MRV Engenharia's market value is the price at which a share of MRV Engenharia trades on a public exchange. It measures the collective expectations of MRV Engenharia e investors about its performance. MRV Engenharia is selling for under 7.41 as of the 19th of August 2025; that is 3.49% up since the beginning of the trading day. The stock's lowest day price was 7.13. With this module, you can estimate the performance of a buy and hold strategy of MRV Engenharia e and determine expected loss or profit from investing in MRV Engenharia over a given investment horizon. Check out MRV Engenharia Correlation, MRV Engenharia Volatility and MRV Engenharia Alpha and Beta module to complement your research on MRV Engenharia.
Please note, there is a significant difference between MRV Engenharia's value and its price as these two are different measures arrived at by different means. Investors typically determine if MRV Engenharia is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MRV Engenharia'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.
MRV Engenharia '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 MRV Engenharia'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 MRV Engenharia.
0.00
05/21/2025
No Change 0.00
0.0
In 3 months and 1 day
08/19/2025
0.00
If you would invest 0.00 in MRV Engenharia on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding MRV Engenharia e or generate 0.0% return on investment in MRV Engenharia over 90 days. MRV Engenharia is related to or competes with Cyrela Brazil, Gafisa SA, Rossi Residencial, Cyrela Brazil, Dream Finders, EZTEC Empreendimentos, and Localiza Rent. MRV Engenharia e Participaes S.A., together with its subsidiaries, operates as a homebuilder in Brazil More
MRV Engenharia 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 MRV Engenharia'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 MRV Engenharia e upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for MRV Engenharia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MRV Engenharia's standard deviation. In reality, there are many statistical measures that can use MRV Engenharia historical prices to predict the future MRV Engenharia's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as MRV Engenharia. Your research has to be compared to or analyzed against MRV Engenharia's peers to derive any actionable benefits. When done correctly, MRV Engenharia'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 MRV Engenharia e.
MRV Engenharia e Backtested Returns
MRV Engenharia appears to be somewhat reliable, given 3 months investment horizon. MRV Engenharia e has Sharpe Ratio of 0.24, which conveys that the firm had a 0.24 % return per unit of standard deviation over the last 3 months. By reviewing MRV Engenharia's technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please exercise MRV Engenharia's Market Risk Adjusted Performance of 1.65, mean deviation of 2.04, and Risk Adjusted Performance of 0.1302 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MRV Engenharia holds a performance score of 19. The company secures a Beta (Market Risk) of 0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MRV Engenharia's returns are expected to increase less than the market. However, during the bear market, the loss of holding MRV Engenharia is expected to be smaller as well. Please check MRV Engenharia's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether MRV Engenharia's current price movements will revert.
Auto-correlation
0.53
Modest predictability
MRV Engenharia e has modest predictability. Overlapping area represents the amount of predictability between MRV Engenharia time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th of August 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 MRV Engenharia e price movement. The serial correlation of 0.53 indicates that about 53.0% of current MRV Engenharia price fluctuation can be explain by its past prices.
Correlation Coefficient
0.53
Spearman Rank Test
0.36
Residual Average
0.0
Price Variance
0.16
MRV Engenharia e lagged returns against current returns
Autocorrelation, which is MRV Engenharia 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 MRV Engenharia's stock expected returns. We can calculate the autocorrelation of MRV Engenharia returns to help us make a trade decision. For example, suppose you find that MRV Engenharia 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
MRV Engenharia 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 MRV Engenharia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MRV Engenharia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MRV Engenharia stock over time.
Current vs Lagged Prices
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MRV Engenharia Lagged Returns
When evaluating MRV Engenharia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MRV Engenharia stock have on its future price. MRV Engenharia 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, MRV Engenharia autocorrelation shows the relationship between MRV Engenharia stock current value and its past values and can show if there is a momentum factor associated with investing in MRV Engenharia e.
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 running MRV Engenharia's price analysis, check to measure MRV Engenharia'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 MRV Engenharia is operating at the current time. Most of MRV Engenharia's value examination focuses on studying past and present price action to predict the probability of MRV Engenharia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MRV Engenharia's price. Additionally, you may evaluate how the addition of MRV Engenharia to your portfolios can decrease your overall portfolio volatility.