AMBEV SA (Brazil) Market Value

ABEV3
  

BRL 15.54  0.76  4.66%   

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
09/04/2022
No Change 0.00  0.0 
In 31 days
10/04/2022
0.00
If you would invest  0.00  in AMBEV SA on September 4, 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 30 days. 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
14.0215.5417.06
Details
Intrinsic
Valuation
LowReal ValueHigh
13.9918.0519.57
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

AMBEV SA appears to be very steady, given 3 months investment horizon. AMBEV SA ON retains Efficiency (Sharpe Ratio) of 0.15, which signifies that the company had 0.15% 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 makes use of AMBEV SA's coefficient of variation of 568.3, and Market Risk Adjusted Performance of 0.6368 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, AMBEV SA holds a performance score of 11. The firm owns a Beta (Systematic Risk) of 0.4121, 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 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 0.23% will be sustainable into the future. Please makes use of AMBEV SA ON semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation to make a quick decision on whether AMBEV SA ON current price history will revert.

Auto-correlation

    
  -0.28  

Weak reverse predictability

AMBEV SA ON has weak reverse predictability. Overlapping area represents the amount of predictability between AMBEV SA time series from 4th of September 2022 to 19th of September 2022 and 19th of September 2022 to 4th of October 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 -0.28 indicates that nearly 28.0% of current AMBEV SA price fluctuation can be explain by its past prices.
Correlation Coefficient-0.28
Spearman Rank Test-0.32
Residual Average0.0
Price Variance0.02

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   
Share
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards AMBEV SA in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, AMBEV SA's short interest history, or implied volatility extrapolated from AMBEV SA options trading.
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 Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

Other Tools for AMBEV Stock

When running AMBEV SA ON 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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