BB Seguridade (Brazil) Market Value
| BBSE3 Stock | BRL 33.53 0.10 0.30% |
| Symbol | BBSE3 |
BB Seguridade '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 BB Seguridade'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 BB Seguridade.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in BB Seguridade on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding BB Seguridade Participacoes or generate 0.0% return on investment in BB Seguridade over 360 days. BB Seguridade is related to or competes with Banco Bradesco, Petrleo Brasileiro, Ita Unibanco, Itasa Investimentos, and Vale SA. BB Seguridade Participaes S.A. provides insurance, pension plans, premium bonds, and brokerage services in Brazil More
BB Seguridade 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 BB Seguridade'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 BB Seguridade Participacoes upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 4.1 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.36 |
BB Seguridade Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BB Seguridade's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BB Seguridade's standard deviation. In reality, there are many statistical measures that can use BB Seguridade historical prices to predict the future BB Seguridade's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (2.03) |
BB Seguridade Partic Backtested Returns
BB Seguridade Partic retains Efficiency (Sharpe Ratio) of -0.17, which signifies that the company had a -0.17% return per unit of price deviation over the last 3 months. BB Seguridade exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BB Seguridade's Information Ratio of (0.32), market risk adjusted performance of (2.02), and Variance of 0.6698 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.0649, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BB Seguridade's returns are expected to increase less than the market. However, during the bear market, the loss of holding BB Seguridade is expected to be smaller as well. At this point, BB Seguridade Partic has a negative expected return of -0.14%. Please make sure to confirm BB Seguridade's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if BB Seguridade Partic performance from the past will be repeated sooner or later.
Auto-correlation | 0.46 |
Average predictability
BB Seguridade Participacoes has average predictability. Overlapping area represents the amount of predictability between BB Seguridade time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 BB Seguridade Partic price movement. The serial correlation of 0.46 indicates that about 46.0% of current BB Seguridade price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 2.96 |
BB Seguridade Partic lagged returns against current returns
Autocorrelation, which is BB Seguridade 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 BB Seguridade's stock expected returns. We can calculate the autocorrelation of BB Seguridade returns to help us make a trade decision. For example, suppose you find that BB Seguridade 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 |
BB Seguridade 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 BB Seguridade stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BB Seguridade stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BB Seguridade stock over time.
Current vs Lagged Prices |
| Timeline |
BB Seguridade Lagged Returns
When evaluating BB Seguridade's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BB Seguridade stock have on its future price. BB Seguridade 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, BB Seguridade autocorrelation shows the relationship between BB Seguridade stock current value and its past values and can show if there is a momentum factor associated with investing in BB Seguridade Participacoes.
Regressed Prices |
| Timeline |
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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 BBSE3 Stock Analysis
When running BB Seguridade's price analysis, check to measure BB Seguridade'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 BB Seguridade is operating at the current time. Most of BB Seguridade's value examination focuses on studying past and present price action to predict the probability of BB Seguridade's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BB Seguridade's price. Additionally, you may evaluate how the addition of BB Seguridade to your portfolios can decrease your overall portfolio volatility.