PBG SA (Brazil) Market Value
| PTBL3 Stock | BRL 5.26 0.05 0.94% |
| Symbol | PBG |
PBG 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 PBG 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 PBG SA.
| 05/14/2025 |
| 06/13/2025 |
If you would invest 0.00 in PBG SA on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding PBG SA or generate 0.0% return on investment in PBG SA over 30 days. PBG SA is related to or competes with Vulcabras Azaleia, Schulz SA, EZTEC Empreendimentos, Tupy SA, and Indstrias Romi. PBG S.A. manufactures, exports, and sells ceramic and porcelain products in Brazil and internationally More
PBG 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 PBG 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 PBG SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.95 | |||
| Information Ratio | 0.1462 | |||
| Maximum Drawdown | 18.56 | |||
| Value At Risk | (4.96) | |||
| Potential Upside | 6.74 |
PBG SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PBG SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PBG SA's standard deviation. In reality, there are many statistical measures that can use PBG SA historical prices to predict the future PBG SA's volatility.| Risk Adjusted Performance | 0.2764 | |||
| Jensen Alpha | 0.6247 | |||
| Total Risk Alpha | 0.4655 | |||
| Sortino Ratio | 0.1823 | |||
| Treynor Ratio | (1.21) |
PBG SA Backtested Returns
PBG SA appears to be relatively risky, given 3 months investment horizon. PBG SA maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the company had a 0.2 % return per unit of volatility over the last 3 months. By evaluating PBG SA's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please evaluate PBG SA's market risk adjusted performance of (1.20), and Coefficient Of Variation of 606.95 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PBG SA holds a performance score of 15. The firm holds a Beta of -0.49, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PBG SA are expected to decrease at a much lower rate. During the bear market, PBG SA is likely to outperform the market. Please check PBG SA's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether PBG SA's historical price patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
PBG SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between PBG SA time series from 14th of May 2025 to 29th of May 2025 and 29th of May 2025 to 13th of June 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 PBG SA price movement. The serial correlation of -0.19 indicates that over 19.0% of current PBG SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
PBG SA lagged returns against current returns
Autocorrelation, which is PBG 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 PBG SA's stock expected returns. We can calculate the autocorrelation of PBG SA returns to help us make a trade decision. For example, suppose you find that PBG 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 |
PBG 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 PBG SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PBG SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PBG SA stock over time.
Current vs Lagged Prices |
| Timeline |
PBG SA Lagged Returns
When evaluating PBG SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PBG SA stock have on its future price. PBG 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, PBG SA autocorrelation shows the relationship between PBG SA stock current value and its past values and can show if there is a momentum factor associated with investing in PBG 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 PBG Stock Analysis
When running PBG SA's price analysis, check to measure PBG 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 PBG SA is operating at the current time. Most of PBG SA's value examination focuses on studying past and present price action to predict the probability of PBG 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 PBG SA's price. Additionally, you may evaluate how the addition of PBG SA to your portfolios can decrease your overall portfolio volatility.