BRF SA's market value is the price at which a share of BRF SA trades on a public exchange. It measures the collective expectations of BRF SA investors about its performance. BRF SA is trading at 3.72 as of the 10th of January 2025. This is a 1.64% up since the beginning of the trading day. The stock's lowest day price was 3.72. With this module, you can estimate the performance of a buy and hold strategy of BRF SA and determine expected loss or profit from investing in BRF SA over a given investment horizon. Check out BRF SA Correlation, BRF SA Volatility and BRF SA Alpha and Beta module to complement your research on BRF SA.
Please note, there is a significant difference between BRF SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if BRF SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BRF SA'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.
BRF SA '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 BRF SA'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 BRF SA.
0.00
12/11/2024
No Change 0.00
0.0
In 31 days
01/10/2025
0.00
If you would invest 0.00 in BRF SA on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding BRF SA or generate 0.0% return on investment in BRF SA over 30 days. BRF SA is related to or competes with Thai Beverage, National Beverage, Austevoll Seafood, Apollo Investment, AGNC INVESTMENT, FIRST SAVINGS, and Nomad Foods. BRF S.A. focuses on raising, producing, and slaughtering poultry and pork for processing, production, and sale of fresh ... More
BRF SA 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 BRF SA'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 BRF SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRF SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BRF SA's standard deviation. In reality, there are many statistical measures that can use BRF SA historical prices to predict the future BRF SA's volatility.
At this point, BRF SA is moderately volatile. BRF SA secures Sharpe Ratio (or Efficiency) of 0.0485, which signifies that the company had a 0.0485% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for BRF SA, which you can use to evaluate the volatility of the firm. Please confirm BRF SA's Standard Deviation of 2.58, mean deviation of 1.88, and Risk Adjusted Performance of (0.02) to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. BRF SA has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BRF SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding BRF SA is expected to be smaller as well. BRF SA now shows a risk of 2.45%. Please confirm BRF SA maximum drawdown, daily balance of power, and the relationship between the total risk alpha and skewness , to decide if BRF SA will be following its price patterns.
Auto-correlation
0.70
Good predictability
BRF SA has good predictability. Overlapping area represents the amount of predictability between BRF SA time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BRF SA price movement. The serial correlation of 0.7 indicates that around 70.0% of current BRF SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.7
Spearman Rank Test
0.45
Residual Average
0.0
Price Variance
0.01
BRF SA lagged returns against current returns
Autocorrelation, which is BRF SA 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 BRF SA's stock expected returns. We can calculate the autocorrelation of BRF SA returns to help us make a trade decision. For example, suppose you find that BRF SA 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
BRF SA 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 BRF SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BRF SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BRF SA stock over time.
Current vs Lagged Prices
Timeline
BRF SA Lagged Returns
When evaluating BRF SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BRF SA stock have on its future price. BRF SA 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, BRF SA autocorrelation shows the relationship between BRF SA stock current value and its past values and can show if there is a momentum factor associated with investing in BRF SA.
BRF SA financial ratios help investors to determine whether BRF 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 BRF with respect to the benefits of owning BRF SA security.