ITSA3F (Brazil) Performance
| ITSA3F Stock | BRL 12.32 0.11 0.25% |
ITSA3F has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ITSA3F are expected to decrease at a much lower rate. During the bear market, ITSA3F is likely to outperform the market. ITSA3F presently retains a risk of 1.63%. Please check out ITSA3F treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if ITSA3F will be following its current trending patterns.
Risk-Adjusted Performance
Fair
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in ITSA3F are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, ITSA3F may actually be approaching a critical reversion point that can send shares even higher in February 2026. ...more
ITSA3F |
ITSA3F Relative Risk vs. Return Landscape
If you would invest 1,122 in ITSA3F on October 22, 2025 and sell it today you would earn a total of 99.00 from holding ITSA3F or generate 8.82% return on investment over 90 days. ITSA3F is generating 0.1543% of daily returns and assumes 1.6289% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than ITSA3F, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ITSA3F Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITSA3F's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ITSA3F, and traders can use it to determine the average amount a ITSA3F's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0947
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Estimated Market Risk
| 1.63 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.15 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average ITSA3F is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ITSA3F by adding it to a well-diversified portfolio.
About ITSA3F Performance
By analyzing ITSA3F's fundamental ratios, stakeholders can gain valuable insights into ITSA3F's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ITSA3F has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ITSA3F has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about ITSA3F performance evaluation
Checking the ongoing alerts about ITSA3F for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ITSA3F help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating ITSA3F's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate ITSA3F's stock performance include:- Analyzing ITSA3F's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether ITSA3F's stock is overvalued or undervalued compared to its peers.
- Examining ITSA3F's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating ITSA3F's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ITSA3F's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ITSA3F's stock. These opinions can provide insight into ITSA3F's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ITSA3F Stock analysis
When running ITSA3F's price analysis, check to measure ITSA3F'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 ITSA3F is operating at the current time. Most of ITSA3F's value examination focuses on studying past and present price action to predict the probability of ITSA3F's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ITSA3F's price. Additionally, you may evaluate how the addition of ITSA3F to your portfolios can decrease your overall portfolio volatility.
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