Hectare Student (Brazil) Market Value
| HCST11 Fund | BRL 49.44 0.00 0.00% |
| Symbol | Hectare |
Please note, there is a significant difference between Hectare Student's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hectare Student is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hectare Student'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.
Hectare Student '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 Hectare Student'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 Hectare Student.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Hectare Student on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Hectare Student Housing or generate 0.0% return on investment in Hectare Student over 90 days. Hectare Student is related to or competes with CSHG Real, and JS Real. More
Hectare Student 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 Hectare Student'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 Hectare Student Housing upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1105 | |||
| Maximum Drawdown | 15.93 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 0.0392 |
Hectare Student Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hectare Student's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hectare Student's standard deviation. In reality, there are many statistical measures that can use Hectare Student historical prices to predict the future Hectare Student's volatility.| Risk Adjusted Performance | 0.0645 | |||
| Jensen Alpha | 0.1186 | |||
| Total Risk Alpha | 0.3108 | |||
| Treynor Ratio | 5.07 |
Hectare Student Housing Backtested Returns
Hectare Student Housing holds Efficiency (Sharpe) Ratio of -0.0316, which attests that the entity had a -0.0316 % return per unit of risk over the last 3 months. Hectare Student Housing exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hectare Student's Risk Adjusted Performance of 0.0645, market risk adjusted performance of 5.08, and Standard Deviation of 1.88 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.023, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hectare Student's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hectare Student is expected to be smaller as well.
Auto-correlation | -0.4 |
Poor reverse predictability
Hectare Student Housing has poor reverse predictability. Overlapping area represents the amount of predictability between Hectare Student time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Hectare Student Housing price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Hectare Student price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Hectare Student Housing lagged returns against current returns
Autocorrelation, which is Hectare Student 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 Hectare Student's fund expected returns. We can calculate the autocorrelation of Hectare Student returns to help us make a trade decision. For example, suppose you find that Hectare Student 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 |
Hectare Student 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 Hectare Student fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hectare Student fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hectare Student fund over time.
Current vs Lagged Prices |
| Timeline |
Hectare Student Lagged Returns
When evaluating Hectare Student's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hectare Student fund have on its future price. Hectare Student 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, Hectare Student autocorrelation shows the relationship between Hectare Student fund current value and its past values and can show if there is a momentum factor associated with investing in Hectare Student Housing.
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 Hectare Fund
Hectare Student financial ratios help investors to determine whether Hectare 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 Hectare with respect to the benefits of owning Hectare Student security.
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |