Moura Dubeux (Brazil) Market Value
| MDNE3 Stock | BRL 12.31 0.16 1.32% |
| Symbol | Moura |
Moura Dubeux '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 Moura Dubeux'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 Moura Dubeux.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Moura Dubeux on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Moura Dubeux Engenharia or generate 0.0% return on investment in Moura Dubeux over 30 days. Moura Dubeux is related to or competes with Rossi Residencial, Tecnisa SA, and Viver Incorporadora. Moura Dubeux Engenharia S.A. provides real estate development services in Brazil More
Moura Dubeux 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 Moura Dubeux'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 Moura Dubeux Engenharia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 20.32 | |||
| Value At Risk | (4.64) | |||
| Potential Upside | 3.55 |
Moura Dubeux Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moura Dubeux's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moura Dubeux's standard deviation. In reality, there are many statistical measures that can use Moura Dubeux historical prices to predict the future Moura Dubeux's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | (0.72) |
Moura Dubeux Engenharia Backtested Returns
Moura Dubeux Engenharia has Sharpe Ratio of -0.0568, which conveys that the firm had a -0.0568% return per unit of risk over the last 3 months. Moura Dubeux exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Moura Dubeux's Standard Deviation of 2.87, mean deviation of 1.86, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Moura Dubeux's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moura Dubeux is expected to be smaller as well. At this point, Moura Dubeux Engenharia has a negative expected return of -0.16%. Please make sure to verify Moura Dubeux's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Moura Dubeux Engenharia performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Moura Dubeux Engenharia has below average predictability. Overlapping area represents the amount of predictability between Moura Dubeux time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Moura Dubeux Engenharia price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Moura Dubeux price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 1.32 |
Moura Dubeux Engenharia lagged returns against current returns
Autocorrelation, which is Moura Dubeux 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 Moura Dubeux's stock expected returns. We can calculate the autocorrelation of Moura Dubeux returns to help us make a trade decision. For example, suppose you find that Moura Dubeux 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 |
Moura Dubeux 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 Moura Dubeux stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moura Dubeux stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moura Dubeux stock over time.
Current vs Lagged Prices |
| Timeline |
Moura Dubeux Lagged Returns
When evaluating Moura Dubeux's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moura Dubeux stock have on its future price. Moura Dubeux 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, Moura Dubeux autocorrelation shows the relationship between Moura Dubeux stock current value and its past values and can show if there is a momentum factor associated with investing in Moura Dubeux Engenharia.
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 Moura Stock Analysis
When running Moura Dubeux's price analysis, check to measure Moura Dubeux'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 Moura Dubeux is operating at the current time. Most of Moura Dubeux's value examination focuses on studying past and present price action to predict the probability of Moura Dubeux's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Moura Dubeux's price. Additionally, you may evaluate how the addition of Moura Dubeux to your portfolios can decrease your overall portfolio volatility.