Visa (Brazil) Market Value
| VISA34 Stock | BRL 100.32 2.36 2.30% |
| Symbol | Visa |
Visa '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 Visa'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 Visa.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Visa on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Visa Inc or generate 0.0% return on investment in Visa over 30 days. Visa is related to or competes with Discover Financial, Bank of America, SVB Financial, Electronic Arts, Citizens Financial, and Mitsubishi UFJ. Visa Inc. operates as a payments technology company worldwide More
Visa 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 Visa'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 Visa Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.1301 | |||
| Maximum Drawdown | 7.88 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.55 |
Visa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Visa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Visa's standard deviation. In reality, there are many statistical measures that can use Visa historical prices to predict the future Visa's volatility.| Risk Adjusted Performance | 0.1027 | |||
| Jensen Alpha | 0.2099 | |||
| Total Risk Alpha | 0.2077 | |||
| Sortino Ratio | 0.1509 | |||
| Treynor Ratio | 0.9242 |
Visa Inc Backtested Returns
At this point, Visa is very steady. Visa Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Visa Inc, which you can use to evaluate the volatility of the company. Please validate Visa's Coefficient Of Variation of 729.69, risk adjusted performance of 0.1027, and Semi Deviation of 1.17 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Visa has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Visa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Visa is expected to be smaller as well. Visa Inc right now has a risk of 1.61%. Please validate Visa value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Visa will be following its existing price patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
Visa Inc has modest reverse predictability. Overlapping area represents the amount of predictability between Visa time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Visa Inc price movement. The serial correlation of -0.47 indicates that about 47.0% of current Visa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.92 |
Visa Inc lagged returns against current returns
Autocorrelation, which is Visa 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 Visa's stock expected returns. We can calculate the autocorrelation of Visa returns to help us make a trade decision. For example, suppose you find that Visa 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 |
Visa 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 Visa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Visa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Visa stock over time.
Current vs Lagged Prices |
| Timeline |
Visa Lagged Returns
When evaluating Visa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Visa stock have on its future price. Visa 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, Visa autocorrelation shows the relationship between Visa stock current value and its past values and can show if there is a momentum factor associated with investing in Visa Inc.
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 Visa Stock
Visa financial ratios help investors to determine whether Visa 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 Visa with respect to the benefits of owning Visa security.