T4F Entretenimento (Brazil) Market Value
| SHOW3 Stock | BRL 0.69 0.01 1.43% |
| Symbol | T4F |
T4F Entretenimento '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 T4F Entretenimento'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 T4F Entretenimento.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in T4F Entretenimento on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding T4F Entretenimento SA or generate 0.0% return on investment in T4F Entretenimento over 30 days. T4F Entretenimento is related to or competes with Lupatech, Triunfo Participaes, Viver Incorporadora, Bombril SA, and Recrusul. T4F Entretenimento S.A. operates as a live entertainment company in South America and internationally More
T4F Entretenimento 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 T4F Entretenimento'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 T4F Entretenimento SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 21.43 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 4.4 |
T4F Entretenimento Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for T4F Entretenimento's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as T4F Entretenimento's standard deviation. In reality, there are many statistical measures that can use T4F Entretenimento historical prices to predict the future T4F Entretenimento's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.59) | |||
| Total Risk Alpha | (0.73) | |||
| Treynor Ratio | 3.54 |
T4F Entretenimento Backtested Returns
T4F Entretenimento owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.21, which indicates the company had a -0.21% return per unit of volatility over the last 3 months. T4F Entretenimento SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate T4F Entretenimento's Risk Adjusted Performance of (0.15), standard deviation of 3.08, and Market Risk Adjusted Performance of 3.55 to confirm the risk estimate we provide. The firm has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning T4F Entretenimento are expected to decrease at a much lower rate. During the bear market, T4F Entretenimento is likely to outperform the market. At this point, T4F Entretenimento has a negative expected return of -0.64%. Please make sure to validate T4F Entretenimento's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if T4F Entretenimento performance from the past will be repeated at some future date.
Auto-correlation | 0.30 |
Below average predictability
T4F Entretenimento SA has below average predictability. Overlapping area represents the amount of predictability between T4F Entretenimento time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 T4F Entretenimento price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current T4F Entretenimento price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
T4F Entretenimento lagged returns against current returns
Autocorrelation, which is T4F Entretenimento 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 T4F Entretenimento's stock expected returns. We can calculate the autocorrelation of T4F Entretenimento returns to help us make a trade decision. For example, suppose you find that T4F Entretenimento 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 |
T4F Entretenimento 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 T4F Entretenimento stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if T4F Entretenimento stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in T4F Entretenimento stock over time.
Current vs Lagged Prices |
| Timeline |
T4F Entretenimento Lagged Returns
When evaluating T4F Entretenimento's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of T4F Entretenimento stock have on its future price. T4F Entretenimento 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, T4F Entretenimento autocorrelation shows the relationship between T4F Entretenimento stock current value and its past values and can show if there is a momentum factor associated with investing in T4F Entretenimento SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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 T4F Stock Analysis
When running T4F Entretenimento's price analysis, check to measure T4F Entretenimento'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 T4F Entretenimento is operating at the current time. Most of T4F Entretenimento's value examination focuses on studying past and present price action to predict the probability of T4F Entretenimento's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move T4F Entretenimento's price. Additionally, you may evaluate how the addition of T4F Entretenimento to your portfolios can decrease your overall portfolio volatility.