HEDGE Brasil (Brazil) Market Value
| HGBS11 Fund | BRL 186.77 1.87 1.01% |
| Symbol | HEDGE |
HEDGE Brasil '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 Brasil'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 Brasil.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in HEDGE Brasil on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding HEDGE Brasil Shopping or generate 0.0% return on investment in HEDGE Brasil over 90 days. HEDGE Brasil is related to or competes with BTG Pactual, and Alianza Trust. CSHG Brasil Shopping FII specializes in real estate investing More
HEDGE Brasil 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 Brasil'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 Brasil Shopping upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9662 | |||
| Information Ratio | 0.1302 | |||
| Maximum Drawdown | 5.35 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.56 |
HEDGE Brasil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HEDGE Brasil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HEDGE Brasil's standard deviation. In reality, there are many statistical measures that can use HEDGE Brasil historical prices to predict the future HEDGE Brasil's volatility.| Risk Adjusted Performance | 0.0416 | |||
| Jensen Alpha | 0.0443 | |||
| Total Risk Alpha | 0.1347 | |||
| Sortino Ratio | 0.13 | |||
| Treynor Ratio | 0.3318 |
HEDGE Brasil Shopping Backtested Returns
At this point, HEDGE Brasil is very steady. HEDGE Brasil Shopping holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for HEDGE Brasil Shopping, which you can use to evaluate the volatility of the entity. Please check out HEDGE Brasil's Semi Deviation of 0.8472, market risk adjusted performance of 0.3418, and Risk Adjusted Performance of 0.0416 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The fund retains a Market Volatility (i.e., Beta) of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HEDGE Brasil's returns are expected to increase less than the market. However, during the bear market, the loss of holding HEDGE Brasil is expected to be smaller as well.
Auto-correlation | -0.64 |
Very good reverse predictability
HEDGE Brasil Shopping has very good reverse predictability. Overlapping area represents the amount of predictability between HEDGE Brasil 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 HEDGE Brasil Shopping price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current HEDGE Brasil price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 10.51 |
HEDGE Brasil Shopping lagged returns against current returns
Autocorrelation, which is HEDGE Brasil 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 Brasil's fund expected returns. We can calculate the autocorrelation of HEDGE Brasil returns to help us make a trade decision. For example, suppose you find that HEDGE Brasil 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 Brasil 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 Brasil fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HEDGE Brasil fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HEDGE Brasil fund over time.
Current vs Lagged Prices |
| Timeline |
HEDGE Brasil Lagged Returns
When evaluating HEDGE Brasil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HEDGE Brasil fund have on its future price. HEDGE Brasil 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 Brasil autocorrelation shows the relationship between HEDGE Brasil fund current value and its past values and can show if there is a momentum factor associated with investing in HEDGE Brasil Shopping.
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 Brasil 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 Brasil security.
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