Embpar Participacoes (Brazil) Statistic Functions Beta

EPAR3 Stock   3.66  0.10  2.81%   
Embpar Participacoes statistic functions tool provides the execution environment for running the Beta function and other technical functions against Embpar Participacoes. Embpar Participacoes value trend is the prevailing direction of the price over some defined period of time. The concept of trend is an important idea in technical analysis, including the analysis of statistic functions indicators. As with most other technical indicators, the Beta function function is designed to identify and follow existing trends. Embpar Participacoes statistical functions help analysts to determine different price movement patterns based on how price series statistical indicators change over time. Please specify Time Period to run this model.

The function did not generate any output. Please change time horizon or modify your input parameters. The output start index for this execution was one with a total number of output elements of sixty. The Beta measures systematic risk based on how returns on Embpar Participacoes correlated with the market. If Beta is less than 0 Embpar Participacoes generally moves in the opposite direction as compared to the market. If Embpar Participacoes Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Embpar Participacoes is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Embpar Participacoes is generally in the same direction as the market. If Beta > 1 Embpar Participacoes moves generally in the same direction as, but more than the movement of the benchmark.

Embpar Participacoes Technical Analysis Modules

Most technical analysis of Embpar Participacoes help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Embpar from various momentum indicators to cycle indicators. When you analyze Embpar charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.

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Embpar Participacoes pair trading

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Embpar Participacoes position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Embpar Participacoes will appreciate offsetting losses from the drop in the long position's value.

Embpar Participacoes Pair Trading

Embpar Participacoes SA Pair Trading Analysis

The ability to find closely correlated positions to Embpar Participacoes could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Embpar Participacoes when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Embpar Participacoes - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Embpar Participacoes SA to buy it.
The correlation of Embpar Participacoes is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Embpar Participacoes moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Embpar Participacoes moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Embpar Participacoes can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Additional Tools for Embpar Stock Analysis

When running Embpar Participacoes' price analysis, check to measure Embpar Participacoes' 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 Embpar Participacoes is operating at the current time. Most of Embpar Participacoes' value examination focuses on studying past and present price action to predict the probability of Embpar Participacoes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Embpar Participacoes' price. Additionally, you may evaluate how the addition of Embpar Participacoes to your portfolios can decrease your overall portfolio volatility.