Intelbras (Brazil) Volatility
| INTB3 Stock | BRL 14.84 0.12 0.82% |
Intelbras SA posts a Sharpe ratio of 0.18, reflecting healthy reward-to-volatility behavior over the last 3 months. This risk assessment is based on 29 technical indicators. Across the last 3 months, Intelbras SA continues to post moderate price volatility.
Sharpe Ratio = 0.1838
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Estimated Market Risk
| 2.35 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.43 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Intelbras SA posted a Market Risk Adjusted Performance of 0.4%, a Risk of 2.35, and a Risk Adjusted Performance of 0.1% for the reported period. Moving average data indicates Intelbras is positioned near 14% of its recent return envelope. Inclusion in a well-diversified allocation would influence portfolio dispersion metrics.
Key indicators related to Intelbras' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Intelbras draws on both historical price data and forward-looking implied volatility. Periods of elevated Intelbras volatility are typically followed by calmer conditions, and vice versa.
Intelbras |
Volatility Strategy
Volatility in Intelbras SA contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 2.35% with a beta coefficient of 0.75, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.18, evaluates return per unit of total risk. An alpha value of 0.33 reflects performance relative to systematic market exposure. Expected return estimates near 0.43% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Stock volatility often increases around earnings releases and guidance updates.
Main indicators related to Intelbras' market risk premium analysis include:
Beta 0.75 | Alpha 0.33 | Risk 2.35 | Sharpe Ratio 0.18 | Expected Return 0.43 |
Moving together with Intelbras Stock
| 0.88 | M1SI34 | Motorola Solutions | PairCorr |
| 0.87 | NOKI34 | Nokia Oyj | PairCorr |
| 0.79 | E1RI34 | Telefonaktiebolaget | PairCorr |
Moving against Intelbras Stock
| 0.87 | BABA34 | Alibaba Group Holding | PairCorr |
| 0.82 | GOGL35 | Alphabet | PairCorr |
| 0.81 | GOGL34 | Alphabet | PairCorr |
| 0.77 | Z1BR34 | Zebra Technologies | PairCorr |
| 0.76 | MSFT34 | Microsoft | PairCorr |
| 0.73 | AMZO34 | Amazon Inc | PairCorr |
| 0.56 | H1PE34 | Hewlett Packard | PairCorr |
| 0.44 | AAPL34 | Apple Inc | PairCorr |
| 0.41 | B1SA34 | Banco Santander Chile | PairCorr |
Sensitivity To Market
Intelbras SA relative market sensitivity is quantified by its beta value of 0.75. This regression-derived coefficient reflects systematic risk. Total return variability is about 2.35%.This summary describes how Intelbras SA has moved rather than why it moved. Standard deviation is near 2.31% and downside deviation is near 2.1%. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Analyze Intelbras SA Demand TrendCheck current 90 days Intelbras correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for Intelbras expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 2.35 |
For Intelbras investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of Intelbras' returns. Intelbras SA posted a Downside Deviation of 2.10, a Downside Variance of 4.43, and a Maximum Drawdown of 10.84 for the reported period.
Stock Volatility Analysis
Volatility describes the degree to which Intelbras stock price fluctuates in either direction. It captures how much Intelbras' price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Intelbras SA Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming the 90-day trading horizon Intelbras has a beta of 0.7547 . This usually indicates as returns on the market go up, Intelbras's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Intelbras SA is expected to be smaller as well.Intelbras remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Intelbras SA posted a Downside Deviation of 2.10, a Mean Deviation of 1.73, and a Semi Deviation of 1.86 for the reported period.
Predicted Return Distribution |
| Density |
What Drives Intelbras' Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Technology sector can move Intelbras' volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for Intelbras.Intelbras' Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Intelbras' shares.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Intelbras is 543.92. The daily returns are distributed with a variance of 5.53 and standard deviation of 2.35. The mean deviation of Intelbras SA is currently at 1.75. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.33 | |
β | Beta against Dow Jones | 0.75 | |
σ | Overall volatility | 2.35 | |
Ir | Information ratio | 0.15 |
Stock Return Volatility
Intelbras historical daily return volatility represents how much of Intelbras stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 2.3506% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8484% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.21 | 0.19 | -0.56 | -0.21 | 0.71 | PDTC3 | ||
| 0.21 | 0.54 | 0.44 | 0.03 | 0.49 | LWSA3 | ||
| 0.19 | 0.54 | 0.3 | -0.15 | 0.2 | MLAS3 | ||
| -0.56 | 0.44 | 0.3 | -0.14 | -0.4 | TRAD3 | ||
| -0.21 | 0.03 | -0.15 | -0.14 | 0.15 | NGRD3 | ||
| 0.71 | 0.49 | 0.2 | -0.4 | 0.15 | POSI3 | ||
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Strong recent returns in Intelbras Stock do not always mean Intelbras Company is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PDTC3 | 2.75 | 0.11 | 0.04 | 0.32 | 3.18 | 6.51 | 16.89 | |||
| LWSA3 | 2.26 | -0.04 | 0.00 | -0.09 | 0.00 | 4.63 | 15.45 | |||
| MLAS3 | 2.14 | -0.03 | 0.00 | -0.10 | 0.00 | 4.13 | 12.99 | |||
| TRAD3 | 1.69 | -0.88 | 0.00 | -1.13 | 0.00 | 2.67 | 13.56 | |||
| NGRD3 | 1.07 | 0.17 | 0.16 | -1.57 | 1.10 | 3.15 | 7.55 | |||
| POSI3 | 1.82 | 0.01 | 0.00 | -0.06 | 0.00 | 3.28 | 13.90 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Intelbras identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime stability supports tighter position sizing and more reliable risk budgeting. Intelbras has a market cap of 9.48 B, P/E of 23.18, ROE of 20.88%.
Reported values for Intelbras SA are derived from periodic company reporting and market reference feeds and then standardized for analysis. Refresh timing depends on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorIntelbras Investment Opportunity
Intelbras SA is about 2.76 times more volatile than Dow Jones Industrial based on recent return behavior. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Intelbras SA to enhance the returns of the portfolio. This move summary looks at how the current session may translate into a basic near-term setup. It works best as a directional cue rather than as a standalone forecast. a moderate upward volatility. Check odds of Intelbras to be traded at R$16.32 in 90 days.Very strong inverse diversification
Across the chosen horizon, Intelbras and Dow Jones show a correlation of -0.64 and fall into the Very strong inverse diversification bucket. A -0.64 reading means Intelbras and Dow Jones have partial price overlap, offering some diversification benefit.
Intelbras Additional Risk Indicators
A broader risk-indicator set for Intelbras SA can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.1108 | |||
| Market Risk Adjusted Performance | 0.3877 | |||
| Mean Deviation | 1.73 | |||
| Semi Deviation | 1.86 | |||
| Downside Deviation | 2.1 | |||
| Coefficient Of Variation | 784.1 | |||
| Standard Deviation | 2.31 |
Intelbras Suggested Diversification Pairs
A pair strategy built around Intelbras SA is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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| Alphabet vs. Intelbras |
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Intelbras as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Intelbras' systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Intelbras' unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Intelbras SA .
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