Fundos De (Brazil) Market Value
| FMOF11 Fund | BRL 50.99 0.00 0.00% |
| Symbol | Fundos |
Fundos De '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 Fundos De'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 Fundos De.
| 12/31/2022 |
| 12/20/2024 |
If you would invest 0.00 in Fundos De on December 31, 2022 and sell it all today you would earn a total of 0.00 from holding Fundos de Investimento or generate 0.0% return on investment in Fundos De over 720 days. Fundos De is related to or competes with Energisa, BTG Pactual, Plano Plano, Companhia Habitasul, Telefonaktiebolaget, Cable One, and British American. More
Fundos De 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 Fundos De'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 Fundos de Investimento upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.27 | |||
| Information Ratio | 0.0476 | |||
| Maximum Drawdown | 20.04 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 2.21 |
Fundos De Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundos De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundos De's standard deviation. In reality, there are many statistical measures that can use Fundos De historical prices to predict the future Fundos De's volatility.| Risk Adjusted Performance | 0.0533 | |||
| Jensen Alpha | 0.1751 | |||
| Total Risk Alpha | 0.0845 | |||
| Sortino Ratio | 0.0256 | |||
| Treynor Ratio | 0.4854 |
Fundos de Investimento Backtested Returns
Fundos De appears to be very steady, given 3 months investment horizon. Fundos de Investimento secures Sharpe Ratio (or Efficiency) of 0.0593, which denotes the fund had a 0.0593% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Fundos de Investimento, which you can use to evaluate the volatility of the entity. Please utilize Fundos De's Mean Deviation of 1.24, downside deviation of 6.27, and Coefficient Of Variation of 1738.56 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fundos De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fundos De is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Fundos de Investimento has insignificant reverse predictability. Overlapping area represents the amount of predictability between Fundos De time series from 31st of December 2022 to 26th of December 2023 and 26th of December 2023 to 20th 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 Fundos de Investimento price movement. The serial correlation of -0.16 indicates that over 16.0% of current Fundos De price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 69.59 |
Fundos de Investimento lagged returns against current returns
Autocorrelation, which is Fundos De 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 Fundos De's fund expected returns. We can calculate the autocorrelation of Fundos De returns to help us make a trade decision. For example, suppose you find that Fundos De 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 |
Fundos De 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 Fundos De fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundos De fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundos De fund over time.
Current vs Lagged Prices |
| Timeline |
Fundos De Lagged Returns
When evaluating Fundos De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fundos De fund have on its future price. Fundos De 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, Fundos De autocorrelation shows the relationship between Fundos De fund current value and its past values and can show if there is a momentum factor associated with investing in Fundos de Investimento.
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 Fundos Fund
Fundos De financial ratios help investors to determine whether Fundos 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 Fundos with respect to the benefits of owning Fundos De security.
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| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |