CSHG Imobiliario (Brazil) Market Value
| HGFF11 Fund | BRL 67.11 0.26 0.39% |
| Symbol | CSHG |
CSHG Imobiliario '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 Imobiliario'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 CSHG Imobiliario.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in CSHG Imobiliario on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding CSHG Imobiliario Fof or generate 0.0% return on investment in CSHG Imobiliario over 90 days. CSHG Imobiliario is related to or competes with CSHG Recebiveis, and . More
CSHG Imobiliario 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 Imobiliario'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 CSHG Imobiliario Fof upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.0936 | |||
| Maximum Drawdown | 7.38 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.62 |
CSHG Imobiliario Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSHG Imobiliario's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSHG Imobiliario's standard deviation. In reality, there are many statistical measures that can use CSHG Imobiliario historical prices to predict the future CSHG Imobiliario's volatility.| Risk Adjusted Performance | 0.0156 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.2509 | |||
| Sortino Ratio | 0.0886 | |||
| Treynor Ratio | (0.06) |
CSHG Imobiliario Fof Backtested Returns
At this point, CSHG Imobiliario is very steady. CSHG Imobiliario Fof secures Sharpe Ratio (or Efficiency) of 0.0928, which signifies that the fund had a 0.0928 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for CSHG Imobiliario Fof, which you can use to evaluate the volatility of the entity. Please confirm CSHG Imobiliario's Risk Adjusted Performance of 0.0156, semi deviation of 1.49, and Mean Deviation of 1.15 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 -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CSHG Imobiliario are expected to decrease at a much lower rate. During the bear market, CSHG Imobiliario is likely to outperform the market.
Auto-correlation | 0.25 |
Poor predictability
CSHG Imobiliario Fof has poor predictability. Overlapping area represents the amount of predictability between CSHG Imobiliario time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Imobiliario Fof price movement. The serial correlation of 0.25 indicates that over 25.0% of current CSHG Imobiliario price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 4.2 |
CSHG Imobiliario Fof lagged returns against current returns
Autocorrelation, which is CSHG Imobiliario 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 Imobiliario's fund expected returns. We can calculate the autocorrelation of CSHG Imobiliario returns to help us make a trade decision. For example, suppose you find that CSHG Imobiliario 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 Imobiliario 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 Imobiliario fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSHG Imobiliario fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSHG Imobiliario fund over time.
Current vs Lagged Prices |
| Timeline |
CSHG Imobiliario Lagged Returns
When evaluating CSHG Imobiliario's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSHG Imobiliario fund have on its future price. CSHG Imobiliario 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 Imobiliario autocorrelation shows the relationship between CSHG Imobiliario fund current value and its past values and can show if there is a momentum factor associated with investing in CSHG Imobiliario Fof.
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 Imobiliario 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 Imobiliario security.
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |