SIMPAR SA (Brazil) Technical Analysis
| SIMH3 Stock | BRL 6.91 0.21 3.13% |
As of the 7th of February, SIMPAR SA has the risk adjusted performance of 0.1429, and Coefficient Of Variation of 597.58. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SIMPAR SA, as well as the relationship between them. Please validate SIMPAR SA jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if SIMPAR SA is priced adequately, providing market reflects its prevalent price of 6.91 per share.
SIMPAR 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 SIMPAR, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SIMPARSIMPAR |
SIMPAR 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 SIMPAR 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 SIMPAR SA.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in SIMPAR SA on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding SIMPAR SA or generate 0.0% return on investment in SIMPAR SA over 90 days. SIMPAR SA is related to or competes with Vamos Locao, Movida Participaes, Hidrovias, Log In, Mills Estruturas, Tegma Gesto, and EcoRodovias Infraestrutura. SIMPAR S.A., through its subsidiaries, provides light vehicle rental, and fleet management and outsourcing services in B... More
SIMPAR 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 SIMPAR 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 SIMPAR SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.94 | |||
| Information Ratio | 0.1458 | |||
| Maximum Drawdown | 22.73 | |||
| Value At Risk | (6.69) | |||
| Potential Upside | 8.11 |
SIMPAR SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SIMPAR SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SIMPAR SA's standard deviation. In reality, there are many statistical measures that can use SIMPAR SA historical prices to predict the future SIMPAR SA's volatility.| Risk Adjusted Performance | 0.1429 | |||
| Jensen Alpha | 0.6211 | |||
| Total Risk Alpha | 0.2751 | |||
| Sortino Ratio | 0.1539 | |||
| Treynor Ratio | 0.8329 |
SIMPAR SA February 7, 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 | 0.1429 | |||
| Market Risk Adjusted Performance | 0.8429 | |||
| Mean Deviation | 2.98 | |||
| Semi Deviation | 3.27 | |||
| Downside Deviation | 3.94 | |||
| Coefficient Of Variation | 597.58 | |||
| Standard Deviation | 4.16 | |||
| Variance | 17.34 | |||
| Information Ratio | 0.1458 | |||
| Jensen Alpha | 0.6211 | |||
| Total Risk Alpha | 0.2751 | |||
| Sortino Ratio | 0.1539 | |||
| Treynor Ratio | 0.8329 | |||
| Maximum Drawdown | 22.73 | |||
| Value At Risk | (6.69) | |||
| Potential Upside | 8.11 | |||
| Downside Variance | 15.56 | |||
| Semi Variance | 10.67 | |||
| Expected Short fall | (3.35) | |||
| Skewness | 0.0481 | |||
| Kurtosis | 1.52 |
SIMPAR SA Backtested Returns
SIMPAR SA appears to be slightly risky, given 3 months investment horizon. SIMPAR SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of standard deviation over the last 3 months. By examining SIMPAR SA's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please review SIMPAR SA's coefficient of variation of 597.58, and Risk Adjusted Performance of 0.1429 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SIMPAR SA holds a performance score of 12. The entity has a beta of 0.82, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SIMPAR SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SIMPAR SA is expected to be smaller as well. Please check SIMPAR SA's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether SIMPAR SA's existing price patterns will revert.
Auto-correlation | 0.21 |
Weak predictability
SIMPAR SA has weak predictability. Overlapping area represents the amount of predictability between SIMPAR SA time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 SIMPAR SA price movement. The serial correlation of 0.21 indicates that over 21.0% of current SIMPAR SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
SIMPAR 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.
SIMPAR SA Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. 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 SIMPAR SA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About SIMPAR 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 SIMPAR 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 SIMPAR SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on SIMPAR SA price pattern first instead of the macroeconomic environment surrounding SIMPAR SA. By analyzing SIMPAR 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 SIMPAR 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 SIMPAR SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
SIMPAR SA February 7, 2026 Technical Indicators
Most technical analysis of SIMPAR 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 SIMPAR from various momentum indicators to cycle indicators. When you analyze SIMPAR 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 | 0.1429 | |||
| Market Risk Adjusted Performance | 0.8429 | |||
| Mean Deviation | 2.98 | |||
| Semi Deviation | 3.27 | |||
| Downside Deviation | 3.94 | |||
| Coefficient Of Variation | 597.58 | |||
| Standard Deviation | 4.16 | |||
| Variance | 17.34 | |||
| Information Ratio | 0.1458 | |||
| Jensen Alpha | 0.6211 | |||
| Total Risk Alpha | 0.2751 | |||
| Sortino Ratio | 0.1539 | |||
| Treynor Ratio | 0.8329 | |||
| Maximum Drawdown | 22.73 | |||
| Value At Risk | (6.69) | |||
| Potential Upside | 8.11 | |||
| Downside Variance | 15.56 | |||
| Semi Variance | 10.67 | |||
| Expected Short fall | (3.35) | |||
| Skewness | 0.0481 | |||
| Kurtosis | 1.52 |
SIMPAR SA February 7, 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 SIMPAR 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 | 299,186 | ||
| Daily Balance Of Power | 0.57 | ||
| Rate Of Daily Change | 1.03 | ||
| Day Median Price | 6.80 | ||
| Day Typical Price | 6.83 | ||
| Price Action Indicator | 0.22 |
Additional Tools for SIMPAR Stock Analysis
When running SIMPAR SA's price analysis, check to measure SIMPAR 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 SIMPAR SA is operating at the current time. Most of SIMPAR SA's value examination focuses on studying past and present price action to predict the probability of SIMPAR 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 SIMPAR SA's price. Additionally, you may evaluate how the addition of SIMPAR SA to your portfolios can decrease your overall portfolio volatility.