RAPT3F (Brazil) Market Value
| RAPT3F Stock | BRL 6.58 0.04 0.61% |
| Symbol | RAPT3F |
Please note, there is a significant difference between RAPT3F's value and its price as these two are different measures arrived at by different means. Investors typically determine if RAPT3F is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, RAPT3F'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.
RAPT3F '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 RAPT3F'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 RAPT3F.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in RAPT3F on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding RAPT3F or generate 0.0% return on investment in RAPT3F over 30 days. RAPT3F is related to or competes with Taiwan Semiconductor, Apple, Alibaba Group, Microsoft, Banco Santander, Alphabet, and Alphabet. More
RAPT3F 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 RAPT3F'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 RAPT3F upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.1319 | |||
| Maximum Drawdown | 12.76 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 3.83 |
RAPT3F Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RAPT3F's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RAPT3F's standard deviation. In reality, there are many statistical measures that can use RAPT3F historical prices to predict the future RAPT3F's volatility.| Risk Adjusted Performance | 0.1279 | |||
| Jensen Alpha | 0.3152 | |||
| Total Risk Alpha | 0.1596 | |||
| Sortino Ratio | 0.129 | |||
| Treynor Ratio | 0.6401 |
RAPT3F Backtested Returns
RAPT3F appears to be somewhat reliable, given 3 months investment horizon. RAPT3F maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the company had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for RAPT3F, which you can use to evaluate the volatility of the entity. Please evaluate RAPT3F's Coefficient Of Variation of 602.1, mean deviation of 1.68, and Market Risk Adjusted Performance of 0.6501 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RAPT3F holds a performance score of 8. The firm holds a Beta of 0.55, which implies possible diversification benefits within a given portfolio. As returns on the market increase, RAPT3F's returns are expected to increase less than the market. However, during the bear market, the loss of holding RAPT3F is expected to be smaller as well. Please check RAPT3F's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether RAPT3F's historical price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
RAPT3F has good predictability. Overlapping area represents the amount of predictability between RAPT3F time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 RAPT3F price movement. The serial correlation of 0.67 indicates that around 67.0% of current RAPT3F price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
RAPT3F lagged returns against current returns
Autocorrelation, which is RAPT3F 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 RAPT3F's stock expected returns. We can calculate the autocorrelation of RAPT3F returns to help us make a trade decision. For example, suppose you find that RAPT3F 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 |
RAPT3F 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 RAPT3F stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RAPT3F stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RAPT3F stock over time.
Current vs Lagged Prices |
| Timeline |
RAPT3F Lagged Returns
When evaluating RAPT3F's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RAPT3F stock have on its future price. RAPT3F 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, RAPT3F autocorrelation shows the relationship between RAPT3F stock current value and its past values and can show if there is a momentum factor associated with investing in RAPT3F.
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 RAPT3F Stock
RAPT3F financial ratios help investors to determine whether RAPT3F 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 RAPT3F with respect to the benefits of owning RAPT3F security.