Construtora Tenda (Brazil) Market Value
| TEND3 Stock | BRL 22.85 0.91 3.83% |
| Symbol | Construtora |
Construtora Tenda '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 Construtora Tenda'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 Construtora Tenda.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Construtora Tenda on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding Construtora Tenda SA or generate 0.0% return on investment in Construtora Tenda over 30 days. Construtora Tenda is related to or competes with Lavvi Empreendimentos, Moura Dubeux, EZTEC Empreendimentos, LOG Commercial, Trisul SA, JHSF Participaes, and Mitre Realty. Construtora Tenda S.A., together with its subsidiaries, operates as a homebuilder and real estate developer in the low-i... More
Construtora Tenda 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 Construtora Tenda'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 Construtora Tenda SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.39 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 17.93 | |||
| Value At Risk | (5.46) | |||
| Potential Upside | 4.48 |
Construtora Tenda Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Construtora Tenda's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Construtora Tenda's standard deviation. In reality, there are many statistical measures that can use Construtora Tenda historical prices to predict the future Construtora Tenda's volatility.| Risk Adjusted Performance | 0.0182 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0481 |
Construtora Tenda Backtested Returns
Currently, Construtora Tenda SA is not too volatile. Construtora Tenda secures Sharpe Ratio (or Efficiency) of 0.0275, which signifies that the company had a 0.0275 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Construtora Tenda SA, which you can use to evaluate the volatility of the firm. Please confirm Construtora Tenda's Risk Adjusted Performance of 0.0182, mean deviation of 2.37, and Downside Deviation of 3.39 to double-check if the risk estimate we provide is consistent with the expected return of 0.092%. Construtora Tenda has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Construtora Tenda's returns are expected to increase less than the market. However, during the bear market, the loss of holding Construtora Tenda is expected to be smaller as well. Construtora Tenda right now shows a risk of 3.34%. Please confirm Construtora Tenda total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Construtora Tenda will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Construtora Tenda SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Construtora Tenda time series from 20th of December 2025 to 4th of January 2026 and 4th of January 2026 to 19th 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 Construtora Tenda price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Construtora Tenda price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Construtora Tenda lagged returns against current returns
Autocorrelation, which is Construtora Tenda 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 Construtora Tenda's stock expected returns. We can calculate the autocorrelation of Construtora Tenda returns to help us make a trade decision. For example, suppose you find that Construtora Tenda 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 |
Construtora Tenda 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 Construtora Tenda stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Construtora Tenda stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Construtora Tenda stock over time.
Current vs Lagged Prices |
| Timeline |
Construtora Tenda Lagged Returns
When evaluating Construtora Tenda's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Construtora Tenda stock have on its future price. Construtora Tenda 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, Construtora Tenda autocorrelation shows the relationship between Construtora Tenda stock current value and its past values and can show if there is a momentum factor associated with investing in Construtora Tenda SA.
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 Construtora Stock Analysis
When running Construtora Tenda's price analysis, check to measure Construtora Tenda'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 Construtora Tenda is operating at the current time. Most of Construtora Tenda's value examination focuses on studying past and present price action to predict the probability of Construtora Tenda's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Construtora Tenda's price. Additionally, you may evaluate how the addition of Construtora Tenda to your portfolios can decrease your overall portfolio volatility.