Cshg Atrium (Brazil) Market Value
| ATSA11 Fund | 51.00 0.99 1.90% |
| Symbol | Cshg |
Cshg Atrium '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 Cshg Atrium's fund 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 Cshg Atrium.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Cshg Atrium on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Cshg Atrium Shopping or generate 0.0% return on investment in Cshg Atrium over 90 days.
Cshg Atrium 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 Cshg Atrium's fund 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 Cshg Atrium Shopping upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.037 | |||
| Maximum Drawdown | 10.57 | |||
| Value At Risk | (3.83) | |||
| Potential Upside | 4.15 |
Cshg Atrium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cshg Atrium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cshg Atrium's standard deviation. In reality, there are many statistical measures that can use Cshg Atrium historical prices to predict the future Cshg Atrium's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 0.2014 | |||
| Treynor Ratio | 0.078 |
Cshg Atrium Shopping Backtested Returns
Cshg Atrium Shopping secures Sharpe Ratio (or Efficiency) of -0.0229, which signifies that the fund had a -0.0229 % return per unit of risk over the last 3 months. Cshg Atrium Shopping exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cshg Atrium's Standard Deviation of 1.91, risk adjusted performance of (0.01), and Mean Deviation of 1.04 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cshg Atrium are expected to decrease at a much lower rate. During the bear market, Cshg Atrium is likely to outperform the market.
Auto-correlation | 0.27 |
Poor predictability
Cshg Atrium Shopping has poor predictability. Overlapping area represents the amount of predictability between Cshg Atrium time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Cshg Atrium Shopping price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Cshg Atrium price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
Cshg Atrium Shopping lagged returns against current returns
Autocorrelation, which is Cshg Atrium fund'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 Cshg Atrium's fund expected returns. We can calculate the autocorrelation of Cshg Atrium returns to help us make a trade decision. For example, suppose you find that Cshg Atrium has exhibited high autocorrelation historically, and you observe that the fund 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 |
Cshg Atrium 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 Cshg Atrium fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cshg Atrium fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cshg Atrium fund over time.
Current vs Lagged Prices |
| Timeline |
Cshg Atrium Lagged Returns
When evaluating Cshg Atrium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cshg Atrium fund have on its future price. Cshg Atrium 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, Cshg Atrium autocorrelation shows the relationship between Cshg Atrium fund current value and its past values and can show if there is a momentum factor associated with investing in Cshg Atrium Shopping.
Regressed Prices |
| Timeline |
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