Minupar Participaes (Brazil) Market Value
| MNPR3 Stock | BRL 26.13 0.01 0.04% |
| Symbol | Minupar |
Minupar Participaes '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 Minupar Participaes' 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 Minupar Participaes.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Minupar Participaes on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Minupar Participaes SA or generate 0.0% return on investment in Minupar Participaes over 90 days. Minupar Participaes is related to or competes with Lupatech, Refinaria, Recrusul, Plascar Participaes, and Mangels Industrial. Minupar Participaes S.A., through its subsidiaries, focuses on the creation, slaughter, commercialization, import, and e... More
Minupar Participaes 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 Minupar Participaes' 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 Minupar Participaes SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 26.7 | |||
| Value At Risk | (5.59) | |||
| Potential Upside | 6.96 |
Minupar Participaes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Minupar Participaes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Minupar Participaes' standard deviation. In reality, there are many statistical measures that can use Minupar Participaes historical prices to predict the future Minupar Participaes' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | (0.09) |
Minupar Participaes Backtested Returns
Currently, Minupar Participaes SA is not too volatile. Minupar Participaes has Sharpe Ratio of 0.0305, which conveys that the firm had a 0.0305 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Minupar Participaes, which you can use to evaluate the volatility of the firm. Please verify Minupar Participaes' Mean Deviation of 2.57, risk adjusted performance of (0.02), and Standard Deviation of 3.94 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Minupar Participaes has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.33, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Minupar Participaes will likely underperform. Minupar Participaes right now secures a risk of 3.91%. Please verify Minupar Participaes SA kurtosis, day typical price, and the relationship between the potential upside and rate of daily change , to decide if Minupar Participaes SA will be following its current price movements.
Auto-correlation | -0.36 |
Poor reverse predictability
Minupar Participaes SA has poor reverse predictability. Overlapping area represents the amount of predictability between Minupar Participaes 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 Minupar Participaes price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Minupar Participaes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.73 |
Minupar Participaes lagged returns against current returns
Autocorrelation, which is Minupar Participaes 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 Minupar Participaes' stock expected returns. We can calculate the autocorrelation of Minupar Participaes returns to help us make a trade decision. For example, suppose you find that Minupar Participaes 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 |
Minupar Participaes 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 Minupar Participaes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Minupar Participaes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Minupar Participaes stock over time.
Current vs Lagged Prices |
| Timeline |
Minupar Participaes Lagged Returns
When evaluating Minupar Participaes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Minupar Participaes stock have on its future price. Minupar Participaes 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, Minupar Participaes autocorrelation shows the relationship between Minupar Participaes stock current value and its past values and can show if there is a momentum factor associated with investing in Minupar Participaes 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 Minupar Stock Analysis
When running Minupar Participaes' price analysis, check to measure Minupar Participaes' 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 Minupar Participaes is operating at the current time. Most of Minupar Participaes' value examination focuses on studying past and present price action to predict the probability of Minupar Participaes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Minupar Participaes' price. Additionally, you may evaluate how the addition of Minupar Participaes to your portfolios can decrease your overall portfolio volatility.