Hsi Malls (Brazil) Market Value
| HSML11 Fund | BRL 80.00 0.10 0.12% |
| Symbol | Hsi |
Hsi Malls '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 Malls' 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 Malls.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Hsi Malls on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Hsi Malls Fundo or generate 0.0% return on investment in Hsi Malls over 90 days. More
Hsi Malls 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 Malls' 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 Malls Fundo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.1701 | |||
| Maximum Drawdown | 6.96 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 1.91 |
Hsi Malls Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hsi Malls' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hsi Malls' standard deviation. In reality, there are many statistical measures that can use Hsi Malls historical prices to predict the future Hsi Malls' volatility.| Risk Adjusted Performance | 0.0965 | |||
| Jensen Alpha | 0.1348 | |||
| Total Risk Alpha | 0.2564 | |||
| Sortino Ratio | 0.1722 | |||
| Treynor Ratio | 1.16 |
Hsi Malls Fundo Backtested Returns
Hsi Malls appears to be very steady, given 3 months investment horizon. Hsi Malls Fundo holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hsi Malls Fundo, which you can use to evaluate the volatility of the entity. Please utilize Hsi Malls' Downside Deviation of 1.25, market risk adjusted performance of 1.17, and Risk Adjusted Performance of 0.0965 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hsi Malls' returns are expected to increase less than the market. However, during the bear market, the loss of holding Hsi Malls is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
Hsi Malls Fundo has poor predictability. Overlapping area represents the amount of predictability between Hsi Malls 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 Hsi Malls Fundo price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Hsi Malls price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 7.61 |
Hsi Malls Fundo lagged returns against current returns
Autocorrelation, which is Hsi Malls 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 Malls' fund expected returns. We can calculate the autocorrelation of Hsi Malls returns to help us make a trade decision. For example, suppose you find that Hsi Malls 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 Malls 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 Malls fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hsi Malls fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hsi Malls fund over time.
Current vs Lagged Prices |
| Timeline |
Hsi Malls Lagged Returns
When evaluating Hsi Malls' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hsi Malls fund have on its future price. Hsi Malls 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 Malls autocorrelation shows the relationship between Hsi Malls fund current value and its past values and can show if there is a momentum factor associated with investing in Hsi Malls 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 Malls 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 Malls security.
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