Itasa Investimentos (Brazil) Performance
| ITSA4 Preferred Stock | BRL 9.57 0.02 0.21% |
The company retains a Market Volatility (i.e., Beta) of 0.72, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Itasa Investimentos' returns are expected to increase less than the market. However, during the bear market, the loss of holding Itasa Investimentos is expected to be smaller as well. Itasa Investimentos right now retains a risk of 1.33%. Please check out Itasa Investimentos downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Itasa Investimentos will be following its current trending patterns.
Risk-Adjusted Performance
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Over the last 90 days Itasa Investimentos has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Itasa Investimentos is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 2.9 B | |
| Total Cashflows From Investing Activities | 99 M |
Itasa |
Itasa Investimentos Relative Risk vs. Return Landscape
If you would invest 958.00 in Itasa Investimentos on January 25, 2024 and sell it today you would earn a total of 1.00 from holding Itasa Investimentos or generate 0.1% return on investment over 90 days. Itasa Investimentos is generating 0.0104% of daily returns and assumes 1.3306% volatility on return distribution over the 90 days horizon. Simply put, 11% of preferred stocks are less volatile than Itasa, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Itasa Investimentos Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Itasa Investimentos' investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as Itasa Investimentos, and traders can use it to determine the average amount a Itasa Investimentos' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0078
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ITSA4 |
Estimated Market Risk
| 1.33 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Itasa Investimentos is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Itasa Investimentos by adding Itasa Investimentos to a well-diversified portfolio.
Itasa Investimentos Fundamentals Growth
Itasa Preferred Stock prices reflect investors' perceptions of the future prospects and financial health of Itasa Investimentos, and Itasa Investimentos fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Itasa Preferred Stock performance.
| Return On Equity | 0.22 | ||||
| Return On Asset | 0.0098 | ||||
| Profit Margin | 1.65 % | ||||
| Operating Margin | 0.16 % | ||||
| Current Valuation | 99.15 B | ||||
| Shares Outstanding | 6.38 B | ||||
| Price To Earning | 10.73 X | ||||
| Price To Book | 1.10 X | ||||
| Price To Sales | 9.16 X | ||||
| Revenue | 23.08 B | ||||
| EBITDA | 12.88 B | ||||
| Cash And Equivalents | 3.73 B | ||||
| Cash Per Share | 0.77 X | ||||
| Total Debt | 7.98 B | ||||
| Debt To Equity | 0.13 % | ||||
| Book Value Per Share | 7.30 X | ||||
| Cash Flow From Operations | 1.38 B | ||||
| Earnings Per Share | 1.45 X | ||||
| Total Asset | 85.98 B | ||||
| Retained Earnings | 12.22 B | ||||
| Current Asset | 5.26 B | ||||
| Current Liabilities | 3.16 B | ||||
About Itasa Investimentos Performance
To evaluate Itasa Investimentos Preferred Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Itasa Investimentos generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Itasa Preferred Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Itasa Investimentos market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Itasa's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Itasa S.A., through its subsidiaries, operates in the financial and industrial markets in Brazil and internationally. The company was founded in 1966 and is headquartered in So Paulo, Brazil. ITAUSA PN operates under BanksRegional classification in Brazil and is traded on Sao Paolo Stock Exchange. It employs 126000 people.Things to note about Itasa Investimentos performance evaluation
Checking the ongoing alerts about Itasa Investimentos for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Itasa Investimentos help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 20.0% of the company shares are held by company insiders |
- Analyzing Itasa Investimentos' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Itasa Investimentos' stock is overvalued or undervalued compared to its peers.
- Examining Itasa Investimentos' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Itasa Investimentos' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Itasa Investimentos' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Itasa Investimentos' preferred stock. These opinions can provide insight into Itasa Investimentos' potential for growth and whether the stock is currently undervalued or overvalued.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Itasa Investimentos. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Itasa Investimentos information on this page should be used as a complementary analysis to other Itasa Investimentos' 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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for Itasa Preferred Stock analysis
When running Itasa Investimentos' price analysis, check to measure Itasa Investimentos' 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 Itasa Investimentos is operating at the current time. Most of Itasa Investimentos' value examination focuses on studying past and present price action to predict the probability of Itasa Investimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Itasa Investimentos' price. Additionally, you may evaluate how the addition of Itasa Investimentos to your portfolios can decrease your overall portfolio volatility.
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