Itau Unibanco Banco Stock Market Value
| ITUB Stock | USD 6.39 0.09 1.43% |
| Symbol | Itau |
Itau Unibanco Banco Price To Book Ratio
Is Diversified Banks space 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 Itau Unibanco. If investors know Itau 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 Itau Unibanco 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 0.137 | Dividend Share 2.39 | Earnings Share 0.7 | Revenue Per Share | Quarterly Revenue Growth 0.064 |
The market value of Itau Unibanco Banco is measured differently than its book value, which is the value of Itau that is recorded on the company's balance sheet. Investors also form their own opinion of Itau Unibanco's value that differs from its market value or its book value, called intrinsic value, which is Itau Unibanco'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 Itau Unibanco's market value can be influenced by many factors that don't directly affect Itau Unibanco'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 Itau Unibanco's value and its price as these two are different measures arrived at by different means. Investors typically determine if Itau Unibanco is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Itau Unibanco'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.
Itau Unibanco '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 Itau Unibanco'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 Itau Unibanco.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Itau Unibanco on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Itau Unibanco Banco or generate 0.0% return on investment in Itau Unibanco over 90 days. Itau Unibanco is related to or competes with Grupo Financiero, Banco Macro, Banco Santander, Lloyds Banking, Banco Santander, Banco De, and Banco Bradesco. Ita Unibanco Holding S.A. offers a range of financial products and services to individuals and corporate customers in Br... More
Itau Unibanco 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 Itau Unibanco'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 Itau Unibanco Banco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0489 | |||
| Maximum Drawdown | 10.38 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.7 |
Itau Unibanco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Itau Unibanco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Itau Unibanco's standard deviation. In reality, there are many statistical measures that can use Itau Unibanco historical prices to predict the future Itau Unibanco's volatility.| Risk Adjusted Performance | 0.1328 | |||
| Jensen Alpha | 0.1645 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0521 | |||
| Treynor Ratio | 0.6222 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Itau Unibanco'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.
Itau Unibanco Banco Backtested Returns
At this point, Itau Unibanco is not too volatile. Itau Unibanco Banco holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Itau Unibanco Banco, which you can use to evaluate the volatility of the firm. Please check out Itau Unibanco's Risk Adjusted Performance of 0.1328, market risk adjusted performance of 0.6322, and Downside Deviation of 1.49 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Itau Unibanco has a performance score of 8 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Itau Unibanco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Itau Unibanco is expected to be smaller as well. Itau Unibanco Banco right now retains a risk of 1.59%. Please check out Itau Unibanco potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Itau Unibanco will be following its current trending patterns.
Auto-correlation | -0.03 |
Very weak reverse predictability
Itau Unibanco Banco has very weak reverse predictability. Overlapping area represents the amount of predictability between Itau Unibanco time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Itau Unibanco Banco price movement. The serial correlation of -0.03 indicates that only 3.0% of current Itau Unibanco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Itau Unibanco Banco lagged returns against current returns
Autocorrelation, which is Itau Unibanco 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 Itau Unibanco's stock expected returns. We can calculate the autocorrelation of Itau Unibanco returns to help us make a trade decision. For example, suppose you find that Itau Unibanco 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 |
Itau Unibanco 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 Itau Unibanco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Itau Unibanco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Itau Unibanco stock over time.
Current vs Lagged Prices |
| Timeline |
Itau Unibanco Lagged Returns
When evaluating Itau Unibanco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Itau Unibanco stock have on its future price. Itau Unibanco 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, Itau Unibanco autocorrelation shows the relationship between Itau Unibanco stock current value and its past values and can show if there is a momentum factor associated with investing in Itau Unibanco Banco.
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.When determining whether Itau Unibanco Banco offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Itau Unibanco's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Itau Unibanco Banco Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Itau Unibanco Banco Stock:Check out Itau Unibanco Correlation, Itau Unibanco Volatility and Itau Unibanco Alpha and Beta module to complement your research on Itau Unibanco. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Itau Unibanco 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.