Baumer SA (Brazil) Market Value

BALM3 Stock  BRL 13.00  0.00  0.00%   
Baumer SA's market value is the price at which a share of Baumer SA trades on a public exchange. It measures the collective expectations of Baumer SA investors about its performance. Baumer SA is selling for under 13.00 as of the 12th of December 2024; that is No Change since the beginning of the trading day. The stock's lowest day price was 13.0.
With this module, you can estimate the performance of a buy and hold strategy of Baumer SA and determine expected loss or profit from investing in Baumer SA over a given investment horizon. Check out Baumer SA Correlation, Baumer SA Volatility and Baumer SA Alpha and Beta module to complement your research on Baumer SA.
Symbol

Please note, there is a significant difference between Baumer SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Baumer SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Baumer SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Baumer 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 Baumer 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 Baumer SA.
0.00
12/18/2023
No Change 0.00  0.0 
In 11 months and 26 days
12/12/2024
0.00
If you would invest  0.00  in Baumer SA on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Baumer SA or generate 0.0% return on investment in Baumer SA over 360 days. Baumer SA is related to or competes with United Rentals, Tyson Foods, Metalurgica Gerdau, CM Hospitalar, Ross Stores, Costco Wholesale, and Waste Management. Baumer S.A. develops solutions in hospitals, odontology, and health industry equipment in Brazil, Europe, Asia, and the ... More

Baumer 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 Baumer 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 Baumer SA upside and downside potential and time the market with a certain degree of confidence.

Baumer SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Baumer SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baumer SA's standard deviation. In reality, there are many statistical measures that can use Baumer SA historical prices to predict the future Baumer SA's volatility.
Hype
Prediction
LowEstimatedHigh
8.8513.0017.15
Details
Intrinsic
Valuation
LowRealHigh
7.3211.4715.62
Details
Naive
Forecast
LowNextHigh
7.4611.6115.76
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.0013.0013.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Baumer SA. Your research has to be compared to or analyzed against Baumer SA's peers to derive any actionable benefits. When done correctly, Baumer SA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Baumer SA.

Baumer SA Backtested Returns

Currently, Baumer SA is somewhat reliable. Baumer SA secures Sharpe Ratio (or Efficiency) of 0.0199, which signifies that the company had a 0.0199% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Baumer SA, which you can use to evaluate the volatility of the firm. Please confirm Baumer SA's Downside Deviation of 9.43, mean deviation of 1.33, and Risk Adjusted Performance of 0.0331 to double-check if the risk estimate we provide is consistent with the expected return of 0.0824%. Baumer SA has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.17, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Baumer SA will likely underperform. Baumer SA right now shows a risk of 4.15%. Please confirm Baumer SA total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Baumer SA will be following its price patterns.

Auto-correlation

    
  0.30  

Below average predictability

Baumer SA has below average predictability. Overlapping area represents the amount of predictability between Baumer SA time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 Baumer SA price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Baumer SA price fluctuation can be explain by its past prices.
Correlation Coefficient0.3
Spearman Rank Test-0.24
Residual Average0.0
Price Variance1.91

Baumer SA lagged returns against current returns

Autocorrelation, which is Baumer SA 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 Baumer SA's stock expected returns. We can calculate the autocorrelation of Baumer SA returns to help us make a trade decision. For example, suppose you find that Baumer SA 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  

Baumer SA 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 Baumer SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baumer SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baumer SA stock over time.
   Current vs Lagged Prices   
       Timeline  

Baumer SA Lagged Returns

When evaluating Baumer SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baumer SA stock have on its future price. Baumer SA 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, Baumer SA autocorrelation shows the relationship between Baumer SA stock current value and its past values and can show if there is a momentum factor associated with investing in Baumer SA.
   Regressed Prices   
       Timeline  

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Additional Tools for Baumer Stock Analysis

When running Baumer SA's price analysis, check to measure Baumer 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 Baumer SA is operating at the current time. Most of Baumer SA's value examination focuses on studying past and present price action to predict the probability of Baumer 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 Baumer SA's price. Additionally, you may evaluate how the addition of Baumer SA to your portfolios can decrease your overall portfolio volatility.