Motiva Infraestrutura (Brazil) Market Value
| MOTV3 Stock | 15.37 0.17 1.09% |
| Symbol | Motiva |
Motiva Infraestrutura '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 Motiva Infraestrutura'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 Motiva Infraestrutura.
| 11/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Motiva Infraestrutura on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Motiva Infraestrutura de or generate 0.0% return on investment in Motiva Infraestrutura over 60 days.
Motiva Infraestrutura 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 Motiva Infraestrutura'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 Motiva Infraestrutura de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.0571 | |||
| Maximum Drawdown | 9.62 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 2.45 |
Motiva Infraestrutura Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Motiva Infraestrutura's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Motiva Infraestrutura's standard deviation. In reality, there are many statistical measures that can use Motiva Infraestrutura historical prices to predict the future Motiva Infraestrutura's volatility.| Risk Adjusted Performance | 0.0908 | |||
| Jensen Alpha | 0.1398 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0456 | |||
| Treynor Ratio | 0.3661 |
Motiva Infraestrutura Backtested Returns
Currently, Motiva Infraestrutura de is not too volatile. Motiva Infraestrutura has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Motiva Infraestrutura, which you can use to evaluate the volatility of the firm. Please verify Motiva Infraestrutura's Mean Deviation of 1.24, downside deviation of 2.12, and Risk Adjusted Performance of 0.0908 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Motiva Infraestrutura has a performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Motiva Infraestrutura's returns are expected to increase less than the market. However, during the bear market, the loss of holding Motiva Infraestrutura is expected to be smaller as well. Motiva Infraestrutura right now secures a risk of 1.71%. Please verify Motiva Infraestrutura de downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to decide if Motiva Infraestrutura de will be following its current price movements.
Auto-correlation | 0.06 |
Virtually no predictability
Motiva Infraestrutura de has virtually no predictability. Overlapping area represents the amount of predictability between Motiva Infraestrutura time series from 14th of November 2025 to 14th of December 2025 and 14th of December 2025 to 13th 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 Motiva Infraestrutura price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Motiva Infraestrutura price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Motiva Infraestrutura lagged returns against current returns
Autocorrelation, which is Motiva Infraestrutura 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 Motiva Infraestrutura's stock expected returns. We can calculate the autocorrelation of Motiva Infraestrutura returns to help us make a trade decision. For example, suppose you find that Motiva Infraestrutura 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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Motiva Infraestrutura 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 Motiva Infraestrutura stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Motiva Infraestrutura stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Motiva Infraestrutura stock over time.
Current vs Lagged Prices |
| Timeline |
Motiva Infraestrutura Lagged Returns
When evaluating Motiva Infraestrutura's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Motiva Infraestrutura stock have on its future price. Motiva Infraestrutura 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, Motiva Infraestrutura autocorrelation shows the relationship between Motiva Infraestrutura stock current value and its past values and can show if there is a momentum factor associated with investing in Motiva Infraestrutura de.
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 Motiva Stock Analysis
When running Motiva Infraestrutura's price analysis, check to measure Motiva Infraestrutura'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 Motiva Infraestrutura is operating at the current time. Most of Motiva Infraestrutura's value examination focuses on studying past and present price action to predict the probability of Motiva Infraestrutura's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Motiva Infraestrutura's price. Additionally, you may evaluate how the addition of Motiva Infraestrutura to your portfolios can decrease your overall portfolio volatility.