Hsi Logistica (Brazil) Market Value
| HSLG11 Fund | BRL 74.57 0.75 1.00% |
| Symbol | Hsi |
Please note, there is a significant difference between Hsi Logistica's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hsi Logistica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hsi Logistica'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.
Hsi 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 Hsi 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 Hsi Logistica.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Hsi Logistica on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Hsi Logistica Fundo or generate 0.0% return on investment in Hsi Logistica over 30 days. Hsi Logistica is related to or competes with BTG Pactual, Plano Plano, Companhia Habitasul, Telefonaktiebolaget, Cable One, British American, and Suzano SA. More
Hsi 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 Hsi 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 Hsi Logistica Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.4 |
Hsi Logistica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hsi Logistica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hsi Logistica's standard deviation. In reality, there are many statistical measures that can use Hsi Logistica historical prices to predict the future Hsi Logistica's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.83) |
Hsi Logistica Fundo Backtested Returns
Hsi Logistica Fundo holds Efficiency (Sharpe) Ratio of -0.14, which attests that the entity had a -0.14% return per unit of risk over the last 3 months. Hsi Logistica Fundo exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hsi Logistica's Market Risk Adjusted Performance of (0.82), standard deviation of 1.27, and Risk Adjusted Performance of (0.09) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hsi Logistica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hsi Logistica is expected to be smaller as well.
Auto-correlation | -0.59 |
Good reverse predictability
Hsi Logistica Fundo has good reverse predictability. Overlapping area represents the amount of predictability between Hsi Logistica time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hsi Logistica Fundo price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Hsi Logistica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 1.9 |
Hsi Logistica Fundo lagged returns against current returns
Autocorrelation, which is Hsi 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 Hsi Logistica's fund expected returns. We can calculate the autocorrelation of Hsi Logistica returns to help us make a trade decision. For example, suppose you find that Hsi 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 |
Hsi 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 Hsi Logistica fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hsi Logistica fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hsi Logistica fund over time.
Current vs Lagged Prices |
| Timeline |
Hsi Logistica Lagged Returns
When evaluating Hsi Logistica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hsi Logistica fund have on its future price. Hsi 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, Hsi Logistica autocorrelation shows the relationship between Hsi Logistica fund current value and its past values and can show if there is a momentum factor associated with investing in Hsi Logistica Fundo.
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 Hsi Fund
Hsi Logistica financial ratios help investors to determine whether Hsi 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 Hsi with respect to the benefits of owning Hsi Logistica security.
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