Yduqs Participaes (Brazil) Market Value
| YDUQ3 Stock | BRL 10.15 0.14 1.40% |
| Symbol | Yduqs |
Yduqs Participaes '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 Yduqs Participaes' 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 Yduqs Participaes.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Yduqs Participaes on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Yduqs Participaes SA or generate 0.0% return on investment in Yduqs Participaes over 540 days. Yduqs Participaes is related to or competes with Fras Le, BTG Pactual, Telefonaktiebolaget, Cable One, Randon SA, and Alphabet. Yduqs Participaes S.A. operates as a higher education company More
Yduqs Participaes 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 Yduqs Participaes' 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 Yduqs Participaes SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.99 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.99 | |||
| Value At Risk | (5.34) | |||
| Potential Upside | 6.51 |
Yduqs Participaes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yduqs Participaes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yduqs Participaes' standard deviation. In reality, there are many statistical measures that can use Yduqs Participaes historical prices to predict the future Yduqs Participaes' volatility.| Risk Adjusted Performance | 0.02 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.48) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0681 |
Yduqs Participaes Backtested Returns
Currently, Yduqs Participaes SA is somewhat reliable. Yduqs Participaes shows Sharpe Ratio of 0.0138, which attests that the company had a 0.0138% return per unit of risk over the last 3 months. We have found thirty technical indicators for Yduqs Participaes, which you can use to evaluate the volatility of the company. Please check out Yduqs Participaes' Mean Deviation of 2.56, market risk adjusted performance of 0.0781, and Downside Deviation of 2.99 to validate if the risk estimate we provide is consistent with the expected return of 0.0443%. Yduqs Participaes has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of 0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yduqs Participaes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Yduqs Participaes is expected to be smaller as well. Yduqs Participaes right now maintains a risk of 3.22%. Please check out Yduqs Participaes expected short fall, daily balance of power, and the relationship between the downside variance and kurtosis , to decide if Yduqs Participaes will be following its historical returns.
Auto-correlation | -0.35 |
Poor reverse predictability
Yduqs Participaes SA has poor reverse predictability. Overlapping area represents the amount of predictability between Yduqs Participaes time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 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 Yduqs Participaes price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Yduqs Participaes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 10.01 |
Yduqs Participaes lagged returns against current returns
Autocorrelation, which is Yduqs Participaes 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 Yduqs Participaes' stock expected returns. We can calculate the autocorrelation of Yduqs Participaes returns to help us make a trade decision. For example, suppose you find that Yduqs Participaes 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 |
Yduqs Participaes 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 Yduqs Participaes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yduqs Participaes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yduqs Participaes stock over time.
Current vs Lagged Prices |
| Timeline |
Yduqs Participaes Lagged Returns
When evaluating Yduqs Participaes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yduqs Participaes stock have on its future price. Yduqs Participaes 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, Yduqs Participaes autocorrelation shows the relationship between Yduqs Participaes stock current value and its past values and can show if there is a momentum factor associated with investing in Yduqs Participaes 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 Yduqs Stock Analysis
When running Yduqs Participaes' price analysis, check to measure Yduqs Participaes' 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 Yduqs Participaes is operating at the current time. Most of Yduqs Participaes' value examination focuses on studying past and present price action to predict the probability of Yduqs Participaes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yduqs Participaes' price. Additionally, you may evaluate how the addition of Yduqs Participaes to your portfolios can decrease your overall portfolio volatility.