Klabin Sa A Stock Market Value

KLBAY Stock  USD 7.46  0.51  7.34%   
Klabin Sa's market value is the price at which a share of Klabin Sa trades on a public exchange. It measures the collective expectations of Klabin Sa A investors about its performance. Klabin Sa is trading at 7.46 as of the 4th of December 2024; that is 7.34% up since the beginning of the trading day. The stock's open price was 6.95.
With this module, you can estimate the performance of a buy and hold strategy of Klabin Sa A and determine expected loss or profit from investing in Klabin Sa over a given investment horizon. Check out Klabin Sa Correlation, Klabin Sa Volatility and Klabin Sa Alpha and Beta module to complement your research on Klabin Sa.
Symbol

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

Klabin 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 Klabin Sa's pink sheet 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 Klabin Sa.
0.00
10/05/2024
No Change 0.00  0.0 
In 2 months and 2 days
12/04/2024
0.00
If you would invest  0.00  in Klabin Sa on October 5, 2024 and sell it all today you would earn a total of 0.00 from holding Klabin Sa A or generate 0.0% return on investment in Klabin Sa over 60 days. Klabin Sa is related to or competes with Clearwater Paper, Suzano Papel, and Mercer International. Klabin S.A., together with its subsidiaries, operates in the paper and pulp industry in Brazil and internationally More

Klabin 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 Klabin Sa's pink sheet 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 Klabin Sa A upside and downside potential and time the market with a certain degree of confidence.

Klabin Sa Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Klabin Sa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klabin Sa's standard deviation. In reality, there are many statistical measures that can use Klabin Sa historical prices to predict the future Klabin Sa's volatility.
Hype
Prediction
LowEstimatedHigh
4.557.4610.37
Details
Intrinsic
Valuation
LowRealHigh
3.326.239.14
Details
Naive
Forecast
LowNextHigh
4.097.019.92
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
6.987.217.43
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Klabin Sa. Your research has to be compared to or analyzed against Klabin Sa's peers to derive any actionable benefits. When done correctly, Klabin 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 Klabin Sa A.

Klabin Sa A Backtested Returns

Klabin Sa A has Sharpe Ratio of -0.0318, which conveys that the firm had a -0.0318% return per unit of risk over the last 3 months. Klabin Sa exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Klabin Sa's Standard Deviation of 2.88, risk adjusted performance of (0.01), and Mean Deviation of 1.88 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Klabin Sa are expected to decrease at a much lower rate. During the bear market, Klabin Sa is likely to outperform the market. At this point, Klabin Sa A has a negative expected return of -0.0927%. Please make sure to verify Klabin Sa's total risk alpha, as well as the relationship between the skewness and day median price , to decide if Klabin Sa A performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.29  

Weak reverse predictability

Klabin Sa A has weak reverse predictability. Overlapping area represents the amount of predictability between Klabin Sa time series from 5th of October 2024 to 4th of November 2024 and 4th of November 2024 to 4th 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 Klabin Sa A price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Klabin Sa price fluctuation can be explain by its past prices.
Correlation Coefficient-0.29
Spearman Rank Test-0.12
Residual Average0.0
Price Variance0.06

Klabin Sa A lagged returns against current returns

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

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

Klabin Sa Lagged Returns

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

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Additional Tools for Klabin Pink Sheet Analysis

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