LPS Brasil (Brazil) Market Value
| LPSB3 Stock | BRL 1.48 0.06 3.90% |
| Symbol | LPS |
LPS Brasil '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 LPS Brasil'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 LPS Brasil.
| 09/16/2024 |
| 12/15/2024 |
If you would invest 0.00 in LPS Brasil on September 16, 2024 and sell it all today you would earn a total of 0.00 from holding LPS Brasil or generate 0.0% return on investment in LPS Brasil over 90 days. LPS Brasil is related to or competes with EZTEC Empreendimentos, PBG SA, Tecnisa SA. LPS Brasil - Consultoria de Imveis S.A. provides real estate consulting and brokerage services in Brazil More
LPS Brasil 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 LPS Brasil'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 LPS Brasil upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 16.42 | |||
| Value At Risk | (3.95) | |||
| Potential Upside | 4.43 |
LPS Brasil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LPS Brasil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LPS Brasil's standard deviation. In reality, there are many statistical measures that can use LPS Brasil historical prices to predict the future LPS Brasil's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.56) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | (1.01) |
LPS Brasil Backtested Returns
LPS Brasil has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13% return per unit of volatility over the last 3 months. LPS Brasil exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LPS Brasil's risk adjusted performance of (0.12), and Mean Deviation of 2.1 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LPS Brasil's returns are expected to increase less than the market. However, during the bear market, the loss of holding LPS Brasil is expected to be smaller as well. At this point, LPS Brasil has a negative expected return of -0.34%. Please make sure to verify LPS Brasil's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if LPS Brasil performance from the past will be repeated at future time.
Auto-correlation | 0.55 |
Modest predictability
LPS Brasil has modest predictability. Overlapping area represents the amount of predictability between LPS Brasil time series from 16th of September 2024 to 31st of October 2024 and 31st of October 2024 to 15th 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 LPS Brasil price movement. The serial correlation of 0.55 indicates that about 55.0% of current LPS Brasil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
LPS Brasil lagged returns against current returns
Autocorrelation, which is LPS Brasil 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 LPS Brasil's stock expected returns. We can calculate the autocorrelation of LPS Brasil returns to help us make a trade decision. For example, suppose you find that LPS Brasil 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 |
LPS Brasil 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 LPS Brasil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LPS Brasil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LPS Brasil stock over time.
Current vs Lagged Prices |
| Timeline |
LPS Brasil Lagged Returns
When evaluating LPS Brasil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LPS Brasil stock have on its future price. LPS Brasil 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, LPS Brasil autocorrelation shows the relationship between LPS Brasil stock current value and its past values and can show if there is a momentum factor associated with investing in LPS Brasil .
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 LPS Stock Analysis
When running LPS Brasil's price analysis, check to measure LPS Brasil'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 LPS Brasil is operating at the current time. Most of LPS Brasil's value examination focuses on studying past and present price action to predict the probability of LPS Brasil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LPS Brasil's price. Additionally, you may evaluate how the addition of LPS Brasil to your portfolios can decrease your overall portfolio volatility.