BTG Pactual (Brazil) Market Value
| BTLG11 Fund | BRL 95.77 0.83 0.86% |
| Symbol | BTG |
BTG Pactual '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 BTG Pactual'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 BTG Pactual.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in BTG Pactual on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding BTG Pactual Logstica or generate 0.0% return on investment in BTG Pactual over 30 days. BTG Pactual is related to or competes with BB Renda. BTG Pactual Logstica Fundo de Investimento Imobilirio specializes in real estate investing More
BTG Pactual 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 BTG Pactual'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 BTG Pactual Logstica upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 8.02 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 1.52 |
BTG Pactual Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BTG Pactual's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BTG Pactual's standard deviation. In reality, there are many statistical measures that can use BTG Pactual historical prices to predict the future BTG Pactual's volatility.| Risk Adjusted Performance | (0.0005) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | 0.8299 |
BTG Pactual Logstica Backtested Returns
At this point, BTG Pactual is very steady. BTG Pactual Logstica secures Sharpe Ratio (or Efficiency) of 0.0162, which signifies that the fund had a 0.0162 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for BTG Pactual Logstica, which you can use to evaluate the volatility of the entity. Please confirm BTG Pactual's Mean Deviation of 0.8961, standard deviation of 1.45, and Risk Adjusted Performance of (0.0005) to double-check if the risk estimate we provide is consistent with the expected return of 0.0244%. The fund shows a Beta (market volatility) of -0.025, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BTG Pactual are expected to decrease at a much lower rate. During the bear market, BTG Pactual is likely to outperform the market.
Auto-correlation | 0.54 |
Modest predictability
BTG Pactual Logstica has modest predictability. Overlapping area represents the amount of predictability between BTG Pactual time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 BTG Pactual Logstica price movement. The serial correlation of 0.54 indicates that about 54.0% of current BTG Pactual price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
BTG Pactual Logstica lagged returns against current returns
Autocorrelation, which is BTG Pactual 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 BTG Pactual's fund expected returns. We can calculate the autocorrelation of BTG Pactual returns to help us make a trade decision. For example, suppose you find that BTG Pactual 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 |
BTG Pactual 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 BTG Pactual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BTG Pactual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BTG Pactual fund over time.
Current vs Lagged Prices |
| Timeline |
BTG Pactual Lagged Returns
When evaluating BTG Pactual's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BTG Pactual fund have on its future price. BTG Pactual 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, BTG Pactual autocorrelation shows the relationship between BTG Pactual fund current value and its past values and can show if there is a momentum factor associated with investing in BTG Pactual Logstica.
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 BTG Fund
BTG Pactual financial ratios help investors to determine whether BTG 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 BTG with respect to the benefits of owning BTG Pactual security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules |