Stoneco Stock Market Value
| STNE Stock | USD 10.26 0.99 10.68% |
| Symbol | StoneCo |
StoneCo Price To Book Ratio
Is Data Processing & Outsourced Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of StoneCo. If investors know StoneCo will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about StoneCo listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.424 | Earnings Share 1.1 | Revenue Per Share 40.33 | Quarterly Revenue Growth 0.088 | Return On Assets 0.0731 |
The market value of StoneCo is measured differently than its book value, which is the value of StoneCo that is recorded on the company's balance sheet. Investors also form their own opinion of StoneCo's value that differs from its market value or its book value, called intrinsic value, which is StoneCo's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because StoneCo's market value can be influenced by many factors that don't directly affect StoneCo's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between StoneCo's value and its price as these two are different measures arrived at by different means. Investors typically determine if StoneCo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, StoneCo'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.
StoneCo '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 StoneCo'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 StoneCo.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in StoneCo on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding StoneCo or generate 0.0% return on investment in StoneCo over 720 days. StoneCo is related to or competes with Oneconnect Financial, Global Business, Alight, CS Disco, HeartCore Enterprises, Infobird, and Smartsheet. StoneCo Ltd. provides financial technology solutions to merchants and integrated partners to conduct electronic commerce... More
StoneCo 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 StoneCo'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 StoneCo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 15.16 | |||
| Value At Risk | (5.82) | |||
| Potential Upside | 3.24 |
StoneCo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for StoneCo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as StoneCo's standard deviation. In reality, there are many statistical measures that can use StoneCo historical prices to predict the future StoneCo's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.59) | |||
| Total Risk Alpha | (0.88) | |||
| Treynor Ratio | (0.28) |
StoneCo Backtested Returns
StoneCo owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13% return per unit of risk over the last 3 months. StoneCo exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate StoneCo's Variance of 8.95, coefficient of variation of (740.70), and Risk Adjusted Performance of (0.1) to confirm the risk estimate we provide. The entity has a beta of 1.46, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, StoneCo will likely underperform. At this point, StoneCo has a negative expected return of -0.38%. Please make sure to validate StoneCo's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if StoneCo performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
StoneCo has modest reverse predictability. Overlapping area represents the amount of predictability between StoneCo time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 StoneCo price movement. The serial correlation of -0.45 indicates that just about 45.0% of current StoneCo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 6.38 |
StoneCo lagged returns against current returns
Autocorrelation, which is StoneCo 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 StoneCo's stock expected returns. We can calculate the autocorrelation of StoneCo returns to help us make a trade decision. For example, suppose you find that StoneCo 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 |
StoneCo 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 StoneCo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if StoneCo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in StoneCo stock over time.
Current vs Lagged Prices |
| Timeline |
StoneCo Lagged Returns
When evaluating StoneCo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of StoneCo stock have on its future price. StoneCo 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, StoneCo autocorrelation shows the relationship between StoneCo stock current value and its past values and can show if there is a momentum factor associated with investing in StoneCo.
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.When determining whether StoneCo is a strong investment it is important to analyze StoneCo's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact StoneCo's future performance. For an informed investment choice regarding StoneCo Stock, refer to the following important reports:Check out StoneCo Correlation, StoneCo Volatility and StoneCo Alpha and Beta module to complement your research on StoneCo. For information on how to trade StoneCo Stock refer to our How to Trade StoneCo Stock guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
StoneCo technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.