Rumo SA (Brazil) Technical Analysis
| RAIL3 Stock | BRL 15.47 0.22 1.44% |
As of the 10th of February, Rumo SA holds the Risk Adjusted Performance of 0.0119, semi deviation of 2.76, and Coefficient Of Variation of 15349.59. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Rumo SA, as well as the relationship between them. Please check Rumo SA jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Rumo SA is priced some-what accurately, providing market reflects its current price of 15.47 per share.
Rumo SA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Rumo, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to RumoRumo |
Rumo SA '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 Rumo SA'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 Rumo SA.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Rumo SA on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Rumo SA or generate 0.0% return on investment in Rumo SA over 90 days. Rumo SA is related to or competes with Localiza Rent, Hidrovias, Marcopolo, and Marcopolo. Rumo S.A., through its subsidiaries, provides rail transportation services More
Rumo SA 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 Rumo SA'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 Rumo SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.87 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.08 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 3.23 |
Rumo SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rumo SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rumo SA's standard deviation. In reality, there are many statistical measures that can use Rumo SA historical prices to predict the future Rumo SA's volatility.| Risk Adjusted Performance | 0.0119 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0082 |
Rumo SA February 10, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0119 | |||
| Market Risk Adjusted Performance | 0.0182 | |||
| Mean Deviation | 1.54 | |||
| Semi Deviation | 2.76 | |||
| Downside Deviation | 2.87 | |||
| Coefficient Of Variation | 15349.59 | |||
| Standard Deviation | 2.44 | |||
| Variance | 5.95 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0082 | |||
| Maximum Drawdown | 16.08 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 3.23 | |||
| Downside Variance | 8.21 | |||
| Semi Variance | 7.61 | |||
| Expected Short fall | (1.39) | |||
| Skewness | (0.36) | |||
| Kurtosis | 5.55 |
Rumo SA Backtested Returns
Rumo SA maintains Sharpe Ratio (i.e., Efficiency) of -0.0264, which implies the firm had a -0.0264 % return per unit of risk over the last 3 months. Rumo SA exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rumo SA's Semi Deviation of 2.76, risk adjusted performance of 0.0119, and Coefficient Of Variation of 15349.59 to confirm the risk estimate we provide. The company holds a Beta of 0.72, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rumo SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rumo SA is expected to be smaller as well. At this point, Rumo SA has a negative expected return of -0.067%. Please make sure to check Rumo SA's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Rumo SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.82 |
Excellent reverse predictability
Rumo SA has excellent reverse predictability. Overlapping area represents the amount of predictability between Rumo SA time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 Rumo SA price movement. The serial correlation of -0.82 indicates that around 82.0% of current Rumo SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Rumo SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Rumo SA Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for Rumo SA across different markets.
About Rumo SA Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Rumo SA on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Rumo SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Rumo SA price pattern first instead of the macroeconomic environment surrounding Rumo SA. By analyzing Rumo SA's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Rumo SA's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Rumo SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
Rumo SA February 10, 2026 Technical Indicators
Most technical analysis of Rumo help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Rumo from various momentum indicators to cycle indicators. When you analyze Rumo charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0119 | |||
| Market Risk Adjusted Performance | 0.0182 | |||
| Mean Deviation | 1.54 | |||
| Semi Deviation | 2.76 | |||
| Downside Deviation | 2.87 | |||
| Coefficient Of Variation | 15349.59 | |||
| Standard Deviation | 2.44 | |||
| Variance | 5.95 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0082 | |||
| Maximum Drawdown | 16.08 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 3.23 | |||
| Downside Variance | 8.21 | |||
| Semi Variance | 7.61 | |||
| Expected Short fall | (1.39) | |||
| Skewness | (0.36) | |||
| Kurtosis | 5.55 |
Rumo SA February 10, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Rumo stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 198,884 | ||
| Daily Balance Of Power | 0.55 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 15.32 | ||
| Day Typical Price | 15.37 | ||
| Price Action Indicator | 0.26 |
Additional Tools for Rumo Stock Analysis
When running Rumo SA's price analysis, check to measure Rumo SA'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 Rumo SA is operating at the current time. Most of Rumo SA's value examination focuses on studying past and present price action to predict the probability of Rumo SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rumo SA's price. Additionally, you may evaluate how the addition of Rumo SA to your portfolios can decrease your overall portfolio volatility.