Recrusul (Brazil) Market Value

RCSL3 Stock  BRL 5.39  0.34  6.73%   
Recrusul's market value is the price at which a share of Recrusul trades on a public exchange. It measures the collective expectations of Recrusul SA investors about its performance. Recrusul is selling for under 5.39 as of the 22nd of December 2024; that is 6.73% up since the beginning of the trading day. The stock's lowest day price was 5.12.
With this module, you can estimate the performance of a buy and hold strategy of Recrusul SA and determine expected loss or profit from investing in Recrusul over a given investment horizon. Check out Recrusul Correlation, Recrusul Volatility and Recrusul Alpha and Beta module to complement your research on Recrusul.
Symbol

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

Recrusul '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 Recrusul'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 Recrusul.
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 Recrusul on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Recrusul SA or generate 0.0% return on investment in Recrusul over 720 days. Recrusul is related to or competes with Recrusul, Lupatech, Triunfo Participaes, Viver Incorporadora, and HAGA SA. Recrusul SA manufactures and sells transport and industrial refrigeration equipment in Brazil and internationally More

Recrusul 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 Recrusul'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 Recrusul SA upside and downside potential and time the market with a certain degree of confidence.

Recrusul Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Recrusul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Recrusul's standard deviation. In reality, there are many statistical measures that can use Recrusul historical prices to predict the future Recrusul's volatility.
Hype
Prediction
LowEstimatedHigh
0.285.3910.50
Details
Intrinsic
Valuation
LowRealHigh
0.214.259.36
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Recrusul. Your research has to be compared to or analyzed against Recrusul's peers to derive any actionable benefits. When done correctly, Recrusul'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 Recrusul SA.

Recrusul SA Backtested Returns

Recrusul appears to be unstable, given 3 months investment horizon. Recrusul SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0713, which implies the firm had a 0.0713% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Recrusul SA, which you can use to evaluate the volatility of the company. Please evaluate Recrusul's Risk Adjusted Performance of (0.01), coefficient of variation of (3,570), and Variance of 32.43 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Recrusul holds a performance score of 5. The company holds a Beta of -0.0961, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Recrusul are expected to decrease at a much lower rate. During the bear market, Recrusul is likely to outperform the market. Please check Recrusul's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Recrusul's historical price patterns will revert.

Auto-correlation

    
  0.40  

Average predictability

Recrusul SA has average predictability. Overlapping area represents the amount of predictability between Recrusul 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 Recrusul SA price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Recrusul price fluctuation can be explain by its past prices.
Correlation Coefficient0.4
Spearman Rank Test0.56
Residual Average0.0
Price Variance5.96

Recrusul SA lagged returns against current returns

Autocorrelation, which is Recrusul 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 Recrusul's stock expected returns. We can calculate the autocorrelation of Recrusul returns to help us make a trade decision. For example, suppose you find that Recrusul 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  

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

Recrusul Lagged Returns

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

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Additional Tools for Recrusul Stock Analysis

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