Brf Sa Adr Stock Market Value

BRFS Stock  USD 3.27  0.01  0.31%   
BRF SA's market value is the price at which a share of BRF SA trades on a public exchange. It measures the collective expectations of BRF SA ADR investors about its performance. BRF SA is selling for under 3.27 as of the 19th of April 2024; that is 0.31% increase since the beginning of the trading day. The stock's lowest day price was 3.15.
With this module, you can estimate the performance of a buy and hold strategy of BRF SA ADR and determine expected loss or profit from investing in BRF SA over a given investment horizon. Check out BRF SA Correlation, BRF SA Volatility and BRF SA Alpha and Beta module to complement your research on BRF SA.
Symbol

BRF SA ADR Price To Book Ratio

Is BRF SA's industry 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 BRF SA. If investors know BRF 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 BRF SA 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
0.02
Earnings Share
(0.29)
Revenue Per Share
39.415
Quarterly Revenue Growth
(0.02)
Return On Assets
0.0065
The market value of BRF SA ADR is measured differently than its book value, which is the value of BRF that is recorded on the company's balance sheet. Investors also form their own opinion of BRF SA's value that differs from its market value or its book value, called intrinsic value, which is BRF SA'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 BRF SA's market value can be influenced by many factors that don't directly affect BRF SA'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 BRF SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if BRF SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BRF SA'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.

BRF SA '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 BRF SA'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 BRF SA.
0.00
03/20/2024
No Change 0.00  0.0 
In 30 days
04/19/2024
0.00
If you would invest  0.00  in BRF SA on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding BRF SA ADR or generate 0.0% return on investment in BRF SA over 30 days. BRF SA is related to or competes with Greenlane Holdings, RLX Technology, 22nd Century, Pyxus International, and Japan Tobacco. BRF S.A. focuses on raising, producing, and slaughtering poultry and pork for processing, production, and sale of fresh ... More

BRF SA 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 BRF SA'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 BRF SA ADR upside and downside potential and time the market with a certain degree of confidence.

BRF SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for BRF SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BRF SA's standard deviation. In reality, there are many statistical measures that can use BRF SA historical prices to predict the future BRF SA's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BRF SA'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.
Hype
Prediction
LowEstimatedHigh
0.393.276.15
Details
Intrinsic
Valuation
LowRealHigh
0.132.675.55
Details
Naive
Forecast
LowNextHigh
0.593.476.34
Details
4 Analysts
Consensus
LowTargetHigh
1.731.902.11
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as BRF SA. Your research has to be compared to or analyzed against BRF SA's peers to derive any actionable benefits. When done correctly, BRF SA'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 BRF SA ADR.

BRF SA ADR Backtested Returns

BRF SA appears to be unstable, given 3 months investment horizon. BRF SA ADR secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for BRF SA ADR, which you can use to evaluate the volatility of the firm. Please makes use of BRF SA's Risk Adjusted Performance of 0.0983, downside deviation of 2.42, and Mean Deviation of 2.2 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BRF SA holds a performance score of 8. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BRF SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding BRF SA is expected to be smaller as well. Please check BRF SA's jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to make a quick decision on whether BRF SA's price patterns will revert.

Auto-correlation

    
  -0.24  

Weak reverse predictability

BRF SA ADR has weak reverse predictability. Overlapping area represents the amount of predictability between BRF SA time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BRF SA ADR price movement. The serial correlation of -0.24 indicates that over 24.0% of current BRF SA price fluctuation can be explain by its past prices.
Correlation Coefficient-0.24
Spearman Rank Test0.2
Residual Average0.0
Price Variance0.01

BRF SA ADR lagged returns against current returns

Autocorrelation, which is BRF SA 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 BRF SA's stock expected returns. We can calculate the autocorrelation of BRF SA returns to help us make a trade decision. For example, suppose you find that BRF SA 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  

BRF SA 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 BRF SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BRF SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BRF SA stock over time.
   Current vs Lagged Prices   
       Timeline  

BRF SA Lagged Returns

When evaluating BRF SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BRF SA stock have on its future price. BRF SA 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, BRF SA autocorrelation shows the relationship between BRF SA stock current value and its past values and can show if there is a momentum factor associated with investing in BRF SA ADR.
   Regressed Prices   
       Timeline  

Pair Trading with BRF SA

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 BRF SA 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 BRF SA will appreciate offsetting losses from the drop in the long position's value.

Moving together with BRF Stock

  0.68TSN Tyson Foods Financial Report 13th of May 2024 PairCorr

Moving against BRF Stock

  0.89SAM Boston Beer Earnings Call This WeekPairCorr
  0.84IH IhumanIncPairCorr
  0.82PAVS Paranovus EntertainmentPairCorr
  0.7ABEV Ambev SA ADR Financial Report 2nd of May 2024 PairCorr
  0.65BUD Anheuser Busch Inbev Financial Report 2nd of May 2024 PairCorr
The ability to find closely correlated positions to BRF SA could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace BRF SA 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 BRF SA - 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 BRF SA ADR to buy it.
The correlation of BRF SA 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 BRF SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if BRF SA ADR 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 BRF SA 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
When determining whether BRF SA ADR is a strong investment it is important to analyze BRF SA's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact BRF SA's future performance. For an informed investment choice regarding BRF Stock, refer to the following important reports:
Check out BRF SA Correlation, BRF SA Volatility and BRF SA Alpha and Beta module to complement your research on BRF SA.
Note that the BRF SA ADR information on this page should be used as a complementary analysis to other BRF SA'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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.

Complementary Tools for BRF Stock analysis

When running BRF SA's price analysis, check to measure BRF SA'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 BRF SA is operating at the current time. Most of BRF SA's value examination focuses on studying past and present price action to predict the probability of BRF SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BRF SA's price. Additionally, you may evaluate how the addition of BRF SA to your portfolios can decrease your overall portfolio volatility.
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Top Crypto Exchanges
Search and analyze digital assets across top global cryptocurrency exchanges
Commodity Directory
Find actively traded commodities issued by global exchanges
ETFs
Find actively traded Exchange Traded Funds (ETF) from around the world
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Bonds Directory
Find actively traded corporate debentures issued by US companies
Sectors
List of equity sectors categorizing publicly traded companies based on their primary business activities
AI Investment Finder
Use AI to screen and filter profitable investment opportunities
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
BRF SA 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.
A focus of BRF SA technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of BRF SA trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...