Fundo De (Brazil) Market Value
| BMLC11 Fund | BRL 94.99 0.99 1.03% |
| Symbol | Fundo |
Fundo De '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 Fundo De'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 Fundo De.
| 11/25/2024 |
| 12/25/2024 |
If you would invest 0.00 in Fundo De on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Fundo de Investimento or generate 0.0% return on investment in Fundo De over 30 days. Fundo De is related to or competes with BTG Pactual, Plano Plano, S1YM34, Cable One, ATMA Participaes, British American, and Western Union. More
Fundo De 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 Fundo De'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 Fundo de Investimento upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.01 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.6 |
Fundo De Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundo De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundo De's standard deviation. In reality, there are many statistical measures that can use Fundo De historical prices to predict the future Fundo De's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.1399 |
Fundo de Investimento Backtested Returns
Fundo de Investimento secures Sharpe Ratio (or Efficiency) of -0.0493, which denotes the fund had a -0.0493% return per unit of risk over the last 3 months. Fundo de Investimento exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fundo De's Variance of 2.05, standard deviation of 1.43, and Mean Deviation of 0.8946 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.66, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fundo De are expected to decrease at a much lower rate. During the bear market, Fundo De is likely to outperform the market.
Auto-correlation | -0.36 |
Poor reverse predictability
Fundo de Investimento has poor reverse predictability. Overlapping area represents the amount of predictability between Fundo De time series from 25th of November 2024 to 10th of December 2024 and 10th of December 2024 to 25th of December 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 Fundo de Investimento price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Fundo De price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 1.48 |
Fundo de Investimento lagged returns against current returns
Autocorrelation, which is Fundo De 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 Fundo De's fund expected returns. We can calculate the autocorrelation of Fundo De returns to help us make a trade decision. For example, suppose you find that Fundo De 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 |
Fundo De 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 Fundo De fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundo De fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundo De fund over time.
Current vs Lagged Prices |
| Timeline |
Fundo De Lagged Returns
When evaluating Fundo De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fundo De fund have on its future price. Fundo De 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, Fundo De autocorrelation shows the relationship between Fundo De fund current value and its past values and can show if there is a momentum factor associated with investing in Fundo de Investimento.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Fundo Fund
Fundo De financial ratios help investors to determine whether Fundo 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 Fundo with respect to the benefits of owning Fundo De security.
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