Banco ABC (Brazil) Market Value

ABCB4 Preferred Stock  BRL 20.80  0.11  0.53%   
Banco ABC's market value is the price at which a share of Banco ABC trades on a public exchange. It measures the collective expectations of Banco ABC Brasil investors about its performance. Banco ABC is selling for under 20.80 as of the 21st of July 2025; that is 0.53% down since the beginning of the trading day. The preferred stock's lowest day price was 20.73.
With this module, you can estimate the performance of a buy and hold strategy of Banco ABC Brasil and determine expected loss or profit from investing in Banco ABC over a given investment horizon. Check out Banco ABC Correlation, Banco ABC Volatility and Banco ABC Alpha and Beta module to complement your research on Banco ABC.
Symbol

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

Banco ABC '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 Banco ABC's preferred 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 Banco ABC.
0.00
04/22/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/21/2025
0.00
If you would invest  0.00  in Banco ABC on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Banco ABC Brasil or generate 0.0% return on investment in Banco ABC over 90 days. Banco ABC is related to or competes with Banco BMG, Ita Unibanco, Banco Pan, Banco Bradesco, Banco Do, MAHLE Metal, and Tupy SA. Banco ABC Brasil S.A., a commercial bank, provides various financial products and services to large companies in Brazil More

Banco ABC 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 Banco ABC's preferred 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 Banco ABC Brasil upside and downside potential and time the market with a certain degree of confidence.

Banco ABC Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco ABC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco ABC's standard deviation. In reality, there are many statistical measures that can use Banco ABC historical prices to predict the future Banco ABC's volatility.
Hype
Prediction
LowEstimatedHigh
19.4820.8022.12
Details
Intrinsic
Valuation
LowRealHigh
19.4720.7922.11
Details
Naive
Forecast
LowNextHigh
18.5519.8821.20
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
20.6821.0421.39
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Banco ABC. Your research has to be compared to or analyzed against Banco ABC's peers to derive any actionable benefits. When done correctly, Banco ABC's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Banco ABC Brasil.

Banco ABC Brasil Backtested Returns

Currently, Banco ABC Brasil is very steady. Banco ABC Brasil 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-nine technical indicators for Banco ABC Brasil, which you can use to evaluate the volatility of the firm. Please confirm Banco ABC's Risk Adjusted Performance of 0.1377, downside deviation of 1.23, and Mean Deviation of 1.02 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Banco ABC has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Banco ABC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Banco ABC is expected to be smaller as well. Banco ABC Brasil right now shows a risk of 1.32%. Please confirm Banco ABC Brasil jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Banco ABC Brasil will be following its price patterns.

Auto-correlation

    
  0.46  

Average predictability

Banco ABC Brasil has average predictability. Overlapping area represents the amount of predictability between Banco ABC time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Banco ABC Brasil price movement. The serial correlation of 0.46 indicates that about 46.0% of current Banco ABC price fluctuation can be explain by its past prices.
Correlation Coefficient0.46
Spearman Rank Test0.32
Residual Average0.0
Price Variance0.33

Banco ABC Brasil lagged returns against current returns

Autocorrelation, which is Banco ABC preferred 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 Banco ABC's preferred stock expected returns. We can calculate the autocorrelation of Banco ABC returns to help us make a trade decision. For example, suppose you find that Banco ABC has exhibited high autocorrelation historically, and you observe that the preferred 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  

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

Banco ABC Lagged Returns

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

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Additional Tools for Banco Preferred Stock Analysis

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