Kinea Hedge (Brazil) Market Value

Symbol

Kinea

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 Kinea Hedge'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 Kinea Hedge.

Kinea Hedge Upside/Downside Indicators

Kinea Hedge Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Kinea Hedge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kinea Hedge's standard deviation. In reality, there are many statistical measures that can use Kinea Hedge historical prices to predict the future Kinea Hedge's volatility.

Autocorrelation, which is Kinea Hedge 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 Kinea Hedge's fund expected returns. We can calculate the autocorrelation of Kinea Hedge returns to help us make a trade decision. For example, suppose you find that Kinea Hedge 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.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Kinea Hedge fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kinea Hedge fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kinea Hedge fund over time.

When evaluating Kinea Hedge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kinea Hedge fund have on its future price. Kinea Hedge 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, Kinea Hedge autocorrelation shows the relationship between Kinea Hedge fund current value and its past values and can show if there is a momentum factor associated with investing in Kinea Hedge Fund.