JPP Allocation (Brazil) Market Value
| JPPA11 Fund | BRL 80.01 1.04 1.32% |
| Symbol | JPP |
Please note, there is a significant difference between JPP Allocation's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPP Allocation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPP Allocation'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.
JPP Allocation '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 JPP Allocation'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 JPP Allocation.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in JPP Allocation on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding JPP Allocation Mogno or generate 0.0% return on investment in JPP Allocation over 90 days. JPP Allocation is related to or competes with Vinci Shopping, CSHG Real, Malls Brasil, and HEDGE Brasil. More
JPP Allocation 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 JPP Allocation'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 JPP Allocation Mogno upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.1541 | |||
| Maximum Drawdown | 6.18 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.55 |
JPP Allocation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPP Allocation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPP Allocation's standard deviation. In reality, there are many statistical measures that can use JPP Allocation historical prices to predict the future JPP Allocation's volatility.| Risk Adjusted Performance | 0.0692 | |||
| Jensen Alpha | 0.0291 | |||
| Total Risk Alpha | 0.245 | |||
| Sortino Ratio | 0.1588 | |||
| Treynor Ratio | (0.16) |
JPP Allocation Mogno Backtested Returns
JPP Allocation appears to be very steady, given 3 months investment horizon. JPP Allocation Mogno holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for JPP Allocation Mogno, which you can use to evaluate the volatility of the entity. Please utilize JPP Allocation's risk adjusted performance of 0.0692, and Market Risk Adjusted Performance of (0.15) to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning JPP Allocation are expected to decrease at a much lower rate. During the bear market, JPP Allocation is likely to outperform the market.
Auto-correlation | 0.02 |
Virtually no predictability
JPP Allocation Mogno has virtually no predictability. Overlapping area represents the amount of predictability between JPP Allocation time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 JPP Allocation Mogno price movement. The serial correlation of 0.02 indicates that only 2.0% of current JPP Allocation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 6.63 |
JPP Allocation Mogno lagged returns against current returns
Autocorrelation, which is JPP Allocation 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 JPP Allocation's fund expected returns. We can calculate the autocorrelation of JPP Allocation returns to help us make a trade decision. For example, suppose you find that JPP Allocation 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 |
JPP Allocation 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 JPP Allocation fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPP Allocation fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPP Allocation fund over time.
Current vs Lagged Prices |
| Timeline |
JPP Allocation Lagged Returns
When evaluating JPP Allocation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPP Allocation fund have on its future price. JPP Allocation 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, JPP Allocation autocorrelation shows the relationship between JPP Allocation fund current value and its past values and can show if there is a momentum factor associated with investing in JPP Allocation Mogno.
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 JPP Fund
JPP Allocation financial ratios help investors to determine whether JPP 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 JPP with respect to the benefits of owning JPP Allocation security.
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