ITSA3F (Brazil) Market Value
| ITSA3F Stock | BRL 12.18 0.08 0.66% |
| Symbol | ITSA3F |
Please note, there is a significant difference between ITSA3F's value and its price as these two are different measures arrived at by different means. Investors typically determine if ITSA3F is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ITSA3F'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.
ITSA3F '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 ITSA3F'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 ITSA3F.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in ITSA3F on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding ITSA3F or generate 0.0% return on investment in ITSA3F over 30 days. ITSA3F is related to or competes with UnitedHealth Group, Mitsubishi UFJ, Public Storage, Paycom Software, and Planet Fitness. More
ITSA3F 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 ITSA3F'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 ITSA3F upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.0458 | |||
| Maximum Drawdown | 10.72 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.25 |
ITSA3F Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITSA3F's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ITSA3F's standard deviation. In reality, there are many statistical measures that can use ITSA3F historical prices to predict the future ITSA3F's volatility.| Risk Adjusted Performance | 0.0814 | |||
| Jensen Alpha | 0.1936 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0385 | |||
| Treynor Ratio | (0.47) |
ITSA3F Backtested Returns
At this point, ITSA3F is not too volatile. ITSA3F holds Efficiency (Sharpe) Ratio of 0.093, which attests that the entity had a 0.093 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for ITSA3F, which you can use to evaluate the volatility of the firm. Please check out ITSA3F's market risk adjusted performance of (0.46), and Risk Adjusted Performance of 0.0814 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. ITSA3F has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ITSA3F are expected to decrease at a much lower rate. During the bear market, ITSA3F is likely to outperform the market. ITSA3F presently retains a risk of 1.64%. Please check out ITSA3F treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if ITSA3F will be following its current trending patterns.
Auto-correlation | -0.66 |
Very good reverse predictability
ITSA3F has very good reverse predictability. Overlapping area represents the amount of predictability between ITSA3F time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 ITSA3F price movement. The serial correlation of -0.66 indicates that around 66.0% of current ITSA3F price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ITSA3F lagged returns against current returns
Autocorrelation, which is ITSA3F 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 ITSA3F's stock expected returns. We can calculate the autocorrelation of ITSA3F returns to help us make a trade decision. For example, suppose you find that ITSA3F 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 |
ITSA3F 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 ITSA3F stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ITSA3F stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ITSA3F stock over time.
Current vs Lagged Prices |
| Timeline |
ITSA3F Lagged Returns
When evaluating ITSA3F's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ITSA3F stock have on its future price. ITSA3F 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, ITSA3F autocorrelation shows the relationship between ITSA3F stock current value and its past values and can show if there is a momentum factor associated with investing in ITSA3F.
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.Other Information on Investing in ITSA3F Stock
ITSA3F financial ratios help investors to determine whether ITSA3F Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ITSA3F with respect to the benefits of owning ITSA3F security.