BRASIL ON (Brazil) Probability of Future Stock Price Finishing Over 36.34

BBAS3
  

BRL 33.13  0.05  0.15%   

BRASIL ON's future price is the expected price of BRASIL ON instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of BRASIL ON NM performance during a given time horizon utilizing its historical volatility.
  
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Continue to BRASIL ON Backtesting, BRASIL ON Valuation, BRASIL ON Correlation, BRASIL ON Hype Analysis, BRASIL ON Volatility, BRASIL ON History as well as BRASIL ON Performance. Please specify BRASIL ON time horizon, a valid symbol (red box) and a target price (blue box) you would like BRASIL ON odds to be computed.
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BRASIL ON Target Price Odds to finish over 36.34

The tendency of BRASIL 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 PriceHorizonTarget PriceOdds to move over R$ 36.34  or more in 90 days
 33.13 90 days 36.34  about 6.26
Based on a normal probability distribution, the odds of BRASIL ON to move over R$ 36.34  or more in 90 days from now is about 6.26 (This BRASIL ON NM probability density function shows the probability of BRASIL Stock to fall within a particular range of prices over 90 days) . Probability of BRASIL ON NM price to stay between its current price of R$ 33.13  and R$ 36.34  at the end of the 90-day period is about 73.82 .
Assuming the 90 days trading horizon BRASIL ON NM has a beta of -0.17 suggesting as returns on benchmark increase, returns on holding BRASIL ON are expected to decrease at a much lower rate. During the bear market, however, BRASIL ON NM is likely to outperform the market. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. BRASIL ON NM is significantly underperforming DOW.
 BRASIL ON Price Density 
      Price 

Predictive Modules for BRASIL ON

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as BRASIL ON NM. Regardless of method or technology, however, to accurately forecast the stock or bond 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, frequently view the market will even out over time. This tendency of BRASIL ON'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. Please use the tools below to analyze the current value of BRASIL ON in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
31.3933.1334.87
Details
Intrinsic
Valuation
LowReal ValueHigh
26.8328.5736.44
Details
Naive
Forecast
LowNext ValueHigh
32.9834.7236.46
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
31.8234.9438.06
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as BRASIL ON. Your research has to be compared to or analyzed against BRASIL ON's peers to derive any actionable benefits. When done correctly, BRASIL ON's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in BRASIL ON NM.

BRASIL ON Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. BRASIL ON is not an exception. The market had few large corrections towards the BRASIL ON'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 BRASIL ON NM, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of BRASIL ON within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.09
β
Beta against DOW-0.17
σ
Overall volatility
1.35
Ir
Information ratio 0.07

BRASIL ON 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 BRASIL ON for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for BRASIL ON NM can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
BRASIL ON NM generated a negative expected return over the last 90 days
BRASIL ON NM has accumulated about 73.61 B in cash with (117.41 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 25.8.
Roughly 50.0% of the company shares are held by company insiders

BRASIL ON 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 BRASIL Stock often depends not only on the future outlook of the current and potential BRASIL ON'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. BRASIL ON's indicators that are reflective of the short sentiment are summarized in the table below.
Trailing Annual Dividend Rate2.21
Float Shares1.29B
Average Daily Volume Last 10 Day17.1M
Average Daily Volume In Three Month15.4M
Trailing Annual Dividend Yield6.63%

BRASIL ON Technical Analysis

BRASIL ON's future price can be derived by breaking down and analyzing its technical indicators over time. BRASIL Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of BRASIL ON NM. In general, you should focus on analyzing BRASIL Stock price patterns and their correlations with different microeconomic environments and drivers.

BRASIL ON Predictive Forecast Models

BRASIL ON time-series forecasting models is one of many BRASIL ON's stock analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae 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. These non-stationary BRASIL ON'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 BRASIL ON NM

Checking the ongoing alerts about BRASIL ON for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for BRASIL ON NM help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

BRASIL ON Alerts

BRASIL ON Alerts and Suggestions

BRASIL ON NM generated a negative expected return over the last 90 days
BRASIL ON NM has accumulated about 73.61 B in cash with (117.41 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 25.8.
Roughly 50.0% of the company shares are held by company insiders
Continue to BRASIL ON Backtesting, BRASIL ON Valuation, BRASIL ON Correlation, BRASIL ON Hype Analysis, BRASIL ON Volatility, BRASIL ON History as well as BRASIL ON Performance. Note that the BRASIL ON NM information on this page should be used as a complementary analysis to other BRASIL ON'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 Global Correlations module to find global opportunities by holding instruments from different markets.

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When running BRASIL ON NM price analysis, check to measure BRASIL ON'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 BRASIL ON is operating at the current time. Most of BRASIL ON's value examination focuses on studying past and present price action to predict the probability of BRASIL ON's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move BRASIL ON's price. Additionally, you may evaluate how the addition of BRASIL ON to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between BRASIL ON's value and its price as these two are different measures arrived at by different means. Investors typically determine BRASIL ON value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BRASIL ON'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.