Bardella (Brazil) Market Value

BDLL4 Preferred Stock  BRL 9.00  0.97  12.08%   
Bardella's market value is the price at which a share of Bardella trades on a public exchange. It measures the collective expectations of Bardella SA Indstrias investors about its performance. Bardella is selling for under 9.00 as of the 22nd of December 2024; that is 12.08 percent up since the beginning of the trading day. The preferred stock's lowest day price was 9.0.
With this module, you can estimate the performance of a buy and hold strategy of Bardella SA Indstrias and determine expected loss or profit from investing in Bardella over a given investment horizon. Check out Bardella Correlation, Bardella Volatility and Bardella Alpha and Beta module to complement your research on Bardella.
Symbol

Please note, there is a significant difference between Bardella's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bardella is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bardella'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.

Bardella '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 Bardella's preferred 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 Bardella.
0.00
01/02/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/22/2024
0.00
If you would invest  0.00  in Bardella on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Bardella SA Indstrias or generate 0.0% return on investment in Bardella over 720 days. Bardella is related to or competes with METISA Metalrgica, Wetzel SA, Recrusul, Randon SA, and Electro Ao. Indstrias Mecnicas manufactures and supplies equipment for the metallurgy, energy, oil and gas, materials handling, serv... More

Bardella 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 Bardella's preferred 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 Bardella SA Indstrias upside and downside potential and time the market with a certain degree of confidence.

Bardella Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bardella's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bardella's standard deviation. In reality, there are many statistical measures that can use Bardella historical prices to predict the future Bardella's volatility.
Hype
Prediction
LowEstimatedHigh
6.439.0011.57
Details
Intrinsic
Valuation
LowRealHigh
4.917.4810.05
Details
Naive
Forecast
LowNextHigh
6.919.4812.06
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.168.949.71
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Bardella. Your research has to be compared to or analyzed against Bardella's peers to derive any actionable benefits. When done correctly, Bardella'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 Bardella SA Indstrias.

Bardella SA Indstrias Backtested Returns

Bardella SA Indstrias secures Sharpe Ratio (or Efficiency) of -0.014, which signifies that the company had a -0.014% return per unit of risk over the last 3 months. Bardella SA Indstrias exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bardella's insignificant Risk Adjusted Performance, mean deviation of 0.8465, and Standard Deviation of 2.53 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bardella are expected to decrease at a much lower rate. During the bear market, Bardella is likely to outperform the market. At this point, Bardella SA Indstrias has a negative expected return of -0.036%. Please make sure to confirm Bardella's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if Bardella SA Indstrias performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.72  

Good predictability

Bardella SA Indstrias has good predictability. Overlapping area represents the amount of predictability between Bardella time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 Bardella SA Indstrias price movement. The serial correlation of 0.72 indicates that around 72.0% of current Bardella price fluctuation can be explain by its past prices.
Correlation Coefficient0.72
Spearman Rank Test0.12
Residual Average0.0
Price Variance0.8

Bardella SA Indstrias lagged returns against current returns

Autocorrelation, which is Bardella preferred 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 Bardella's preferred stock expected returns. We can calculate the autocorrelation of Bardella returns to help us make a trade decision. For example, suppose you find that Bardella has exhibited high autocorrelation historically, and you observe that the preferred 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  

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

Bardella Lagged Returns

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

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Additional Tools for Bardella Preferred Stock Analysis

When running Bardella's price analysis, check to measure Bardella'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 Bardella is operating at the current time. Most of Bardella's value examination focuses on studying past and present price action to predict the probability of Bardella's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bardella's price. Additionally, you may evaluate how the addition of Bardella to your portfolios can decrease your overall portfolio volatility.