BRASIL ON (Brazil) Performance

BBAS3 -  Brazil Stock  

BRL 36.35  1.54  4.06%

BRASIL ON has performance score of 7 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.2506, which signifies not very significant fluctuations relative to the market. Let's try to break down what BRASIL's beta means in this case. As returns on the market increase, returns on owning BRASIL ON are expected to decrease at a much lower rate. During the bear market, BRASIL ON is likely to outperform the market. Although it is extremely important to respect BRASIL ON NM existing price patterns, it is better to be realistic regarding the information on equity 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 BRASIL ON NM technical indicators, you can right now evaluate if the expected return of 0.19% will be sustainable into the future. BRASIL ON NM at this time owns a risk of 1.94%. Please confirm BRASIL ON NM semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation to decide if BRASIL ON NM will be following its current price history.
  
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BRASIL Performance
7 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in BRASIL ON NM are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, BRASIL ON may actually be approaching a critical reversion point that can send shares even higher in June 2022. ...more

BRASIL Price Channel

Fifty Two Week Low27.74
Target High Price60.40
Payout Ratio29.25%
Fifty Two Week High36.75
Target Low Price35.00
Trailing Annual Dividend Yield6.47%

BRASIL ON Relative Risk vs. Return Landscape

If you would invest  3,414  in BRASIL ON NM on February 23, 2022 and sell it today you would earn a total of  375.00  from holding BRASIL ON NM or generate 10.98% return on investment over 90 days. BRASIL ON NM is generating 0.1923% of daily returns and assumes 1.9434% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than BRASIL, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days trading horizon BRASIL ON is expected to generate 1.41 times more return on investment than the market. However, the company is 1.41 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

BRASIL ON Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for BRASIL ON's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BRASIL ON NM, and traders can use it to determine the average amount a BRASIL ON's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.099

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Estimated Market Risk
 1.94
  actual daily
 
 16 %
of total potential
 
1616
Expected Return
 0.19
  actual daily
 
 3 %
of total potential
 
33
Risk-Adjusted Return
 0.1
  actual daily
 
 7 %
of total potential
 
77
Based on monthly moving average BRASIL ON is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BRASIL ON by adding it to a well-diversified portfolio.

About BRASIL ON Performance

To evaluate BRASIL ON NM Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when BRASIL ON generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare BRASIL Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand BRASIL ON NM stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents BRASIL's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Banco do Brasil S.A., together with its subsidiaries, provides banking products and services for individuals, companies, and public sectors in Brazil and internationally. Banco do Brasil S.A. was incorporated in 1808 and is headquartered in Braslia, Brazil. BRASIL ON operates under BanksRegional classification in Brazil and is traded on Sao Paolo Stock Exchange. It employs 84597 people.

Things to note about BRASIL ON NM

Checking the ongoing alerts about BRASIL ON for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for BRASIL ON NM help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

BRASIL ON Alerts

Equity Alerts and Improvement Suggestions

BRASIL ON NM has accumulated about 73.61 B in cash with (117.41 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 25.8.
Roughly 50.0% of the company shares are held by company insiders
Continue to Trending Equities. Note that the BRASIL ON NM information on this page should be used as a complementary analysis to other BRASIL ON'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 BRASIL Stock

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