CXFI Caixa (Brazil) Market Value
| CXRI11 Fund | BRL 66.98 0.01 0.01% |
| Symbol | CXFI |
CXFI Caixa '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 CXFI Caixa'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 CXFI Caixa.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in CXFI Caixa on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding CXFI Caixa or generate 0.0% return on investment in CXFI Caixa over 90 days. CXFI Caixa is related to or competes with BTG Pactual. More
CXFI Caixa 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 CXFI Caixa'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 CXFI Caixa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.71 | |||
| Information Ratio | 0.0312 | |||
| Maximum Drawdown | 12.72 | |||
| Value At Risk | (5.40) | |||
| Potential Upside | 5.55 |
CXFI Caixa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CXFI Caixa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CXFI Caixa's standard deviation. In reality, there are many statistical measures that can use CXFI Caixa historical prices to predict the future CXFI Caixa's volatility.| Risk Adjusted Performance | 0.0074 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.3036 | |||
| Sortino Ratio | 0.0327 | |||
| Treynor Ratio | 0.1103 |
CXFI Caixa Backtested Returns
At this point, CXFI Caixa is very steady. CXFI Caixa secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the fund had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for CXFI Caixa, which you can use to evaluate the volatility of the entity. Please confirm CXFI Caixa's Mean Deviation of 2.01, risk adjusted performance of 0.0074, and Downside Deviation of 2.71 to double-check if the risk estimate we provide is consistent with the expected return of 0.0161%. The fund shows a Beta (market volatility) of -0.0767, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CXFI Caixa are expected to decrease at a much lower rate. During the bear market, CXFI Caixa is likely to outperform the market.
Auto-correlation | 0.02 |
Virtually no predictability
CXFI Caixa has virtually no predictability. Overlapping area represents the amount of predictability between CXFI Caixa time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 CXFI Caixa price movement. The serial correlation of 0.02 indicates that only 2.0% of current CXFI Caixa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 2.89 |
CXFI Caixa lagged returns against current returns
Autocorrelation, which is CXFI Caixa 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 CXFI Caixa's fund expected returns. We can calculate the autocorrelation of CXFI Caixa returns to help us make a trade decision. For example, suppose you find that CXFI Caixa 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 |
CXFI Caixa 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 CXFI Caixa fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CXFI Caixa fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CXFI Caixa fund over time.
Current vs Lagged Prices |
| Timeline |
CXFI Caixa Lagged Returns
When evaluating CXFI Caixa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CXFI Caixa fund have on its future price. CXFI Caixa 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, CXFI Caixa autocorrelation shows the relationship between CXFI Caixa fund current value and its past values and can show if there is a momentum factor associated with investing in CXFI Caixa.
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 CXFI Fund
CXFI Caixa financial ratios help investors to determine whether CXFI 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 CXFI with respect to the benefits of owning CXFI Caixa security.
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