Irani Papel (Brazil) Market Value
| RANI3 Stock | BRL 7.19 0.05 0.70% |
| Symbol | Irani |
Irani Papel '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 Irani Papel'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 Irani Papel.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Irani Papel on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Irani Papel e or generate 0.0% return on investment in Irani Papel over 90 days. Irani Papel is related to or competes with Ardagh Metal, BrasilAgro Companhia, Indstrias Romi, and Trisul SA. Celulose Irani S.A. manufactures and sells paper for packaging, boxes, and corrugated sheets in Brazil and international... More
Irani Papel 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 Irani Papel'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 Irani Papel e upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 8.71 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.81 |
Irani Papel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Irani Papel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Irani Papel's standard deviation. In reality, there are many statistical measures that can use Irani Papel historical prices to predict the future Irani Papel's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.3434 |
Irani Papel e Backtested Returns
Irani Papel e holds Efficiency (Sharpe) Ratio of -0.0175, which attests that the entity had a -0.0175 % return per unit of risk over the last 3 months. Irani Papel e exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Irani Papel's Risk Adjusted Performance of (0.01), market risk adjusted performance of 0.3534, and Standard Deviation of 1.65 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Irani Papel are expected to decrease at a much lower rate. During the bear market, Irani Papel is likely to outperform the market. At this point, Irani Papel e has a negative expected return of -0.0288%. Please make sure to check out Irani Papel's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Irani Papel e performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Irani Papel e has very weak reverse predictability. Overlapping area represents the amount of predictability between Irani Papel 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 Irani Papel e price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Irani Papel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Irani Papel e lagged returns against current returns
Autocorrelation, which is Irani Papel 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 Irani Papel's stock expected returns. We can calculate the autocorrelation of Irani Papel returns to help us make a trade decision. For example, suppose you find that Irani Papel 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 |
Irani Papel 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 Irani Papel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Irani Papel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Irani Papel stock over time.
Current vs Lagged Prices |
| Timeline |
Irani Papel Lagged Returns
When evaluating Irani Papel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Irani Papel stock have on its future price. Irani Papel 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, Irani Papel autocorrelation shows the relationship between Irani Papel stock current value and its past values and can show if there is a momentum factor associated with investing in Irani Papel e.
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 Irani Stock Analysis
When running Irani Papel's price analysis, check to measure Irani Papel'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 Irani Papel is operating at the current time. Most of Irani Papel's value examination focuses on studying past and present price action to predict the probability of Irani Papel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Irani Papel's price. Additionally, you may evaluate how the addition of Irani Papel to your portfolios can decrease your overall portfolio volatility.