Bahema Educao (Brazil) Market Value
| BAHI3 Stock | BRL 4.43 0.40 9.93% |
| Symbol | Bahema |
Bahema Educao '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 Bahema Educao'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 Bahema Educao.
| 01/08/2023 |
| 12/28/2024 |
If you would invest 0.00 in Bahema Educao on January 8, 2023 and sell it all today you would earn a total of 0.00 from holding Bahema Educao SA or generate 0.0% return on investment in Bahema Educao over 720 days. Bahema Educao is related to or competes with Banco Bradesco, Petrleo Brasileiro, Ita Unibanco, Itasa Investimentos, and Vale SA. The company was founded in 1953 and is based in So Paulo, Brazil More
Bahema Educao 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 Bahema Educao'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 Bahema Educao SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 27.1 | |||
| Value At Risk | (9.84) | |||
| Potential Upside | 6.19 |
Bahema Educao Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bahema Educao's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bahema Educao's standard deviation. In reality, there are many statistical measures that can use Bahema Educao historical prices to predict the future Bahema Educao's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | 115.03 |
Bahema Educao SA Backtested Returns
Bahema Educao SA secures Sharpe Ratio (or Efficiency) of -0.0897, which signifies that the company had a -0.0897% return per unit of risk over the last 3 months. Bahema Educao SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bahema Educao's Standard Deviation of 4.56, mean deviation of 3.07, and Risk Adjusted Performance of (0.07) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0039, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bahema Educao are expected to decrease at a much lower rate. During the bear market, Bahema Educao is likely to outperform the market. At this point, Bahema Educao SA has a negative expected return of -0.38%. Please make sure to confirm Bahema Educao's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Bahema Educao SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.43 |
Average predictability
Bahema Educao SA has average predictability. Overlapping area represents the amount of predictability between Bahema Educao time series from 8th of January 2023 to 3rd of January 2024 and 3rd of January 2024 to 28th of December 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 Bahema Educao SA price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Bahema Educao price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 1.61 |
Bahema Educao SA lagged returns against current returns
Autocorrelation, which is Bahema Educao 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 Bahema Educao's stock expected returns. We can calculate the autocorrelation of Bahema Educao returns to help us make a trade decision. For example, suppose you find that Bahema Educao 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 |
Bahema Educao 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 Bahema Educao stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bahema Educao stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bahema Educao stock over time.
Current vs Lagged Prices |
| Timeline |
Bahema Educao Lagged Returns
When evaluating Bahema Educao's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bahema Educao stock have on its future price. Bahema Educao 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, Bahema Educao autocorrelation shows the relationship between Bahema Educao stock current value and its past values and can show if there is a momentum factor associated with investing in Bahema Educao SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Bahema Stock Analysis
When running Bahema Educao's price analysis, check to measure Bahema Educao'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 Bahema Educao is operating at the current time. Most of Bahema Educao's value examination focuses on studying past and present price action to predict the probability of Bahema Educao's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bahema Educao's price. Additionally, you may evaluate how the addition of Bahema Educao to your portfolios can decrease your overall portfolio volatility.