Banco BMG (Brazil) Market Value
| BMGB4 Preferred Stock | BRL 3.68 0.03 0.81% |
| Symbol | Banco |
Banco BMG '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 BMG'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 BMG.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Banco BMG on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Banco BMG SA or generate 0.0% return on investment in Banco BMG over 90 days. Banco BMG is related to or competes with Banco Pan, Banco Do, CA Modas, Marcopolo, and Centro De. Banco BMG S.A. provides commercial and credit, financing, and investment products and services primarily in Brazil More
Banco BMG 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 BMG'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 BMG SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 5.92 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.55 |
Banco BMG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco BMG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco BMG's standard deviation. In reality, there are many statistical measures that can use Banco BMG historical prices to predict the future Banco BMG's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.2238 |
Banco BMG SA Backtested Returns
Banco BMG SA secures Sharpe Ratio (or Efficiency) of -0.0443, which signifies that the company had a -0.0443 % return per unit of risk over the last 3 months. Banco BMG SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Banco BMG's Mean Deviation of 0.6993, standard deviation of 1.04, and insignificant Risk Adjusted Performance to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0762, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Banco BMG are expected to decrease at a much lower rate. During the bear market, Banco BMG is likely to outperform the market. At this point, Banco BMG SA has a negative expected return of -0.0464%. Please make sure to confirm Banco BMG's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Banco BMG SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.25 |
Weak reverse predictability
Banco BMG SA has weak reverse predictability. Overlapping area represents the amount of predictability between Banco BMG time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 BMG SA price movement. The serial correlation of -0.25 indicates that over 25.0% of current Banco BMG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Banco BMG SA lagged returns against current returns
Autocorrelation, which is Banco BMG 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 BMG's preferred stock expected returns. We can calculate the autocorrelation of Banco BMG returns to help us make a trade decision. For example, suppose you find that Banco BMG 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 BMG 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 BMG preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco BMG 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 BMG preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Banco BMG Lagged Returns
When evaluating Banco BMG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco BMG preferred stock have on its future price. Banco BMG 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 BMG autocorrelation shows the relationship between Banco BMG preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Banco BMG SA.
Regressed Prices |
| Timeline |
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.Additional Tools for Banco Preferred Stock Analysis
When running Banco BMG's price analysis, check to measure Banco BMG'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 BMG is operating at the current time. Most of Banco BMG's value examination focuses on studying past and present price action to predict the probability of Banco BMG'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 BMG's price. Additionally, you may evaluate how the addition of Banco BMG to your portfolios can decrease your overall portfolio volatility.