Ambev Stock Market Value

ABEV
 Stock
  

USD 3.00  0.01  0.33%   

Ambev SA's market value is the price at which a share of Ambev SA stock trades on a public exchange. It measures the collective expectations of Ambev SA ADR investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Ambev SA ADR and determine expected loss or profit from investing in Ambev SA over a given investment horizon. Please continue to Ambev SA Correlation, Ambev SA Volatility and Ambev SA Alpha and Beta module to complement your research on Ambev SA.
Symbol


Is Ambev 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 Ambev SA. If investors know Ambev 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 Ambev 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 YOY
(0.12) 
Market Capitalization
47.4 B
Quarterly Revenue Growth YOY
0.113
Return On Assets
0.0788
Return On Equity
0.1509
The market value of Ambev SA ADR is measured differently than its book value, which is the value of Ambev that is recorded on the company's balance sheet. Investors also form their own opinion of Ambev SA's value that differs from its market value or its book value, called intrinsic value, which is Ambev 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 Ambev SA's market value can be influenced by many factors that don't directly affect Ambev 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 Ambev SA's value and its price as these two are different measures arrived at by different means. Investors typically determine Ambev SA value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ambev 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.

Ambev 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 Ambev 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 Ambev SA.
0.00
12/17/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/07/2022
0.00
If you would invest  0.00  in Ambev SA on December 17, 2020 and sell it all today you would earn a total of 0.00 from holding Ambev SA ADR or generate 0.0% return on investment in Ambev SA over 720 days. Ambev SA is related to or competes with Exxon, Fidelity MSCI, Bondbloxx ETF, Merck, and VANGUARD SMALL-CAP. Ambev S.A., through its subsidiaries, produces, distributes, and sells beer, draft beer, carbonated soft drinks, other n... More

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

Ambev SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambev SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambev SA's standard deviation. In reality, there are many statistical measures that can use Ambev SA historical prices to predict the future Ambev SA's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Ambev 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. Please use the tools below to analyze the current value of Ambev SA in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.173.005.83
Details
Intrinsic
Valuation
LowReal ValueHigh
0.423.256.08
Details
Naive
Forecast
LowNext ValueHigh
0.303.135.97
Details
4 Analysts
Consensus
LowTarget PriceHigh
3.503.503.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ambev SA. Your research has to be compared to or analyzed against Ambev SA's peers to derive any actionable benefits. When done correctly, Ambev SA'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 Ambev SA ADR.

Ambev SA ADR Backtested Returns

We consider Ambev SA relatively risky. Ambev SA ADR secures Sharpe Ratio (or Efficiency) of 0.029, which signifies that the company had 0.029% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Ambev SA ADR, which you can use to evaluate the future volatility of the firm. Please confirm Ambev SA ADR risk adjusted performance of 0.0443, and Mean Deviation of 2.13 to double-check if the risk estimate we provide is consistent with the expected return of 0.0825%.
Ambev SA has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.7498, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Ambev's beta means in this case. As returns on the market increase, Ambev SA returns are expected to increase less than the market. However, during the bear market, the loss on holding Ambev SA will be expected to be smaller as well. Although it is important to respect Ambev SA ADR historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Ambev SA ADR technical indicators, you can presently evaluate if the expected return of 0.0825% will be sustainable into the future. Ambev SA ADR right now shows a risk of 2.84%. Please confirm Ambev SA ADR coefficient of variation, as well as the relationship between the treynor ratio and semi variance to decide if Ambev SA ADR will be following its price patterns.

Auto-correlation

    
  -0.31  

Poor reverse predictability

Ambev SA ADR has poor reverse predictability. Overlapping area represents the amount of predictability between Ambev SA time series from 17th of December 2020 to 12th of December 2021 and 12th of December 2021 to 7th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ambev SA ADR price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Ambev SA price fluctuation can be explain by its past prices.
Correlation Coefficient-0.31
Spearman Rank Test0.04
Residual Average0.0
Price Variance0.03

Ambev SA ADR lagged returns against current returns

Autocorrelation, which is Ambev 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 Ambev SA's stock expected returns. We can calculate the autocorrelation of Ambev SA returns to help us make a trade decision. For example, suppose you find that Ambev SA stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

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

Ambev SA Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Ambev SA without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Bollinger Bands

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Pair Trading with Ambev 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 Ambev 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 Ambev SA will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Ambev 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 Ambev 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 Ambev 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 Ambev SA ADR to buy it.
The correlation of Ambev SA is a statistical measure of how it moves in relation to other equities. 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 Ambev SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ambev 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 Ambev 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
Please continue to Ambev SA Correlation, Ambev SA Volatility and Ambev SA Alpha and Beta module to complement your research on Ambev SA. Note that the Ambev SA ADR information on this page should be used as a complementary analysis to other Ambev 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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

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When running Ambev SA ADR price analysis, check to measure Ambev 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 Ambev SA is operating at the current time. Most of Ambev SA's value examination focuses on studying past and present price action to predict the probability of Ambev SA's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ambev SA's price. Additionally, you may evaluate how the addition of Ambev SA to your portfolios can decrease your overall portfolio volatility.
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Ambev 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 Ambev SA technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ambev 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...