SLC Agrcola (Brazil) Market Value

SLCE3
  

BRL 44.77  0.58  1.31%   

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

Please note, there is a significant difference between SLC Agrcola's value and its price as these two are different measures arrived at by different means. Investors typically determine SLC Agrcola value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SLC Agrcola'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.

SLC Agrcola '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 SLC Agrcola'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 SLC Agrcola.
0.00
11/02/2022
No Change 0.00  0.0 
In 31 days
12/02/2022
0.00
If you would invest  0.00  in SLC Agrcola on November 2, 2022 and sell it all today you would earn a total of 0.00 from holding SLC Agrcola SA or generate 0.0% return on investment in SLC Agrcola over 30 days. SLC Agrcola S.A. produces and sells agricultural products in Brazil and internationally More

SLC Agrcola 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 SLC Agrcola'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 SLC Agrcola SA upside and downside potential and time the market with a certain degree of confidence.

SLC Agrcola Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for SLC Agrcola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SLC Agrcola's standard deviation. In reality, there are many statistical measures that can use SLC Agrcola historical prices to predict the future SLC Agrcola's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of SLC Agrcola'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 SLC Agrcola in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
42.6044.7746.94
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Intrinsic
Valuation
LowReal ValueHigh
35.8838.0549.25
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SLC Agrcola. Your research has to be compared to or analyzed against SLC Agrcola's peers to derive any actionable benefits. When done correctly, SLC Agrcola'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 SLC Agrcola SA.

SLC Agrcola SA Backtested Returns

SLC Agrcola SA retains Efficiency (Sharpe Ratio) of -0.0722, which indicates the firm had -0.0722% of return per unit of volatility over the last 3 months. Macroaxis approach towards measuring 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. SLC Agrcola exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate SLC Agrcola SA risk adjusted performance of (0.08) to confirm the risk estimate we provide.
The entity owns a Beta (Systematic Risk) of -0.3565, which indicates possible diversification benefits within a given portfolio. Let's try to break down what SLCE3's beta means in this case. As returns on the market increase, returns on owning SLC Agrcola are expected to decrease at a much lower rate. During the bear market, SLC Agrcola is likely to outperform the market. Even though it is essential to pay attention to SLC Agrcola SA existing price patterns, it is always good to be careful when utilizing equity price patterns. Our approach towards measuring 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. SLC Agrcola exposes twenty-one different technical indicators, which can help you to evaluate its performance. SLC Agrcola SA has an expected return of -0.16%. Please be advised to validate SLC Agrcola SA downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if SLC Agrcola SA performance from the past will be repeated at future time.

Auto-correlation

    
  -0.77  

Almost perfect reverse predictability

SLC Agrcola SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between SLC Agrcola time series from 2nd of November 2022 to 17th of November 2022 and 17th of November 2022 to 2nd 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 SLC Agrcola SA price movement. The serial correlation of -0.77 indicates that around 77.0% of current SLC Agrcola price fluctuation can be explain by its past prices.
Correlation Coefficient-0.77
Spearman Rank Test-0.64
Residual Average0.0
Price Variance0.49

SLC Agrcola SA lagged returns against current returns

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

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

SLC Agrcola Lagged Returns

When evaluating SLC Agrcola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SLC Agrcola stock have on its future price. SLC Agrcola 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, SLC Agrcola autocorrelation shows the relationship between SLC Agrcola stock current value and its past values and can show if there is a momentum factor associated with investing in SLC Agrcola SA.
   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 SLC Agrcola 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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Additionally, take a look at SLC Agrcola Correlation, SLC Agrcola Volatility and SLC Agrcola Alpha and Beta module to complement your research on SLC Agrcola. Note that the SLC Agrcola SA information on this page should be used as a complementary analysis to other SLC Agrcola'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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

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