Cshg Logistica (Brazil) Market Value
| HGLG11 Fund | BRL 151.09 0.90 0.60% |
| Symbol | Cshg |
Cshg Logistica '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 Logistica'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 Logistica.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Cshg Logistica on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Cshg Logistica or generate 0.0% return on investment in Cshg Logistica over 90 days. Cshg Logistica - Fundo De Investimento Imobiliario specializes in real estate investments More
Cshg Logistica 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 Logistica'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 Logistica upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8824 | |||
| Information Ratio | 0.1967 | |||
| Maximum Drawdown | 7.01 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.89 |
Cshg Logistica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cshg Logistica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cshg Logistica's standard deviation. In reality, there are many statistical measures that can use Cshg Logistica historical prices to predict the future Cshg Logistica's volatility.| Risk Adjusted Performance | 0.0978 | |||
| Jensen Alpha | 0.1055 | |||
| Total Risk Alpha | 0.2571 | |||
| Sortino Ratio | 0.2536 | |||
| Treynor Ratio | (1.36) |
Cshg Logistica Backtested Returns
At this point, Cshg Logistica is very steady. Cshg Logistica secures Sharpe Ratio (or Efficiency) of 0.0466, which signifies that the fund had a 0.0466 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Cshg Logistica , which you can use to evaluate the volatility of the entity. Please confirm Cshg Logistica's Downside Deviation of 0.8824, risk adjusted performance of 0.0978, and Mean Deviation of 0.8131 to double-check if the risk estimate we provide is consistent with the expected return of 0.0453%. The fund shows a Beta (market volatility) of -0.0845, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cshg Logistica are expected to decrease at a much lower rate. During the bear market, Cshg Logistica is likely to outperform the market.
Auto-correlation | -0.51 |
Good reverse predictability
Cshg Logistica has good reverse predictability. Overlapping area represents the amount of predictability between Cshg Logistica time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Logistica price movement. The serial correlation of -0.51 indicates that about 51.0% of current Cshg Logistica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 2.05 |
Cshg Logistica lagged returns against current returns
Autocorrelation, which is Cshg Logistica 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 Logistica's fund expected returns. We can calculate the autocorrelation of Cshg Logistica returns to help us make a trade decision. For example, suppose you find that Cshg Logistica 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 Logistica 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 Logistica fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cshg Logistica fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cshg Logistica fund over time.
Current vs Lagged Prices |
| Timeline |
Cshg Logistica Lagged Returns
When evaluating Cshg Logistica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cshg Logistica fund have on its future price. Cshg Logistica 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 Logistica autocorrelation shows the relationship between Cshg Logistica fund current value and its past values and can show if there is a momentum factor associated with investing in Cshg Logistica .
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 Logistica 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 Logistica security.
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