Tegma Gesto (Brazil) Market Value
| TGMA3 Stock | BRL 35.58 0.07 0.20% |
| Symbol | Tegma |
Tegma Gesto '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 Tegma Gesto'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 Tegma Gesto.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in Tegma Gesto on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding Tegma Gesto Logstica or generate 0.0% return on investment in Tegma Gesto over 30 days. Tegma Gesto is related to or competes with Randon SA, Randon SA, Movida Participaes, Mills Estruturas, Valid Solues, Eucatex SA, and Kepler Weber. Tegma Gesto Logstica S.A. provides logistics, transportation, and warehouse services in Brazil More
Tegma Gesto 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 Tegma Gesto'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 Tegma Gesto Logstica upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.0365 | |||
| Maximum Drawdown | 10.61 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.5 |
Tegma Gesto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tegma Gesto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tegma Gesto's standard deviation. In reality, there are many statistical measures that can use Tegma Gesto historical prices to predict the future Tegma Gesto's volatility.| Risk Adjusted Performance | 0.0777 | |||
| Jensen Alpha | 0.1857 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0429 | |||
| Treynor Ratio | (0.59) |
Tegma Gesto Logstica Backtested Returns
Currently, Tegma Gesto Logstica is very steady. Tegma Gesto Logstica owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tegma Gesto Logstica, which you can use to evaluate the volatility of the company. Please validate Tegma Gesto's Risk Adjusted Performance of 0.0777, coefficient of variation of 963.5, and Semi Deviation of 1.2 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Tegma Gesto has a performance score of 8 on a scale of 0 to 100. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tegma Gesto are expected to decrease at a much lower rate. During the bear market, Tegma Gesto is likely to outperform the market. Tegma Gesto Logstica right now has a risk of 1.69%. Please validate Tegma Gesto coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Tegma Gesto will be following its existing price patterns.
Auto-correlation | 0.49 |
Average predictability
Tegma Gesto Logstica has average predictability. Overlapping area represents the amount of predictability between Tegma Gesto time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th 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 Tegma Gesto Logstica price movement. The serial correlation of 0.49 indicates that about 49.0% of current Tegma Gesto price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Tegma Gesto Logstica lagged returns against current returns
Autocorrelation, which is Tegma Gesto 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 Tegma Gesto's stock expected returns. We can calculate the autocorrelation of Tegma Gesto returns to help us make a trade decision. For example, suppose you find that Tegma Gesto 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 |
Tegma Gesto 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 Tegma Gesto stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tegma Gesto stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tegma Gesto stock over time.
Current vs Lagged Prices |
| Timeline |
Tegma Gesto Lagged Returns
When evaluating Tegma Gesto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tegma Gesto stock have on its future price. Tegma Gesto 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, Tegma Gesto autocorrelation shows the relationship between Tegma Gesto stock current value and its past values and can show if there is a momentum factor associated with investing in Tegma Gesto Logstica.
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 Tegma Stock Analysis
When running Tegma Gesto's price analysis, check to measure Tegma Gesto'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 Tegma Gesto is operating at the current time. Most of Tegma Gesto's value examination focuses on studying past and present price action to predict the probability of Tegma Gesto's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tegma Gesto's price. Additionally, you may evaluate how the addition of Tegma Gesto to your portfolios can decrease your overall portfolio volatility.