Lavvi Empreendimentos (Brazil) Market Value
| LAVV3 Stock | BRL 7.58 0.19 2.45% |
| Symbol | Lavvi |
Lavvi Empreendimentos '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 Lavvi Empreendimentos' 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 Lavvi Empreendimentos.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Lavvi Empreendimentos on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Lavvi Empreendimentos Imobilirios or generate 0.0% return on investment in Lavvi Empreendimentos over 720 days. Lavvi Empreendimentos is related to or competes with Cury Construtora, Mitre Realty, Plano Plano, Melnick Even, and Moura Dubeux. Lavvi Empreendimentos Imobilirios S.A. operates as a developer and builder for residential and commercial real estate pr... More
Lavvi Empreendimentos 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 Lavvi Empreendimentos' 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 Lavvi Empreendimentos Imobilirios upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 12.12 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 2.93 |
Lavvi Empreendimentos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lavvi Empreendimentos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lavvi Empreendimentos' standard deviation. In reality, there are many statistical measures that can use Lavvi Empreendimentos historical prices to predict the future Lavvi Empreendimentos' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.23) |
Lavvi Empreendimentos Backtested Returns
Lavvi Empreendimentos has Sharpe Ratio of -0.0208, which conveys that the firm had a -0.0208% return per unit of risk over the last 3 months. Lavvi Empreendimentos exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lavvi Empreendimentos' Mean Deviation of 1.49, risk adjusted performance of (0.04), and Standard Deviation of 2.09 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.61, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lavvi Empreendimentos' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lavvi Empreendimentos is expected to be smaller as well. At this point, Lavvi Empreendimentos has a negative expected return of -0.0432%. Please make sure to verify Lavvi Empreendimentos' skewness, rate of daily change, price action indicator, as well as the relationship between the accumulation distribution and day typical price , to decide if Lavvi Empreendimentos performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.18 |
Very weak predictability
Lavvi Empreendimentos Imobilirios has very weak predictability. Overlapping area represents the amount of predictability between Lavvi Empreendimentos time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Lavvi Empreendimentos price movement. The serial correlation of 0.18 indicates that over 18.0% of current Lavvi Empreendimentos price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Lavvi Empreendimentos lagged returns against current returns
Autocorrelation, which is Lavvi Empreendimentos 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 Lavvi Empreendimentos' stock expected returns. We can calculate the autocorrelation of Lavvi Empreendimentos returns to help us make a trade decision. For example, suppose you find that Lavvi Empreendimentos 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 |
Lavvi Empreendimentos 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 Lavvi Empreendimentos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lavvi Empreendimentos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lavvi Empreendimentos stock over time.
Current vs Lagged Prices |
| Timeline |
Lavvi Empreendimentos Lagged Returns
When evaluating Lavvi Empreendimentos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lavvi Empreendimentos stock have on its future price. Lavvi Empreendimentos 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, Lavvi Empreendimentos autocorrelation shows the relationship between Lavvi Empreendimentos stock current value and its past values and can show if there is a momentum factor associated with investing in Lavvi Empreendimentos Imobilirios.
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 Lavvi Stock Analysis
When running Lavvi Empreendimentos' price analysis, check to measure Lavvi Empreendimentos' 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 Lavvi Empreendimentos is operating at the current time. Most of Lavvi Empreendimentos' value examination focuses on studying past and present price action to predict the probability of Lavvi Empreendimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lavvi Empreendimentos' price. Additionally, you may evaluate how the addition of Lavvi Empreendimentos to your portfolios can decrease your overall portfolio volatility.