Indstrias Romi (Brazil) Technical Analysis
| ROMI3 Stock | BRL 8.52 0.25 2.85% |
As of the 29th of January, Indstrias Romi retains the Market Risk Adjusted Performance of (0.40), downside deviation of 1.1, and Risk Adjusted Performance of 0.0776. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Indstrias Romi SA, as well as the relationship between them. Please check out Indstrias Romi SA downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if Indstrias Romi is priced fairly, providing market reflects its last-minute price of 8.52 per share.
Indstrias Romi Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Indstrias, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to IndstriasIndstrias |
Indstrias Romi '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 Indstrias Romi'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 Indstrias Romi.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Indstrias Romi on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Indstrias Romi SA or generate 0.0% return on investment in Indstrias Romi over 90 days. Indstrias Romi is related to or competes with Taurus Armas, Taurus Armas, METISA Metalrgica, PBG SA, Ambipar Participaes, Aeris Indstria, and Eternit SA. Romi S.A. manufactures and sells machine tools, plastic processing machines, and cast and machined cast iron parts in Br... More
Indstrias Romi 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 Indstrias Romi'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 Indstrias Romi SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0498 | |||
| Maximum Drawdown | 4.16 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.89 |
Indstrias Romi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indstrias Romi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indstrias Romi's standard deviation. In reality, there are many statistical measures that can use Indstrias Romi historical prices to predict the future Indstrias Romi's volatility.| Risk Adjusted Performance | 0.0776 | |||
| Jensen Alpha | 0.1241 | |||
| Total Risk Alpha | 0.0266 | |||
| Sortino Ratio | 0.0534 | |||
| Treynor Ratio | (0.41) |
Indstrias Romi January 29, 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 | 0.0776 | |||
| Market Risk Adjusted Performance | (0.40) | |||
| Mean Deviation | 0.8451 | |||
| Semi Deviation | 0.9639 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 984.01 | |||
| Standard Deviation | 1.18 | |||
| Variance | 1.4 | |||
| Information Ratio | 0.0498 | |||
| Jensen Alpha | 0.1241 | |||
| Total Risk Alpha | 0.0266 | |||
| Sortino Ratio | 0.0534 | |||
| Treynor Ratio | (0.41) | |||
| Maximum Drawdown | 4.16 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.89 | |||
| Downside Variance | 1.22 | |||
| Semi Variance | 0.9291 | |||
| Expected Short fall | (0.99) | |||
| Skewness | 0.4355 | |||
| Kurtosis | 2.04 |
Indstrias Romi SA Backtested Returns
Currently, Indstrias Romi SA is not too volatile. Indstrias Romi SA holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Indstrias Romi SA, which you can use to evaluate the volatility of the firm. Please check out Indstrias Romi's Market Risk Adjusted Performance of (0.40), downside deviation of 1.1, and Risk Adjusted Performance of 0.0776 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Indstrias Romi has a performance score of 8 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Indstrias Romi are expected to decrease at a much lower rate. During the bear market, Indstrias Romi is likely to outperform the market. Indstrias Romi SA right now retains a risk of 1.18%. Please check out Indstrias Romi downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Indstrias Romi will be following its current trending patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Indstrias Romi SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Indstrias Romi time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Indstrias Romi SA price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Indstrias Romi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Indstrias Romi 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.
Indstrias Romi SA Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Indstrias Romi SA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Indstrias Romi 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 Indstrias Romi 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 Indstrias Romi SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Indstrias Romi SA price pattern first instead of the macroeconomic environment surrounding Indstrias Romi SA. By analyzing Indstrias Romi'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 Indstrias Romi'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 Indstrias Romi specific price patterns or momentum indicators. Please read more on our technical analysis page.
Indstrias Romi January 29, 2026 Technical Indicators
Most technical analysis of Indstrias 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 Indstrias from various momentum indicators to cycle indicators. When you analyze Indstrias 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 | 0.0776 | |||
| Market Risk Adjusted Performance | (0.40) | |||
| Mean Deviation | 0.8451 | |||
| Semi Deviation | 0.9639 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 984.01 | |||
| Standard Deviation | 1.18 | |||
| Variance | 1.4 | |||
| Information Ratio | 0.0498 | |||
| Jensen Alpha | 0.1241 | |||
| Total Risk Alpha | 0.0266 | |||
| Sortino Ratio | 0.0534 | |||
| Treynor Ratio | (0.41) | |||
| Maximum Drawdown | 4.16 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.89 | |||
| Downside Variance | 1.22 | |||
| Semi Variance | 0.9291 | |||
| Expected Short fall | (0.99) | |||
| Skewness | 0.4355 | |||
| Kurtosis | 2.04 |
Indstrias Romi January 29, 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 Indstrias 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 | 14,233 | ||
| Daily Balance Of Power | (0.54) | ||
| Rate Of Daily Change | 0.97 | ||
| Day Median Price | 8.69 | ||
| Day Typical Price | 8.63 | ||
| Price Action Indicator | (0.30) |
Additional Tools for Indstrias Stock Analysis
When running Indstrias Romi's price analysis, check to measure Indstrias Romi'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 Indstrias Romi is operating at the current time. Most of Indstrias Romi's value examination focuses on studying past and present price action to predict the probability of Indstrias Romi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indstrias Romi's price. Additionally, you may evaluate how the addition of Indstrias Romi to your portfolios can decrease your overall portfolio volatility.