Compania Stock Market Value

BVN
 Stock
  

USD 8.30  0.14  1.72%   

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


Is Compania'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 Compania. If investors know Compania 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 Compania 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
37.86
Market Capitalization
B
Quarterly Revenue Growth YOY
(0.11) 
Return On Assets
(0.0065) 
Return On Equity
0.0453
The market value of Compania De Minas is measured differently than its book value, which is the value of Compania that is recorded on the company's balance sheet. Investors also form their own opinion of Compania's value that differs from its market value or its book value, called intrinsic value, which is Compania'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 Compania's market value can be influenced by many factors that don't directly affect Compania'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 Compania's value and its price as these two are different measures arrived at by different means. Investors typically determine Compania value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Compania'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.

Compania '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 Compania'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 Compania.
0.00
12/11/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/01/2022
0.00
If you would invest  0.00  in Compania on December 11, 2020 and sell it all today you would earn a total of 0.00 from holding Compania De Minas or generate 0.0% return on investment in Compania over 720 days. Compania is related to or competes with Disney, and ZIM Integrated. Compaa de Minas Buenaventura S.A.A. engages in the exploration, mining development, processing, and trading of precious ... More

Compania 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 Compania'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 Compania De Minas upside and downside potential and time the market with a certain degree of confidence.

Compania Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Compania's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compania's standard deviation. In reality, there are many statistical measures that can use Compania historical prices to predict the future Compania's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Compania'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 Compania in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
4.788.1711.56
Details
Intrinsic
Valuation
LowReal ValueHigh
4.417.8011.19
Details
Naive
Forecast
LowNext ValueHigh
4.297.6811.07
Details
1 Analysts
Consensus
LowTarget PriceHigh
7.007.007.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Compania. Your research has to be compared to or analyzed against Compania's peers to derive any actionable benefits. When done correctly, Compania'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 Compania De Minas.

Compania De Minas Backtested Returns

Compania appears to be slightly risky, given 3 months investment horizon. Compania De Minas secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had 0.18% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. By analyzing Compania De Minas technical indicators you can presently evaluate if the expected return of 0.61% is justified by implied risk. Please makes use of Compania's Mean Deviation of 2.63, risk adjusted performance of 0.304, and Downside Deviation of 2.82 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Compania holds a performance score of 13. The firm shows a Beta (market volatility) of 1.2027, which signifies a somewhat significant risk relative to the market. Let's try to break down what Compania's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Compania will likely underperform. Although it is vital to follow Compania De Minas historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards 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. We have found twenty-seven technical indicators for Compania De Minas, which you can use to evaluate the performance of the firm. Please makes use of Compania De Minas downside variance, and the relationship between the sortino ratio and accumulation distribution to make a quick decision on whether Compania price patterns will revert.

Auto-correlation

    
  0.59  

Modest predictability

Compania De Minas has modest predictability. Overlapping area represents the amount of predictability between Compania time series from 11th of December 2020 to 6th of December 2021 and 6th of December 2021 to 1st 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 Compania De Minas price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Compania price fluctuation can be explain by its past prices.
Correlation Coefficient0.59
Spearman Rank Test0.41
Residual Average0.0
Price Variance2.42

Compania De Minas lagged returns against current returns

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

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

Compania Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Compania 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 Compania

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

Moving together with Compania

+0.84AUYYamana Gold Upward RallyPairCorr
+0.9EGOEldorado Gold Corp Aggressive PushPairCorr

Moving against Compania

-0.63GEVOGevo Inc Normal TradingPairCorr
-0.62JHXJames Hardie Industries Upward RallyPairCorr
-0.54MSBMesabi Trust Earnings Call  Next WeekPairCorr
The ability to find closely correlated positions to Compania could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Compania 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 Compania - 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 Compania De Minas to buy it.
The correlation of Compania 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 Compania moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Compania De Minas 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 Compania 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
Continue to Compania Correlation, Compania Volatility and Compania Alpha and Beta module to complement your research on Compania. You can also try Share Portfolio module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for analysis

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