Companhia Stock Market Value

CBD
 Stock
  

USD 3.25  0.11  3.50%   

Companhia Brasileira's market value is the price at which a share of Companhia Brasileira stock trades on a public exchange. It measures the collective expectations of Companhia Brasileira DE investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Companhia Brasileira DE and determine expected loss or profit from investing in Companhia Brasileira over a given investment horizon. Continue to Companhia Brasileira Hype Analysis, Companhia Brasileira Correlation, Companhia Brasileira Valuation, Companhia Brasileira Volatility, as well as analyze Companhia Brasileira Alpha and Beta and Companhia Brasileira Performance.
Symbol


Is Companhia Brasileira'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 Companhia Brasileira. If investors know Companhia 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 Companhia Brasileira 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
11.37
Market Capitalization
888.5 M
Quarterly Revenue Growth YOY
0.093
Return On Assets
0.0263
Return On Equity
0.0364
The market value of Companhia Brasileira is measured differently than its book value, which is the value of Companhia that is recorded on the company's balance sheet. Investors also form their own opinion of Companhia Brasileira's value that differs from its market value or its book value, called intrinsic value, which is Companhia Brasileira'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 Companhia Brasileira's market value can be influenced by many factors that don't directly affect Companhia Brasileira'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 Companhia Brasileira's value and its price as these two are different measures arrived at by different means. Investors typically determine Companhia Brasileira value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Companhia Brasileira'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.

Companhia Brasileira '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 Companhia Brasileira'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 Companhia Brasileira.
0.00
11/11/2021
No Change 0.00  0.0 
In 8 months and 28 days
08/08/2022
0.00
If you would invest  0.00  in Companhia Brasileira on November 11, 2021 and sell it all today you would earn a total of 0.00 from holding Companhia Brasileira DE or generate 0.0% return on investment in Companhia Brasileira over 270 days. Companhia Brasileira is related to or competes with La Z, American Express, Dupont Denemours, Pfizer, Boeing, B of A, and Alcoa Corp. Companhia Brasileira de Distribuio engages in the retail of food, clothing, home appliances, electronics, and other prod...More

Companhia Brasileira 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 Companhia Brasileira'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 Companhia Brasileira DE upside and downside potential and time the market with a certain degree of confidence.

Companhia Brasileira Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Companhia Brasileira's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Companhia Brasileira's standard deviation. In reality, there are many statistical measures that can use Companhia Brasileira historical prices to predict the future Companhia Brasileira's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Companhia Brasileira'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 Companhia Brasileira in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.163.226.44
Details
Intrinsic
Valuation
LowReal ValueHigh
0.713.937.15
Details
Naive
Forecast
LowNext ValueHigh
0.063.196.42
Details
2 Analysts
Consensus
LowTarget PriceHigh
4.506.258.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Companhia Brasileira. Your research has to be compared to or analyzed against Companhia Brasileira's peers to derive any actionable benefits. When done correctly, Companhia Brasileira'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 Companhia Brasileira.

Companhia Brasileira Backtested Returns

Companhia Brasileira secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had -0.1% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Companhia Brasileira DE exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Companhia Brasileira risk adjusted performance of (0.17), and Mean Deviation of 2.54 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.1776, which signifies a somewhat significant risk relative to the market. Let's try to break down what Companhia'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, Companhia Brasileira will likely underperform. Even though it is essential to pay attention to Companhia Brasileira historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Companhia Brasileira DE exposes twenty-one different technical indicators, which can help you to evaluate its performance. Companhia Brasileira has an expected return of -0.34%. Please be advised to confirm Companhia Brasileira standard deviation, treynor ratio, downside variance, as well as the relationship between the information ratio and value at risk to decide if Companhia Brasileira performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.49  

Modest reverse predictability

Companhia Brasileira DE has modest reverse predictability. Overlapping area represents the amount of predictability between Companhia Brasileira time series from 11th of November 2021 to 26th of March 2022 and 26th of March 2022 to 8th of August 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 Companhia Brasileira price movement. The serial correlation of -0.49 indicates that about 49.0% of current Companhia Brasileira price fluctuation can be explain by its past prices.
Correlation Coefficient-0.49
Spearman Rank Test-0.49
Residual Average0.0
Price Variance0.59

Companhia Brasileira lagged returns against current returns

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

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

Companhia Brasileira Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Companhia Brasileira without increasing your portfolio risk or giving up 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 Companhia Brasileira

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

Moving together with Companhia Brasileira

0.81DDSDillards Upward RallyPairCorr
0.74MMacys Inc Upward RallyPairCorr

Moving against Companhia Brasileira

0.74AZOAutozone Fiscal Year End 20th of September 2022 PairCorr
The ability to find closely correlated positions to Companhia Brasileira could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Companhia Brasileira 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 Companhia Brasileira - 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 Companhia Brasileira DE to buy it.
The correlation of Companhia Brasileira 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 Companhia Brasileira moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Companhia Brasileira 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 Companhia Brasileira 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 Companhia Brasileira Hype Analysis, Companhia Brasileira Correlation, Companhia Brasileira Valuation, Companhia Brasileira Volatility, as well as analyze Companhia Brasileira Alpha and Beta and Companhia Brasileira Performance. Note that the Companhia Brasileira information on this page should be used as a complementary analysis to other Companhia Brasileira'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 Bond Directory module to find actively traded corporate debentures issued by US companies.

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Companhia Brasileira 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 Companhia Brasileira technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Companhia Brasileira 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...