LOG Commercial (Brazil) Market Value
| LOGG3 Stock | 19.79 0.59 2.89% |
| Symbol | LOG |
LOG Commercial '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 LOG Commercial'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 LOG Commercial.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in LOG Commercial on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding LOG Commercial Properties or generate 0.0% return on investment in LOG Commercial over 90 days. LOG Commercial is related to or competes with Camil Alimentos, Joo Fortes, LPS Brasil, Moura Dubeux, Movida Participaes, So Carlos, and SLC Agrcola. More
LOG Commercial 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 LOG Commercial'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 LOG Commercial Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.11 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.14 |
LOG Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LOG Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LOG Commercial's standard deviation. In reality, there are many statistical measures that can use LOG Commercial historical prices to predict the future LOG Commercial's volatility.| Risk Adjusted Performance | 0.0689 | |||
| Jensen Alpha | 0.1323 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.53) |
LOG Commercial Properties Backtested Returns
Currently, LOG Commercial Properties is very steady. LOG Commercial Properties has Sharpe Ratio of 0.038, which conveys that the firm had a 0.038 % return per unit of risk over the last 3 months. We have found thirty technical indicators for LOG Commercial, which you can use to evaluate the volatility of the firm. Please verify LOG Commercial's risk adjusted performance of 0.0689, and Mean Deviation of 1.32 to check out if the risk estimate we provide is consistent with the expected return of 0.0649%. LOG Commercial has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LOG Commercial are expected to decrease at a much lower rate. During the bear market, LOG Commercial is likely to outperform the market. LOG Commercial Properties currently secures a risk of 1.71%. Please verify LOG Commercial Properties standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if LOG Commercial Properties will be following its current price movements.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
LOG Commercial Properties has almost perfect reverse predictability. Overlapping area represents the amount of predictability between LOG Commercial time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 LOG Commercial Properties price movement. The serial correlation of -0.74 indicates that around 74.0% of current LOG Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
LOG Commercial Properties lagged returns against current returns
Autocorrelation, which is LOG Commercial 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 LOG Commercial's stock expected returns. We can calculate the autocorrelation of LOG Commercial returns to help us make a trade decision. For example, suppose you find that LOG Commercial 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 |
LOG Commercial 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 LOG Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LOG Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LOG Commercial stock over time.
Current vs Lagged Prices |
| Timeline |
LOG Commercial Lagged Returns
When evaluating LOG Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LOG Commercial stock have on its future price. LOG Commercial 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, LOG Commercial autocorrelation shows the relationship between LOG Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in LOG Commercial Properties.
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 LOG Stock Analysis
When running LOG Commercial's price analysis, check to measure LOG Commercial'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 LOG Commercial is operating at the current time. Most of LOG Commercial's value examination focuses on studying past and present price action to predict the probability of LOG Commercial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LOG Commercial's price. Additionally, you may evaluate how the addition of LOG Commercial to your portfolios can decrease your overall portfolio volatility.