Faria Lima (Brazil) Market Value

FLCR11 Fund  BRL 97.41  0.15  0.15%   
Faria Lima's market value is the price at which a share of Faria Lima trades on a public exchange. It measures the collective expectations of Faria Lima Capital investors about its performance. Faria Lima is trading at 97.41 as of the 16th of March 2025, a 0.15 percent decrease since the beginning of the trading day. The fund's open price was 97.56.
With this module, you can estimate the performance of a buy and hold strategy of Faria Lima Capital and determine expected loss or profit from investing in Faria Lima over a given investment horizon. Check out Faria Lima Correlation, Faria Lima Volatility and Faria Lima Alpha and Beta module to complement your research on Faria Lima.
Symbol

Please note, there is a significant difference between Faria Lima's value and its price as these two are different measures arrived at by different means. Investors typically determine if Faria Lima is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Faria Lima'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.

Faria Lima '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 Faria Lima'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 Faria Lima.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Faria Lima on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Faria Lima Capital or generate 0.0% return on investment in Faria Lima over 90 days. Faria Lima is related to or competes with BTG Pactual, and BB Renda. More

Faria Lima 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 Faria Lima'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 Faria Lima Capital upside and downside potential and time the market with a certain degree of confidence.

Faria Lima Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Faria Lima's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Faria Lima's standard deviation. In reality, there are many statistical measures that can use Faria Lima historical prices to predict the future Faria Lima's volatility.
Hype
Prediction
LowEstimatedHigh
96.7597.4198.07
Details
Intrinsic
Valuation
LowRealHigh
96.6397.2997.95
Details
Naive
Forecast
LowNextHigh
96.3096.9697.62
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
95.7897.1898.58
Details

Faria Lima Capital Backtested Returns

At this point, Faria Lima is very steady. Faria Lima Capital secures Sharpe Ratio (or Efficiency) of 0.0416, which denotes the fund had a 0.0416 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Faria Lima Capital, which you can use to evaluate the volatility of the entity. Please confirm Faria Lima's Coefficient Of Variation of 2229.39, mean deviation of 0.406, and Downside Deviation of 0.6009 to check if the risk estimate we provide is consistent with the expected return of 0.0276%. The fund shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Faria Lima's returns are expected to increase less than the market. However, during the bear market, the loss of holding Faria Lima is expected to be smaller as well.

Auto-correlation

    
  0.09  

Virtually no predictability

Faria Lima Capital has virtually no predictability. Overlapping area represents the amount of predictability between Faria Lima time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Faria Lima Capital price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Faria Lima price fluctuation can be explain by its past prices.
Correlation Coefficient0.09
Spearman Rank Test0.21
Residual Average0.0
Price Variance0.31

Faria Lima Capital lagged returns against current returns

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

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

Faria Lima Lagged Returns

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

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Other Information on Investing in Faria Fund

Faria Lima financial ratios help investors to determine whether Faria 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 Faria with respect to the benefits of owning Faria Lima security.
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