Brasilagro Adr Stock Market Value
| LND Stock | USD 4.80 0.06 1.27% |
| Symbol | Brasilagro |
Brasilagro Adr Price To Book Ratio
Is Brasilagro Adr's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Brasilagro Adr. If investors know Brasilagro will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Brasilagro Adr listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.29) | Dividend Share 3.212 | Earnings Share 0.52 | Revenue Per Share 12.12 | Quarterly Revenue Growth (0.12) |
The market value of Brasilagro Adr is measured differently than its book value, which is the value of Brasilagro that is recorded on the company's balance sheet. Investors also form their own opinion of Brasilagro Adr's value that differs from its market value or its book value, called intrinsic value, which is Brasilagro Adr's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Brasilagro Adr's market value can be influenced by many factors that don't directly affect Brasilagro Adr's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Brasilagro Adr's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brasilagro Adr is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brasilagro Adr'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.
Brasilagro Adr '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 Brasilagro Adr'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 Brasilagro Adr.
| 05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Brasilagro Adr on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding Brasilagro Adr or generate 0.0% return on investment in Brasilagro Adr over 330 days. Brasilagro Adr is related to or competes with Tyson Foods, Forafric Global, Bunge, and Archer Daniels. BrasilAgro - Companhia Brasileira de Propriedades Agrcolas engages in the acquisition, development, exploration, and sal... More
Brasilagro Adr 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 Brasilagro Adr'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 Brasilagro Adr upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.76 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 2.06 |
Brasilagro Adr Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brasilagro Adr's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brasilagro Adr's standard deviation. In reality, there are many statistical measures that can use Brasilagro Adr historical prices to predict the future Brasilagro Adr's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brasilagro Adr's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Brasilagro Adr Backtested Returns
Brasilagro Adr secures Sharpe Ratio (or Efficiency) of -0.0548, which signifies that the company had a -0.0548% return per unit of standard deviation over the last 3 months. Brasilagro Adr exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brasilagro Adr's risk adjusted performance of (0.05), and Mean Deviation of 0.9769 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.9, which signifies possible diversification benefits within a given portfolio. Brasilagro Adr returns are very sensitive to returns on the market. As the market goes up or down, Brasilagro Adr is expected to follow. Brasilagro Adr has an expected return of -0.0695%. Please make sure to confirm Brasilagro Adr value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if Brasilagro Adr performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Brasilagro Adr has insignificant reverse predictability. Overlapping area represents the amount of predictability between Brasilagro Adr time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th of April 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 Brasilagro Adr price movement. The serial correlation of -0.18 indicates that over 18.0% of current Brasilagro Adr price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Brasilagro Adr lagged returns against current returns
Autocorrelation, which is Brasilagro Adr 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 Brasilagro Adr's stock expected returns. We can calculate the autocorrelation of Brasilagro Adr returns to help us make a trade decision. For example, suppose you find that Brasilagro Adr 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 |
Brasilagro Adr 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 Brasilagro Adr stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brasilagro Adr stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brasilagro Adr stock over time.
Current vs Lagged Prices |
| Timeline |
Brasilagro Adr Lagged Returns
When evaluating Brasilagro Adr's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brasilagro Adr stock have on its future price. Brasilagro Adr 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, Brasilagro Adr autocorrelation shows the relationship between Brasilagro Adr stock current value and its past values and can show if there is a momentum factor associated with investing in Brasilagro Adr.
Regressed Prices |
| Timeline |
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Complementary Tools for Brasilagro Stock analysis
When running Brasilagro Adr's price analysis, check to measure Brasilagro Adr'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 Brasilagro Adr is operating at the current time. Most of Brasilagro Adr's value examination focuses on studying past and present price action to predict the probability of Brasilagro Adr's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brasilagro Adr's price. Additionally, you may evaluate how the addition of Brasilagro Adr to your portfolios can decrease your overall portfolio volatility.
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Brasilagro Adr technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.