CF3 FUNDO (Brazil) Market Value
| CFII11 Fund | 1,000.00 0.00 0.00% |
| Symbol | CF3 |
CF3 FUNDO '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 CF3 FUNDO'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 CF3 FUNDO.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in CF3 FUNDO on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding CF3 FUNDO DE or generate 0.0% return on investment in CF3 FUNDO over 90 days.
CF3 FUNDO 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 CF3 FUNDO'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 CF3 FUNDO DE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2316 | |||
| Maximum Drawdown | 8.51 |
CF3 FUNDO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CF3 FUNDO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CF3 FUNDO's standard deviation. In reality, there are many statistical measures that can use CF3 FUNDO historical prices to predict the future CF3 FUNDO's volatility.| Risk Adjusted Performance | 0.1216 | |||
| Jensen Alpha | 0.1425 | |||
| Total Risk Alpha | 0.2671 | |||
| Treynor Ratio | 1.97 |
CF3 FUNDO DE Backtested Returns
At this point, CF3 FUNDO is very steady. CF3 FUNDO DE retains Efficiency (Sharpe Ratio) of 0.14, which signifies that the fund had a 0.14 % return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for CF3 FUNDO, which you can use to evaluate the volatility of the entity. Please confirm CF3 FUNDO's Variance of 1.11, market risk adjusted performance of 1.98, and Information Ratio of 0.2316 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund owns a Beta (Systematic Risk) of 0.0686, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CF3 FUNDO's returns are expected to increase less than the market. However, during the bear market, the loss of holding CF3 FUNDO is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
CF3 FUNDO DE has good predictability. Overlapping area represents the amount of predictability between CF3 FUNDO time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 CF3 FUNDO DE price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current CF3 FUNDO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 20.19 |
CF3 FUNDO DE lagged returns against current returns
Autocorrelation, which is CF3 FUNDO 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 CF3 FUNDO's fund expected returns. We can calculate the autocorrelation of CF3 FUNDO returns to help us make a trade decision. For example, suppose you find that CF3 FUNDO 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 |
CF3 FUNDO 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 CF3 FUNDO fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CF3 FUNDO fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CF3 FUNDO fund over time.
Current vs Lagged Prices |
| Timeline |
CF3 FUNDO Lagged Returns
When evaluating CF3 FUNDO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CF3 FUNDO fund have on its future price. CF3 FUNDO 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, CF3 FUNDO autocorrelation shows the relationship between CF3 FUNDO fund current value and its past values and can show if there is a momentum factor associated with investing in CF3 FUNDO DE.
Regressed Prices |
| Timeline |
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