Hedge Aaa (Brazil) Market Value
| HAAA11 Fund | BRL 24.12 1.00 3.98% |
| Symbol | Hedge |
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.
| 12/17/2024 |
| 03/17/2025 |
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.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 14.14 | |||
| Value At Risk | (4.23) | |||
| Potential Upside | 1.72 |
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.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.6892 |
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 Coefficient | 0.4 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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 |
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 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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