Baumer SA (Brazil) Market Value
| BALM3 Stock | BRL 21.00 1.10 5.53% |
| Symbol | Baumer |
Baumer 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 Baumer 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 Baumer SA.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Baumer SA on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Baumer SA or generate 0.0% return on investment in Baumer SA over 90 days. Baumer SA is related to or competes with Intuitive Surgical, Baxter International, Fleury SA, Baumer SA, and . Baumer S.A. develops solutions in hospitals, odontology, and health industry equipment in Brazil, Europe, Asia, and the ... More
Baumer 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 Baumer 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 Baumer SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0768 | |||
| Maximum Drawdown | 22.59 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 5.53 |
Baumer SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baumer SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baumer SA's standard deviation. In reality, there are many statistical measures that can use Baumer SA historical prices to predict the future Baumer SA's volatility.| Risk Adjusted Performance | 0.1123 | |||
| Jensen Alpha | 0.3774 | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.9543 |
Baumer SA Backtested Returns
Baumer SA appears to be not too volatile, given 3 months investment horizon. Baumer SA secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Baumer SA, which you can use to evaluate the volatility of the firm. Please makes use of Baumer SA's Standard Deviation of 3.99, mean deviation of 1.53, and Risk Adjusted Performance of 0.1123 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Baumer SA holds a performance score of 9. The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Baumer SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Baumer SA is expected to be smaller as well. Please check Baumer SA's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Baumer SA's price patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Baumer SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Baumer 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 Baumer SA price movement. The serial correlation of -0.01 indicates that just 1.0% of current Baumer SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.15 |
Baumer SA lagged returns against current returns
Autocorrelation, which is Baumer 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 Baumer SA's stock expected returns. We can calculate the autocorrelation of Baumer SA returns to help us make a trade decision. For example, suppose you find that Baumer 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 |
Baumer 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 Baumer SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baumer SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baumer SA stock over time.
Current vs Lagged Prices |
| Timeline |
Baumer SA Lagged Returns
When evaluating Baumer SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baumer SA stock have on its future price. Baumer 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, Baumer SA autocorrelation shows the relationship between Baumer SA stock current value and its past values and can show if there is a momentum factor associated with investing in Baumer SA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Baumer Stock Analysis
When running Baumer SA's price analysis, check to measure Baumer SA'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 Baumer SA is operating at the current time. Most of Baumer SA's value examination focuses on studying past and present price action to predict the probability of Baumer SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Baumer SA's price. Additionally, you may evaluate how the addition of Baumer SA to your portfolios can decrease your overall portfolio volatility.