Banco Do Brasil Stock Market Value
| BDORY Stock | USD 4.05 0.05 1.22% |
| Symbol | Banco |
Banco Do '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 Banco Do's pink sheet 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 Banco Do.
| 07/11/2025 |
| 10/09/2025 |
If you would invest 0.00 in Banco Do on July 11, 2025 and sell it all today you would earn a total of 0.00 from holding Banco Do Brasil or generate 0.0% return on investment in Banco Do over 90 days. Banco Do is related to or competes with Banco Santander, Itau Unibanco, UniCredit SpA, Banco Do, Intesa Sanpaolo, BB Seguridade, and Centrais Electricas. Banco do Brasil S.A., together with its subsidiaries, provides banking products and services for individuals, companies,... More
Banco Do 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 Banco Do's pink sheet 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 Banco Do Brasil upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.42 | |||
| Information Ratio | 0.0064 | |||
| Maximum Drawdown | 10.73 | |||
| Value At Risk | (3.38) | |||
| Potential Upside | 3.66 |
Banco Do Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco Do's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco Do's standard deviation. In reality, there are many statistical measures that can use Banco Do historical prices to predict the future Banco Do's volatility.| Risk Adjusted Performance | 0.0309 | |||
| Jensen Alpha | 7.0E-4 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0063 | |||
| Treynor Ratio | 0.0711 |
Banco Do Brasil Backtested Returns
At this stage we consider Banco Pink Sheet to be slightly risky. Banco Do Brasil secures Sharpe Ratio (or Efficiency) of 0.0404, which signifies that the company had a 0.0404 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Banco Do Brasil, which you can use to evaluate the volatility of the firm. Please confirm Banco Do's Mean Deviation of 1.86, downside deviation of 2.42, and Risk Adjusted Performance of 0.0309 to double-check if the risk estimate we provide is consistent with the expected return of 0.0956%. Banco Do has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.2, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Banco Do will likely underperform. Banco Do Brasil right now shows a risk of 2.36%. Please confirm Banco Do Brasil maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Banco Do Brasil will be following its price patterns.
Auto-correlation | -0.3 |
Weak reverse predictability
Banco Do Brasil has weak reverse predictability. Overlapping area represents the amount of predictability between Banco Do time series from 11th of July 2025 to 25th of August 2025 and 25th of August 2025 to 9th of October 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Banco Do Brasil price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Banco Do price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Banco Do Brasil lagged returns against current returns
Autocorrelation, which is Banco Do pink sheet'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 Banco Do's pink sheet expected returns. We can calculate the autocorrelation of Banco Do returns to help us make a trade decision. For example, suppose you find that Banco Do has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Banco Do 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 Banco Do pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco Do pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco Do pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Banco Do Lagged Returns
When evaluating Banco Do's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco Do pink sheet have on its future price. Banco Do 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, Banco Do autocorrelation shows the relationship between Banco Do pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Banco Do 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 Banco Pink Sheet Analysis
When running Banco Do's price analysis, check to measure Banco Do'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 Banco Do is operating at the current time. Most of Banco Do's value examination focuses on studying past and present price action to predict the probability of Banco Do's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Banco Do's price. Additionally, you may evaluate how the addition of Banco Do to your portfolios can decrease your overall portfolio volatility.