BerolinaCapital Premium (Germany) Market Value

DEDL Fund  EUR 93.15  0.20  0.21%   
BerolinaCapital Premium's market value is the price at which a share of BerolinaCapital Premium trades on a public exchange. It measures the collective expectations of BerolinaCapital Premium investors about its performance. BerolinaCapital Premium is trading at 93.15 as of the 22nd of December 2024. This is a 0.21% down since the beginning of the trading day. The fund's lowest day price was 93.15.
With this module, you can estimate the performance of a buy and hold strategy of BerolinaCapital Premium and determine expected loss or profit from investing in BerolinaCapital Premium over a given investment horizon. Check out BerolinaCapital Premium Correlation, BerolinaCapital Premium Volatility and BerolinaCapital Premium Alpha and Beta module to complement your research on BerolinaCapital Premium.
Symbol

Please note, there is a significant difference between BerolinaCapital Premium's value and its price as these two are different measures arrived at by different means. Investors typically determine if BerolinaCapital Premium is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BerolinaCapital Premium's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

BerolinaCapital Premium '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 BerolinaCapital Premium'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 BerolinaCapital Premium.
0.00
11/22/2024
No Change 0.00  0.0 
In 31 days
12/22/2024
0.00
If you would invest  0.00  in BerolinaCapital Premium on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding BerolinaCapital Premium or generate 0.0% return on investment in BerolinaCapital Premium over 30 days. BerolinaCapital Premium is related to or competes with Groupama Entreprises, Renaissance Europe, Superior Plus, Intel, Volkswagen, Reliance Steel, and Rolls Royce. More

BerolinaCapital Premium 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 BerolinaCapital Premium'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 BerolinaCapital Premium upside and downside potential and time the market with a certain degree of confidence.

BerolinaCapital Premium Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for BerolinaCapital Premium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BerolinaCapital Premium's standard deviation. In reality, there are many statistical measures that can use BerolinaCapital Premium historical prices to predict the future BerolinaCapital Premium's volatility.
Hype
Prediction
LowEstimatedHigh
92.1993.1594.11
Details
Intrinsic
Valuation
LowRealHigh
91.7692.7293.68
Details
Naive
Forecast
LowNextHigh
90.7191.6792.62
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
91.9693.6395.31
Details

BerolinaCapital Premium Backtested Returns

At this point, BerolinaCapital Premium is very steady. BerolinaCapital Premium secures Sharpe Ratio (or Efficiency) of 0.081, which signifies that the fund had a 0.081% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BerolinaCapital Premium, which you can use to evaluate the volatility of the entity. Please confirm BerolinaCapital Premium's Risk Adjusted Performance of 0.0929, downside deviation of 0.9006, and Mean Deviation of 0.6829 to double-check if the risk estimate we provide is consistent with the expected return of 0.0774%. The fund shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BerolinaCapital Premium's returns are expected to increase less than the market. However, during the bear market, the loss of holding BerolinaCapital Premium is expected to be smaller as well.

Auto-correlation

    
  -0.52  

Good reverse predictability

BerolinaCapital Premium has good reverse predictability. Overlapping area represents the amount of predictability between BerolinaCapital Premium time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 BerolinaCapital Premium price movement. The serial correlation of -0.52 indicates that about 52.0% of current BerolinaCapital Premium price fluctuation can be explain by its past prices.
Correlation Coefficient-0.52
Spearman Rank Test-0.77
Residual Average0.0
Price Variance0.39

BerolinaCapital Premium lagged returns against current returns

Autocorrelation, which is BerolinaCapital Premium 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 BerolinaCapital Premium's fund expected returns. We can calculate the autocorrelation of BerolinaCapital Premium returns to help us make a trade decision. For example, suppose you find that BerolinaCapital Premium 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  

BerolinaCapital Premium 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 BerolinaCapital Premium fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BerolinaCapital Premium fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BerolinaCapital Premium fund over time.
   Current vs Lagged Prices   
       Timeline  

BerolinaCapital Premium Lagged Returns

When evaluating BerolinaCapital Premium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BerolinaCapital Premium fund have on its future price. BerolinaCapital Premium 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, BerolinaCapital Premium autocorrelation shows the relationship between BerolinaCapital Premium fund current value and its past values and can show if there is a momentum factor associated with investing in BerolinaCapital Premium.
   Regressed Prices   
       Timeline  

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Other Information on Investing in BerolinaCapital Fund

BerolinaCapital Premium financial ratios help investors to determine whether BerolinaCapital 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 BerolinaCapital with respect to the benefits of owning BerolinaCapital Premium security.
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