MRS Logstica (Brazil) Market Value
| MRSA6B Stock | BRL 44.50 0.00 0.00% |
| Symbol | MRS |
Please note, there is a significant difference between MRS Logstica's value and its price as these two are different measures arrived at by different means. Investors typically determine if MRS Logstica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MRS Logstica'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.
MRS Logstica '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 MRS Logstica'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 MRS Logstica.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in MRS Logstica on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding MRS Logstica SA or generate 0.0% return on investment in MRS Logstica over 30 days. MRS Logstica is related to or competes with Marcopolo, Marcopolo, EcoRodovias Infraestrutura, Hidrovias, Vamos Locao, Orizon Valorizao, and Mills Estruturas. More
MRS Logstica 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 MRS Logstica'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 MRS Logstica SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1579 | |||
| Maximum Drawdown | 49.89 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 8.51 |
MRS Logstica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MRS Logstica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MRS Logstica's standard deviation. In reality, there are many statistical measures that can use MRS Logstica historical prices to predict the future MRS Logstica's volatility.| Risk Adjusted Performance | 0.1373 | |||
| Jensen Alpha | 1.15 | |||
| Total Risk Alpha | 0.4011 | |||
| Treynor Ratio | (16.35) |
MRS Logstica SA Backtested Returns
MRS Logstica is not too volatile given 3 months investment horizon. MRS Logstica SA has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of standard deviation over the last 3 months. We are able to interpolate and collect eighteen different technical indicators, which can help you to evaluate if expected returns of 1.15% are justified by taking the suggested risk. Use MRS Logstica SA Market Risk Adjusted Performance of (16.34), mean deviation of 2.88, and Risk Adjusted Performance of 0.1373 to evaluate company specific risk that cannot be diversified away. MRS Logstica holds a performance score of 13 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.07, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MRS Logstica are expected to decrease at a much lower rate. During the bear market, MRS Logstica is likely to outperform the market. Use MRS Logstica SA value at risk, skewness, rate of daily change, as well as the relationship between the potential upside and kurtosis , to analyze future returns on MRS Logstica SA.
Auto-correlation | 0.00 |
No correlation between past and present
MRS Logstica SA has no correlation between past and present. Overlapping area represents the amount of predictability between MRS Logstica time series from 14th of December 2025 to 29th of December 2025 and 29th 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 MRS Logstica SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current MRS Logstica price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MRS Logstica SA lagged returns against current returns
Autocorrelation, which is MRS Logstica 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 MRS Logstica's stock expected returns. We can calculate the autocorrelation of MRS Logstica returns to help us make a trade decision. For example, suppose you find that MRS Logstica 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 |
MRS Logstica 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 MRS Logstica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MRS Logstica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MRS Logstica stock over time.
Current vs Lagged Prices |
| Timeline |
MRS Logstica Lagged Returns
When evaluating MRS Logstica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MRS Logstica stock have on its future price. MRS Logstica 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, MRS Logstica autocorrelation shows the relationship between MRS Logstica stock current value and its past values and can show if there is a momentum factor associated with investing in MRS Logstica 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.Other Information on Investing in MRS Stock
MRS Logstica financial ratios help investors to determine whether MRS 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 MRS with respect to the benefits of owning MRS Logstica security.