VISA INC (Brazil) Market Value

VISA34
  

BRL 48.63  0.63  1.31%   

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

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

VISA INC '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 VISA INC'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 VISA INC.
0.00
09/05/2022
No Change 0.00  0.0 
In 30 days
10/05/2022
0.00
If you would invest  0.00  in VISA INC on September 5, 2022 and sell it all today you would earn a total of 0.00 from holding VISA INC DRN or generate 0.0% return on investment in VISA INC over 30 days. VISA INC is related to or competes with PAYPAL HOLD. Visa Inc. operates as a payments technology company worldwide More

VISA INC 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 VISA INC'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 VISA INC DRN upside and downside potential and time the market with a certain degree of confidence.

VISA INC Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for VISA INC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VISA INC's standard deviation. In reality, there are many statistical measures that can use VISA INC historical prices to predict the future VISA INC's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of VISA INC'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 VISA INC in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
46.9048.6350.36
Details
Intrinsic
Valuation
LowReal ValueHigh
43.7751.0652.79
Details
Naive
Forecast
LowNext ValueHigh
46.9748.7050.43
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
47.1148.2349.34
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as VISA INC. Your research has to be compared to or analyzed against VISA INC's peers to derive any actionable benefits. When done correctly, VISA INC'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 VISA INC DRN.

VISA INC DRN Backtested Returns

VISA INC DRN owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the firm had -0.1% of return per unit of standard deviation over the last 3 months. Macroaxis standpoint 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. VISA INC DRN exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate VISA INC risk adjusted performance of (0.07), and Coefficient Of Variation of (1,676) to confirm the risk estimate we provide.
The entity has a beta of 0.4253, which indicates possible diversification benefits within a given portfolio. Let's try to break down what VISA34's beta means in this case. As returns on the market increase, VISA INC returns are expected to increase less than the market. However, during the bear market, the loss on holding VISA INC will be expected to be smaller as well. Even though it is essential to pay attention to VISA INC DRN current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy 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. VISA INC DRN exposes twenty-one different technical indicators, which can help you to evaluate its performance. VISA INC DRN has an expected return of -0.18%. Please be advised to validate VISA INC treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if VISA INC DRN performance from the past will be repeated at some future point.

Auto-correlation

    
  0.35  

Below average predictability

VISA INC DRN has below average predictability. Overlapping area represents the amount of predictability between VISA INC time series from 5th of September 2022 to 20th of September 2022 and 20th of September 2022 to 5th 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 VISA INC DRN price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current VISA INC price fluctuation can be explain by its past prices.
Correlation Coefficient0.35
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.45

VISA INC DRN lagged returns against current returns

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

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

VISA INC Lagged Returns

When evaluating VISA INC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VISA INC stock have on its future price. VISA INC 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, VISA INC autocorrelation shows the relationship between VISA INC stock current value and its past values and can show if there is a momentum factor associated with investing in VISA INC DRN.
   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 VISA INC 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, VISA INC's short interest history, or implied volatility extrapolated from VISA INC options trading.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Also, please take a look at VISA INC Correlation, VISA INC Volatility and VISA INC Alpha and Beta module to complement your research on VISA INC. Note that the VISA INC DRN information on this page should be used as a complementary analysis to other VISA INC'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 Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

Other Tools for VISA34 Stock

When running VISA INC DRN price analysis, check to measure VISA INC'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 VISA INC is operating at the current time. Most of VISA INC's value examination focuses on studying past and present price action to predict the probability of VISA INC's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move VISA INC's price. Additionally, you may evaluate how the addition of VISA INC to your portfolios can decrease your overall portfolio volatility.
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