CSHG Recebiveis (Brazil) Market Value
| HGCR11 Fund | BRL 95.09 0.39 0.41% |
| Symbol | CSHG |
CSHG Recebiveis '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 CSHG Recebiveis' 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 CSHG Recebiveis.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in CSHG Recebiveis on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding CSHG Recebiveis Imobiliarios or generate 0.0% return on investment in CSHG Recebiveis over 90 days. CSHG Recebiveis is related to or competes with CSHG Imobiliario. More
CSHG Recebiveis 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 CSHG Recebiveis' 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 CSHG Recebiveis Imobiliarios upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.1361 | |||
| Maximum Drawdown | 7.36 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 2.78 |
CSHG Recebiveis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSHG Recebiveis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSHG Recebiveis' standard deviation. In reality, there are many statistical measures that can use CSHG Recebiveis historical prices to predict the future CSHG Recebiveis' volatility.| Risk Adjusted Performance | 0.0485 | |||
| Jensen Alpha | 0.0545 | |||
| Total Risk Alpha | 0.2805 | |||
| Sortino Ratio | 0.1494 | |||
| Treynor Ratio | (0.76) |
CSHG Recebiveis Imob Backtested Returns
At this point, CSHG Recebiveis is very steady. CSHG Recebiveis Imob secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for CSHG Recebiveis Imobiliarios, which you can use to evaluate the volatility of the entity. Please confirm CSHG Recebiveis' Risk Adjusted Performance of 0.0485, mean deviation of 1.05, and Semi Deviation of 1.16 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of -0.0855, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CSHG Recebiveis are expected to decrease at a much lower rate. During the bear market, CSHG Recebiveis is likely to outperform the market.
Auto-correlation | -0.17 |
Insignificant reverse predictability
CSHG Recebiveis Imobiliarios has insignificant reverse predictability. Overlapping area represents the amount of predictability between CSHG Recebiveis time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 CSHG Recebiveis Imob price movement. The serial correlation of -0.17 indicates that over 17.0% of current CSHG Recebiveis price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 11.56 |
CSHG Recebiveis Imob lagged returns against current returns
Autocorrelation, which is CSHG Recebiveis 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 CSHG Recebiveis' fund expected returns. We can calculate the autocorrelation of CSHG Recebiveis returns to help us make a trade decision. For example, suppose you find that CSHG Recebiveis 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 |
CSHG Recebiveis 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 CSHG Recebiveis fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSHG Recebiveis fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSHG Recebiveis fund over time.
Current vs Lagged Prices |
| Timeline |
CSHG Recebiveis Lagged Returns
When evaluating CSHG Recebiveis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSHG Recebiveis fund have on its future price. CSHG Recebiveis 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, CSHG Recebiveis autocorrelation shows the relationship between CSHG Recebiveis fund current value and its past values and can show if there is a momentum factor associated with investing in CSHG Recebiveis Imobiliarios.
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 CSHG Fund
CSHG Recebiveis financial ratios help investors to determine whether CSHG 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 CSHG with respect to the benefits of owning CSHG Recebiveis security.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |