Vbi Consumo (Brazil) Market Value
| EVBI11 Fund | BRL 10.00 0.09 0.89% |
| Symbol | Vbi |
Please note, there is a significant difference between Vbi Consumo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vbi Consumo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vbi Consumo'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.
Vbi Consumo '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 Vbi Consumo'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 Vbi Consumo.
| 12/03/2023 |
| 12/27/2024 |
If you would invest 0.00 in Vbi Consumo on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Vbi Consumo Essencial or generate 0.0% return on investment in Vbi Consumo over 390 days. Vbi Consumo is related to or competes with BTG Pactual, Plano Plano, S1YM34, Cable One, ATMA Participaes, British American, and ConocoPhillips. More
Vbi Consumo 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 Vbi Consumo'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 Vbi Consumo Essencial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.18 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.83 |
Vbi Consumo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vbi Consumo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vbi Consumo's standard deviation. In reality, there are many statistical measures that can use Vbi Consumo historical prices to predict the future Vbi Consumo's volatility.| Risk Adjusted Performance | 0.0242 | |||
| Jensen Alpha | 0.0116 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1262 |
Vbi Consumo Essencial Backtested Returns
At this point, Vbi Consumo is very steady. Vbi Consumo Essencial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.042, which indicates the fund had a 0.042% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vbi Consumo Essencial, which you can use to evaluate the volatility of the fund. Please validate Vbi Consumo's Risk Adjusted Performance of 0.0242, coefficient of variation of 3569.56, and Semi Deviation of 0.8982 to confirm if the risk estimate we provide is consistent with the expected return of 0.042%. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vbi Consumo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vbi Consumo is expected to be smaller as well.
Auto-correlation | -0.29 |
Weak reverse predictability
Vbi Consumo Essencial has weak reverse predictability. Overlapping area represents the amount of predictability between Vbi Consumo time series from 3rd of December 2023 to 15th of June 2024 and 15th of June 2024 to 27th 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 Vbi Consumo Essencial price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Vbi Consumo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Vbi Consumo Essencial lagged returns against current returns
Autocorrelation, which is Vbi Consumo 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 Vbi Consumo's fund expected returns. We can calculate the autocorrelation of Vbi Consumo returns to help us make a trade decision. For example, suppose you find that Vbi Consumo 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 |
Vbi Consumo 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 Vbi Consumo fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vbi Consumo fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vbi Consumo fund over time.
Current vs Lagged Prices |
| Timeline |
Vbi Consumo Lagged Returns
When evaluating Vbi Consumo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vbi Consumo fund have on its future price. Vbi Consumo 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, Vbi Consumo autocorrelation shows the relationship between Vbi Consumo fund current value and its past values and can show if there is a momentum factor associated with investing in Vbi Consumo Essencial.
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 Vbi Fund
Vbi Consumo financial ratios help investors to determine whether Vbi 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 Vbi with respect to the benefits of owning Vbi Consumo security.
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