Companhia Brasileira (Brazil) Probability of Future Stock Price Finishing Under 2.83
| PCAR3 Stock | BRL 3.39 0.09 2.59% |
Companhia |
Companhia Brasileira Target Price Odds to finish below 2.83
The tendency of Companhia Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to R$ 2.83 or more in 90 days |
| 3.39 | 90 days | 2.83 | about 20.32 |
Based on a normal probability distribution, the odds of Companhia Brasileira to drop to R$ 2.83 or more in 90 days from now is about 20.32 (This Companhia Brasileira de probability density function shows the probability of Companhia Stock to fall within a particular range of prices over 90 days) . Probability of Companhia Brasileira price to stay between R$ 2.83 and its current price of R$3.39 at the end of the 90-day period is about 35.09 .
Assuming the 90 days trading horizon Companhia Brasileira has a beta of 0.84 indicating as returns on the market go up, Companhia Brasileira average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Companhia Brasileira de will be expected to be much smaller as well. Additionally Companhia Brasileira de has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Companhia Brasileira Price Density |
| Price |
Predictive Modules for Companhia Brasileira
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Companhia Brasileira. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Companhia Brasileira'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.
Companhia Brasileira Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Companhia Brasileira is not an exception. The market had few large corrections towards the Companhia Brasileira's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Companhia Brasileira de, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Companhia Brasileira within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.25 | |
β | Beta against NYSE Composite | 0.84 | |
σ | Overall volatility | 0.58 | |
Ir | Information ratio | -0.06 |
Companhia Brasileira Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Companhia Brasileira for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Companhia Brasileira can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Companhia Brasileira generated a negative expected return over the last 90 days | |
| Companhia Brasileira has high historical volatility and very poor performance | |
| The company has accumulated 12.8 B in total debt with debt to equity ratio (D/E) of 1.01, which is about average as compared to similar companies. Companhia Brasileira has a current ratio of 0.85, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Companhia Brasileira until it has trouble settling it off, either with new capital or with free cash flow. So, Companhia Brasileira's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Companhia Brasileira sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Companhia to invest in growth at high rates of return. When we think about Companhia Brasileira's use of debt, we should always consider it together with cash and equity. | |
| About 41.0% of Companhia Brasileira outstanding shares are owned by corporate insiders |
Companhia Brasileira Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Companhia Stock often depends not only on the future outlook of the current and potential Companhia Brasileira's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Companhia Brasileira's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 269 M | |
| Cash And Short Term Investments | 8.3 B |
Companhia Brasileira Technical Analysis
Companhia Brasileira's future price can be derived by breaking down and analyzing its technical indicators over time. Companhia Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Companhia Brasileira de. In general, you should focus on analyzing Companhia Stock price patterns and their correlations with different microeconomic environments and drivers.
Companhia Brasileira Predictive Forecast Models
Companhia Brasileira's time-series forecasting models is one of many Companhia Brasileira's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Companhia Brasileira's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Companhia Brasileira
Checking the ongoing alerts about Companhia Brasileira for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Companhia Brasileira help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Companhia Brasileira generated a negative expected return over the last 90 days | |
| Companhia Brasileira has high historical volatility and very poor performance | |
| The company has accumulated 12.8 B in total debt with debt to equity ratio (D/E) of 1.01, which is about average as compared to similar companies. Companhia Brasileira has a current ratio of 0.85, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Companhia Brasileira until it has trouble settling it off, either with new capital or with free cash flow. So, Companhia Brasileira's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Companhia Brasileira sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Companhia to invest in growth at high rates of return. When we think about Companhia Brasileira's use of debt, we should always consider it together with cash and equity. | |
| About 41.0% of Companhia Brasileira outstanding shares are owned by corporate insiders |
Check out Companhia Brasileira Backtesting, Companhia Brasileira Valuation, Companhia Brasileira Correlation, Companhia Brasileira Hype Analysis, Companhia Brasileira Volatility, Companhia Brasileira History as well as Companhia Brasileira Performance. Note that the Companhia Brasileira information on this page should be used as a complementary analysis to other Companhia Brasileira's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Companhia Stock analysis
When running Companhia Brasileira's price analysis, check to measure Companhia Brasileira'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 Companhia Brasileira is operating at the current time. Most of Companhia Brasileira's value examination focuses on studying past and present price action to predict the probability of Companhia Brasileira's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Companhia Brasileira's price. Additionally, you may evaluate how the addition of Companhia Brasileira to your portfolios can decrease your overall portfolio volatility.
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