Fertilizantes Heringer (Brazil) Market Value

FHER3 Stock  BRL 5.72  0.01  0.18%   
Fertilizantes Heringer's market value is the price at which a share of Fertilizantes Heringer trades on a public exchange. It measures the collective expectations of Fertilizantes Heringer SA investors about its performance. Fertilizantes Heringer is selling for under 5.72 as of the 28th of March 2024; that is 0.18 percent increase since the beginning of the trading day. The stock's lowest day price was 5.71.
With this module, you can estimate the performance of a buy and hold strategy of Fertilizantes Heringer SA and determine expected loss or profit from investing in Fertilizantes Heringer over a given investment horizon. Check out Fertilizantes Heringer Correlation, Fertilizantes Heringer Volatility and Fertilizantes Heringer Alpha and Beta module to complement your research on Fertilizantes Heringer.
Symbol

Please note, there is a significant difference between Fertilizantes Heringer's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fertilizantes Heringer is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fertilizantes Heringer'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.

Fertilizantes Heringer '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 Fertilizantes Heringer'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 Fertilizantes Heringer.
0.00
06/07/2022
No Change 0.00  0.0 
In 1 year 9 months and 23 days
03/28/2024
0.00
If you would invest  0.00  in Fertilizantes Heringer on June 7, 2022 and sell it all today you would earn a total of 0.00 from holding Fertilizantes Heringer SA or generate 0.0% return on investment in Fertilizantes Heringer over 660 days. Fertilizantes Heringer is related to or competes with Toyota, Honda, Taiwan Semiconductor, Sony, Mitsubishi UFJ, Alibaba Group, and Ita Unibanco. Fertilizantes Heringer S.A. engages in the production, marketing, and distribution of fertilizers in Brazil More

Fertilizantes Heringer 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 Fertilizantes Heringer'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 Fertilizantes Heringer SA upside and downside potential and time the market with a certain degree of confidence.

Fertilizantes Heringer Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Fertilizantes Heringer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fertilizantes Heringer's standard deviation. In reality, there are many statistical measures that can use Fertilizantes Heringer historical prices to predict the future Fertilizantes Heringer's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fertilizantes Heringer's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
4.085.727.36
Details
Intrinsic
Valuation
LowRealHigh
3.585.226.86
Details
Naive
Forecast
LowNextHigh
3.885.527.15
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.655.755.85
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fertilizantes Heringer. Your research has to be compared to or analyzed against Fertilizantes Heringer's peers to derive any actionable benefits. When done correctly, Fertilizantes Heringer's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Fertilizantes Heringer.

Fertilizantes Heringer Backtested Returns

Fertilizantes Heringer secures Sharpe Ratio (or Efficiency) of -0.27, which denotes the company had a -0.27% return per unit of risk over the last 3 months. Fertilizantes Heringer SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fertilizantes Heringer's Standard Deviation of 1.59, mean deviation of 1.22, and Variance of 2.54 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.5, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fertilizantes Heringer are expected to decrease at a much lower rate. During the bear market, Fertilizantes Heringer is likely to outperform the market. Fertilizantes Heringer has an expected return of -0.45%. Please make sure to confirm Fertilizantes Heringer maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Fertilizantes Heringer performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.18  

Very weak predictability

Fertilizantes Heringer SA has very weak predictability. Overlapping area represents the amount of predictability between Fertilizantes Heringer time series from 7th of June 2022 to 3rd of May 2023 and 3rd of May 2023 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fertilizantes Heringer price movement. The serial correlation of 0.18 indicates that over 18.0% of current Fertilizantes Heringer price fluctuation can be explain by its past prices.
Correlation Coefficient0.18
Spearman Rank Test0.1
Residual Average0.0
Price Variance11.52

Fertilizantes Heringer lagged returns against current returns

Autocorrelation, which is Fertilizantes Heringer 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 Fertilizantes Heringer's stock expected returns. We can calculate the autocorrelation of Fertilizantes Heringer returns to help us make a trade decision. For example, suppose you find that Fertilizantes Heringer 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  

Fertilizantes Heringer 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 Fertilizantes Heringer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fertilizantes Heringer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fertilizantes Heringer stock over time.
   Current vs Lagged Prices   
       Timeline  

Fertilizantes Heringer Lagged Returns

When evaluating Fertilizantes Heringer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fertilizantes Heringer stock have on its future price. Fertilizantes Heringer 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, Fertilizantes Heringer autocorrelation shows the relationship between Fertilizantes Heringer stock current value and its past values and can show if there is a momentum factor associated with investing in Fertilizantes Heringer SA.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Fertilizantes Heringer in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Fertilizantes Heringer's short interest history, or implied volatility extrapolated from Fertilizantes Heringer options trading.

Building efficient market-beating portfolios requires time, education, and a lot of computing power!

The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.

Try AI Portfolio Architect
Check out Fertilizantes Heringer Correlation, Fertilizantes Heringer Volatility and Fertilizantes Heringer Alpha and Beta module to complement your research on Fertilizantes Heringer.
Note that the Fertilizantes Heringer information on this page should be used as a complementary analysis to other Fertilizantes Heringer's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Complementary Tools for Fertilizantes Stock analysis

When running Fertilizantes Heringer's price analysis, check to measure Fertilizantes Heringer'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 Fertilizantes Heringer is operating at the current time. Most of Fertilizantes Heringer's value examination focuses on studying past and present price action to predict the probability of Fertilizantes Heringer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fertilizantes Heringer's price. Additionally, you may evaluate how the addition of Fertilizantes Heringer to your portfolios can decrease your overall portfolio volatility.
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Watchlist Optimization
Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Fertilizantes Heringer technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Fertilizantes Heringer technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fertilizantes Heringer trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...