AUREA SA's market value is the price at which a share of AUREA SA trades on a public exchange. It measures the collective expectations of AUREA SA INH investors about its performance. AUREA SA is trading at 5.62 as of the 19th of July 2025. This is a 1.4% down since the beginning of the trading day. The stock's lowest day price was 5.62. With this module, you can estimate the performance of a buy and hold strategy of AUREA SA INH and determine expected loss or profit from investing in AUREA SA over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
AUREA
AUREA SA '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 AUREA SA'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 AUREA SA.
0.00
04/20/2025
No Change 0.00
0.0
In 2 months and 31 days
07/19/2025
0.00
If you would invest 0.00 in AUREA SA on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding AUREA SA INH or generate 0.0% return on investment in AUREA SA over 90 days.
AUREA SA 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 AUREA SA'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 AUREA SA INH upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for AUREA SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AUREA SA's standard deviation. In reality, there are many statistical measures that can use AUREA SA historical prices to predict the future AUREA SA's volatility.
AUREA SA appears to be somewhat reliable, given 3 months investment horizon. AUREA SA INH secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AUREA SA INH, which you can use to evaluate the volatility of the firm. Please makes use of AUREA SA's mean deviation of 1.26, and Risk Adjusted Performance of 0.1009 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AUREA SA holds a performance score of 8. The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AUREA SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding AUREA SA is expected to be smaller as well. Please check AUREA SA's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether AUREA SA's price patterns will revert.
Auto-correlation
0.60
Good predictability
AUREA SA INH has good predictability. Overlapping area represents the amount of predictability between AUREA SA time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AUREA SA INH price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current AUREA SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.6
Spearman Rank Test
0.54
Residual Average
0.0
Price Variance
0.06
AUREA SA INH lagged returns against current returns
Autocorrelation, which is AUREA SA 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 AUREA SA's stock expected returns. We can calculate the autocorrelation of AUREA SA returns to help us make a trade decision. For example, suppose you find that AUREA SA 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 price movement to match the lagging time series.
Current and Lagged Values
Timeline
AUREA SA 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 AUREA SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AUREA SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AUREA SA stock over time.
Current vs Lagged Prices
Timeline
AUREA SA Lagged Returns
When evaluating AUREA SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AUREA SA stock have on its future price. AUREA SA 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, AUREA SA autocorrelation shows the relationship between AUREA SA stock current value and its past values and can show if there is a momentum factor associated with investing in AUREA SA INH.