jereissati Stock Analysis
When running Jereissati Participaes' price analysis, check to measure Jereissati Participaes' 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 Jereissati Participaes is operating at the current time. Most of Jereissati Participaes' value examination focuses on studying past and present price action to predict the probability of Jereissati Participaes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jereissati Participaes' price. Additionally, you may evaluate how the addition of Jereissati Participaes to your portfolios can decrease your overall portfolio volatility.