Fator IFIX (Brazil) Price on December 11, 2024
RBFF11 Fund | BRL 45.03 1.81 3.86% |
If you're considering investing in Fator Fund, it is important to understand the factors that can impact its price. As of today, the current price of Fator IFIX stands at 45.03, as last reported on the 13th of December 2024, with the highest price reaching 47.50 and the lowest price hitting 44.02 during the day. Fator IFIX Fundo secures Sharpe Ratio (or Efficiency) of -0.27, which denotes the fund had a -0.27% return per unit of risk over the last 3 months. Fator IFIX Fundo exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fator IFIX's Variance of 2.47, standard deviation of 1.57, and Mean Deviation of 1.16 to check the risk estimate we provide.
Fator Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Fator |
Sharpe Ratio = -0.2667
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | ||||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns | RBFF11 |
Estimated Market Risk
1.61 actual daily | 14 86% of assets are more volatile |
Expected Return
-0.43 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.27 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fator IFIX 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 Fator IFIX by adding Fator IFIX to a well-diversified portfolio.
Fator IFIX Valuation on December 11, 2024
It is possible to determine the worth of Fator IFIX on a given historical date. On December 11, 2024 Fator was worth 47.25 at the beginning of the trading date compared to the closed value of 46.84. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Fator IFIX fund. Still, in general, we apply an absolute valuation method to find Fator IFIX's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Fator IFIX where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Fator IFIX's related companies.
Open | High | Low | Close | Volume | |
48.65 | 48.65 | 47.28 | 47.73 | 19,882 | |
12/11/2024 | 47.25 | 47.73 | 45.79 | 46.84 | 18,451 |
47.26 | 47.50 | 44.02 | 45.03 | 52,989 |
Backtest Fator IFIX | | | Fator IFIX History | | | Fator IFIX Valuation | Previous | Next |
Fator IFIX Trading Date Momentum on December 11, 2024
On December 12 2024 Fator IFIX Fundo was traded for 45.03 at the closing time. The highest price during the trading period was 47.50 and the lowest recorded bid was listed for 44.02 . The volume for the day was 53 K. This history from December 12, 2024 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 3.86% . The overall trading delta to the current price is 0.90% . |
Fator IFIX Fundo Fundamentals Correlations and Trends
By evaluating Fator IFIX's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Fator IFIX's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Fator financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Fator IFIX Fund history
Fator IFIX investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Fator is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Fator IFIX Fundo will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Fator IFIX stock prices may prove useful in developing a viable investing in Fator IFIX
Fator IFIX Fund Technical Analysis
Fator IFIX technical fund 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, fund market cycles, or different charting patterns.
Price Boundaries
Fator IFIX Period Price Range
Low | December 13, 2024
| High |
0.00 | 0.00 |
Fator IFIX Fundo cannot be verified against its exchange. Please verify the symbol is currently traded on Sao Paulo Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Fator IFIX December 13, 2024 Market Strength
Market strength indicators help investors to evaluate how Fator IFIX fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fator IFIX shares will generate the highest return on investment. By undertsting and applying Fator IFIX fund market strength indicators, traders can identify Fator IFIX Fundo entry and exit signals to maximize returns
Fator IFIX Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Fator IFIX's price direction in advance. Along with the technical and fundamental analysis of Fator Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Fator to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | (0.18) | |||
Jensen Alpha | (0.42) | |||
Total Risk Alpha | (0.64) | |||
Treynor Ratio | 15.81 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Other Information on Investing in Fator Fund
Fator IFIX financial ratios help investors to determine whether Fator Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fator with respect to the benefits of owning Fator IFIX security.
Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like |