ITUB4F (Brazil) Market Value
| ITUB4F Stock | BRL 35.00 0.80 2.23% |
| Symbol | ITUB4F |
Please note, there is a significant difference between ITUB4F's value and its price as these two are different measures arrived at by different means. Investors typically determine if ITUB4F is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ITUB4F'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.
ITUB4F '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 ITUB4F'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 ITUB4F.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in ITUB4F on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding ITUB4F or generate 0.0% return on investment in ITUB4F over 90 days. ITUB4F is related to or competes with Taiwan Semiconductor, Apple, Alibaba Group, Microsoft, Banco Santander, Alphabet, and Alphabet. More
ITUB4F 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 ITUB4F'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 ITUB4F upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.0197 | |||
| Maximum Drawdown | 10.13 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.38 |
ITUB4F Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITUB4F's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ITUB4F's standard deviation. In reality, there are many statistical measures that can use ITUB4F historical prices to predict the future ITUB4F's volatility.| Risk Adjusted Performance | 0.1065 | |||
| Jensen Alpha | 0.1634 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0251 | |||
| Treynor Ratio | (11.89) |
ITUB4F Backtested Returns
At this point, ITUB4F is very steady. ITUB4F holds Efficiency (Sharpe) Ratio of 0.0579, which attests that the entity had a 0.0579 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for ITUB4F, which you can use to evaluate the volatility of the firm. Please check out ITUB4F's risk adjusted performance of 0.1065, and Market Risk Adjusted Performance of (11.88) to validate if the risk estimate we provide is consistent with the expected return of 0.0919%. ITUB4F has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0136, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ITUB4F are expected to decrease at a much lower rate. During the bear market, ITUB4F is likely to outperform the market. ITUB4F presently retains a risk of 1.59%. Please check out ITUB4F maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if ITUB4F will be following its current trending patterns.
Auto-correlation | -0.03 |
Very weak reverse predictability
ITUB4F has very weak reverse predictability. Overlapping area represents the amount of predictability between ITUB4F 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 ITUB4F price movement. The serial correlation of -0.03 indicates that only 3.0% of current ITUB4F price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.72 |
ITUB4F lagged returns against current returns
Autocorrelation, which is ITUB4F 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 ITUB4F's stock expected returns. We can calculate the autocorrelation of ITUB4F returns to help us make a trade decision. For example, suppose you find that ITUB4F 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 |
ITUB4F 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 ITUB4F stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ITUB4F stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ITUB4F stock over time.
Current vs Lagged Prices |
| Timeline |
ITUB4F Lagged Returns
When evaluating ITUB4F's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ITUB4F stock have on its future price. ITUB4F 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, ITUB4F autocorrelation shows the relationship between ITUB4F stock current value and its past values and can show if there is a momentum factor associated with investing in ITUB4F.
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.Other Information on Investing in ITUB4F Stock
ITUB4F financial ratios help investors to determine whether ITUB4F Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ITUB4F with respect to the benefits of owning ITUB4F security.