Trevisa Investimentos (Brazil) Market Value
| LUXM4 Preferred Stock | BRL 4.20 0.05 1.18% |
| Symbol | Trevisa |
Trevisa Investimentos '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 Trevisa Investimentos' preferred 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 Trevisa Investimentos.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in Trevisa Investimentos on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding Trevisa Investimentos SA or generate 0.0% return on investment in Trevisa Investimentos over 30 days. Trevisa Investimentos is related to or competes with Sondotcnica Engenharia, Sequoia Logstica, Inepar SA, Inepar SA, Recrusul, Recrusul, and Infracommerce CXaaS. Trevisa Investimentos S.A., through its subsidiaries, provides water transportation logistics services for various ports... More
Trevisa Investimentos 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 Trevisa Investimentos' preferred 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 Trevisa Investimentos SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.05 | |||
| Information Ratio | 0.0859 | |||
| Maximum Drawdown | 15.36 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 6.47 |
Trevisa Investimentos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trevisa Investimentos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trevisa Investimentos' standard deviation. In reality, there are many statistical measures that can use Trevisa Investimentos historical prices to predict the future Trevisa Investimentos' volatility.| Risk Adjusted Performance | 0.0907 | |||
| Jensen Alpha | 0.3964 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0923 | |||
| Treynor Ratio | (2.45) |
Trevisa Investimentos Backtested Returns
Trevisa Investimentos appears to be unstable, given 3 months investment horizon. Trevisa Investimentos owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Trevisa Investimentos SA, which you can use to evaluate the volatility of the company. Please review Trevisa Investimentos' Risk Adjusted Performance of 0.0907, semi deviation of 2.36, and Coefficient Of Variation of 837.59 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Trevisa Investimentos holds a performance score of 9. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Trevisa Investimentos are expected to decrease at a much lower rate. During the bear market, Trevisa Investimentos is likely to outperform the market. Please check Trevisa Investimentos' total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether Trevisa Investimentos' existing price patterns will revert.
Auto-correlation | -0.83 |
Excellent reverse predictability
Trevisa Investimentos SA has excellent reverse predictability. Overlapping area represents the amount of predictability between Trevisa Investimentos time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th 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 Trevisa Investimentos price movement. The serial correlation of -0.83 indicates that around 83.0% of current Trevisa Investimentos price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Trevisa Investimentos lagged returns against current returns
Autocorrelation, which is Trevisa Investimentos preferred 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 Trevisa Investimentos' preferred stock expected returns. We can calculate the autocorrelation of Trevisa Investimentos returns to help us make a trade decision. For example, suppose you find that Trevisa Investimentos has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Trevisa Investimentos 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 Trevisa Investimentos preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trevisa Investimentos preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trevisa Investimentos preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Trevisa Investimentos Lagged Returns
When evaluating Trevisa Investimentos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trevisa Investimentos preferred stock have on its future price. Trevisa Investimentos 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, Trevisa Investimentos autocorrelation shows the relationship between Trevisa Investimentos preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Trevisa Investimentos SA.
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 Trevisa Preferred Stock Analysis
When running Trevisa Investimentos' price analysis, check to measure Trevisa Investimentos' 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 Trevisa Investimentos is operating at the current time. Most of Trevisa Investimentos' value examination focuses on studying past and present price action to predict the probability of Trevisa Investimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trevisa Investimentos' price. Additionally, you may evaluate how the addition of Trevisa Investimentos to your portfolios can decrease your overall portfolio volatility.