Multiplan Empreendimentos (Brazil) Market Value
| MULT3 Stock | BRL 26.61 0.10 0.38% |
| Symbol | Multiplan |
Multiplan Empreendimentos '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 Multiplan Empreendimentos' 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 Multiplan Empreendimentos.
| 05/17/2025 |
| 08/15/2025 |
If you would invest 0.00 in Multiplan Empreendimentos on May 17, 2025 and sell it all today you would earn a total of 0.00 from holding Multiplan Empreendimentos Imobilirios or generate 0.0% return on investment in Multiplan Empreendimentos over 90 days. Multiplan Empreendimentos is related to or competes with Localiza Rent, MRV Engenharia, Lojas Renner, Raia Drogasil, and EZTEC Empreendimentos. Multiplan Empreendimentos Imobilirios S.A More
Multiplan Empreendimentos 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 Multiplan Empreendimentos' 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 Multiplan Empreendimentos Imobilirios upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.01 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 2.41 |
Multiplan Empreendimentos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multiplan Empreendimentos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multiplan Empreendimentos' standard deviation. In reality, there are many statistical measures that can use Multiplan Empreendimentos historical prices to predict the future Multiplan Empreendimentos' volatility.| Risk Adjusted Performance | 0.0228 | |||
| Jensen Alpha | 0.0307 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.26) |
Multiplan Empreendimentos Backtested Returns
Currently, Multiplan Empreendimentos Imobilirios is very steady. Multiplan Empreendimentos has Sharpe Ratio of 0.0253, which conveys that the firm had a 0.0253 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Multiplan Empreendimentos, which you can use to evaluate the volatility of the firm. Please verify Multiplan Empreendimentos' Risk Adjusted Performance of 0.0228, mean deviation of 1.05, and Downside Deviation of 1.38 to check out if the risk estimate we provide is consistent with the expected return of 0.0336%. Multiplan Empreendimentos has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0898, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Multiplan Empreendimentos are expected to decrease at a much lower rate. During the bear market, Multiplan Empreendimentos is likely to outperform the market. Multiplan Empreendimentos right now secures a risk of 1.33%. Please verify Multiplan Empreendimentos Imobilirios maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Multiplan Empreendimentos Imobilirios will be following its current price movements.
Auto-correlation | 0.19 |
Very weak predictability
Multiplan Empreendimentos Imobilirios has very weak predictability. Overlapping area represents the amount of predictability between Multiplan Empreendimentos time series from 17th of May 2025 to 1st of July 2025 and 1st of July 2025 to 15th 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 Multiplan Empreendimentos price movement. The serial correlation of 0.19 indicates that over 19.0% of current Multiplan Empreendimentos price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Multiplan Empreendimentos lagged returns against current returns
Autocorrelation, which is Multiplan Empreendimentos 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 Multiplan Empreendimentos' stock expected returns. We can calculate the autocorrelation of Multiplan Empreendimentos returns to help us make a trade decision. For example, suppose you find that Multiplan Empreendimentos 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 |
Multiplan Empreendimentos 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 Multiplan Empreendimentos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Multiplan Empreendimentos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Multiplan Empreendimentos stock over time.
Current vs Lagged Prices |
| Timeline |
Multiplan Empreendimentos Lagged Returns
When evaluating Multiplan Empreendimentos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Multiplan Empreendimentos stock have on its future price. Multiplan Empreendimentos 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, Multiplan Empreendimentos autocorrelation shows the relationship between Multiplan Empreendimentos stock current value and its past values and can show if there is a momentum factor associated with investing in Multiplan Empreendimentos Imobilirios.
Regressed Prices |
| Timeline |
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When running Multiplan Empreendimentos' price analysis, check to measure Multiplan Empreendimentos' 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 Multiplan Empreendimentos is operating at the current time. Most of Multiplan Empreendimentos' value examination focuses on studying past and present price action to predict the probability of Multiplan Empreendimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Multiplan Empreendimentos' price. Additionally, you may evaluate how the addition of Multiplan Empreendimentos to your portfolios can decrease your overall portfolio volatility.