Faria Lima (Brazil) Market Value
| FLCR11 Fund | BRL 97.41 0.15 0.15% |
| Symbol | Faria |
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.
| 12/16/2024 |
| 03/16/2025 |
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.
| Downside Deviation | 0.6009 | |||
| Information Ratio | 0.2037 | |||
| Maximum Drawdown | 3.57 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.13 |
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.| Risk Adjusted Performance | 0.0351 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | 0.096 | |||
| Sortino Ratio | 0.2114 | |||
| Treynor Ratio | 0.1511 |
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 Coefficient | 0.09 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
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 |
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 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.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device |