Hedge Aaa (Brazil) Market Value

HAAA11 Fund  BRL 24.12  1.00  3.98%   
Hedge Aaa's market value is the price at which a share of Hedge Aaa trades on a public exchange. It measures the collective expectations of Hedge Aaa Fundo investors about its performance. Hedge Aaa is trading at 24.12 as of the 17th of March 2025, a 3.98% down since the beginning of the trading day. The fund's open price was 25.12.
With this module, you can estimate the performance of a buy and hold strategy of Hedge Aaa Fundo and determine expected loss or profit from investing in Hedge Aaa over a given investment horizon. Check out Hedge Aaa Correlation, Hedge Aaa Volatility and Hedge Aaa Alpha and Beta module to complement your research on Hedge Aaa.
Symbol

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

Hedge Aaa '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 Hedge Aaa'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 Hedge Aaa.
0.00
12/17/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/17/2025
0.00
If you would invest  0.00  in Hedge Aaa on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Hedge Aaa Fundo or generate 0.0% return on investment in Hedge Aaa over 90 days. Hedge Aaa is related to or competes with Vinci Shopping, CSHG Real, Malls Brasil, and HEDGE Brasil. More

Hedge Aaa 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 Hedge Aaa'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 Hedge Aaa Fundo upside and downside potential and time the market with a certain degree of confidence.

Hedge Aaa Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Hedge Aaa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hedge Aaa's standard deviation. In reality, there are many statistical measures that can use Hedge Aaa historical prices to predict the future Hedge Aaa's volatility.
Hype
Prediction
LowEstimatedHigh
21.9524.1226.29
Details
Intrinsic
Valuation
LowRealHigh
20.4222.5924.76
Details
Naive
Forecast
LowNextHigh
21.9224.1026.27
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
24.3725.4326.48
Details

Hedge Aaa Fundo Backtested Returns

Hedge Aaa Fundo holds Efficiency (Sharpe) Ratio of -0.098, which attests that the entity had a -0.098 % return per unit of risk over the last 3 months. Hedge Aaa Fundo exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hedge Aaa's Risk Adjusted Performance of (0.11), standard deviation of 2.37, and Market Risk Adjusted Performance of 0.6992 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Hedge Aaa are expected to decrease at a much lower rate. During the bear market, Hedge Aaa is likely to outperform the market.

Auto-correlation

    
  0.40  

Average predictability

Hedge Aaa Fundo has average predictability. Overlapping area represents the amount of predictability between Hedge Aaa time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Hedge Aaa Fundo price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Hedge Aaa price fluctuation can be explain by its past prices.
Correlation Coefficient0.4
Spearman Rank Test0.29
Residual Average0.0
Price Variance0.12

Hedge Aaa Fundo lagged returns against current returns

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

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

Hedge Aaa Lagged Returns

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

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Other Information on Investing in Hedge Fund

Hedge Aaa financial ratios help investors to determine whether Hedge 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 Hedge with respect to the benefits of owning Hedge Aaa security.
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