AMBEV SA (Brazil) Market Value

ABEV3
  

BRL 15.77  0.27  1.68%   

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 ON investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of AMBEV SA ON 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

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
07/01/2022
No Change 0.00  0.0 
In 4 months and 31 days
11/28/2022
0.00
If you would invest  0.00  in AMBEV SA on July 1, 2022 and sell it all today you would earn a total of 0.00 from holding AMBEV SA ON or generate 0.0% return on investment in AMBEV SA over 150 days. AMBEV SA is related to or competes with PETRORIO, BRASKEM PNB, PORTO SEGUROON, MUNDIAL ON, ABC BRASIL, VALE ON, and TAIWANSMFAC DRN. 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 ON 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
14.2115.7717.33
Details
Intrinsic
Valuation
LowReal ValueHigh
11.2212.7817.35
Details
Naive
Forecast
LowNext ValueHigh
13.6115.1716.73
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14.9615.7316.50
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 ON.

AMBEV SA ON Backtested Returns

We consider AMBEV SA not too volatile. AMBEV SA ON retains Efficiency (Sharpe Ratio) of 0.0333, which signifies that the company had 0.0333% of return per unit of risk 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, which you can use to evaluate the future volatility of the firm. Please confirm AMBEV SA ON coefficient of variation of 3373.96, and Market Risk Adjusted Performance of (0.31) to double-check if the risk estimate we provide is consistent with the expected return of 0.052%.
AMBEV SA has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.1123, which signifies not very significant fluctuations relative to the market. Let's try to break down what AMBEV's beta means in this case. As returns on the market increase, returns on owning AMBEV SA are expected to decrease at a much lower rate. During the bear market, AMBEV SA is likely to outperform the market. Although it is important to respect AMBEV SA ON existing price patterns, it is better to be realistic regarding the information on the equity's price 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 ON technical indicators, you can right now evaluate if the expected return of 0.052% will be sustainable into the future. AMBEV SA ON at this time owns a risk of 1.56%. Please confirm AMBEV SA ON semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation to decide if AMBEV SA ON will be following its current price history.

Auto-correlation

    
  0.40  

Average predictability

AMBEV SA ON has average predictability. Overlapping area represents the amount of predictability between AMBEV SA time series from 1st of July 2022 to 14th of September 2022 and 14th of September 2022 to 28th of November 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 ON price movement. The serial correlation of 0.4 indicates that just about 40.0% of current AMBEV SA price fluctuation can be explain by its past prices.
Correlation Coefficient0.4
Spearman Rank Test0.31
Residual Average0.0
Price Variance0.21

AMBEV SA ON 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 ON.
   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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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 ON 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 ON 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 ON 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 Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

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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...