Loft II (Brazil) Market Value
| LFTT11 Fund | BRL 8.51 0.30 3.65% |
| Symbol | Loft |
Please note, there is a significant difference between Loft II's value and its price as these two are different measures arrived at by different means. Investors typically determine if Loft II is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Loft II'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.
Loft II '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 Loft II'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 Loft II.
| 05/23/2023 |
| 12/13/2024 |
If you would invest 0.00 in Loft II on May 23, 2023 and sell it all today you would earn a total of 0.00 from holding Loft II Fundo or generate 0.0% return on investment in Loft II over 570 days. Loft II is related to or competes with BTG Pactual, Plano Plano, Companhia Habitasul, Telefonaktiebolaget, Cable One, British American, and Suzano SA. More
Loft II 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 Loft II'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 Loft II Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 25.22 | |||
| Value At Risk | (10.15) | |||
| Potential Upside | 7.67 |
Loft II Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Loft II's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Loft II's standard deviation. In reality, there are many statistical measures that can use Loft II historical prices to predict the future Loft II's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (1.16) | |||
| Treynor Ratio | (1.14) |
Loft II Fundo Backtested Returns
Loft II Fundo has Sharpe Ratio of -0.1, which conveys that the entity had a -0.1% return per unit of risk over the last 3 months. Loft II exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Loft II's Risk Adjusted Performance of (0.05), standard deviation of 5.3, and Mean Deviation of 3.89 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Loft II's returns are expected to increase less than the market. However, during the bear market, the loss of holding Loft II is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Loft II Fundo has very good predictability. Overlapping area represents the amount of predictability between Loft II time series from 23rd of May 2023 to 3rd of March 2024 and 3rd of March 2024 to 13th 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 Loft II Fundo price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Loft II price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 60.5 |
Loft II Fundo lagged returns against current returns
Autocorrelation, which is Loft II 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 Loft II's fund expected returns. We can calculate the autocorrelation of Loft II returns to help us make a trade decision. For example, suppose you find that Loft II 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 |
Loft II 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 Loft II fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Loft II fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Loft II fund over time.
Current vs Lagged Prices |
| Timeline |
Loft II Lagged Returns
When evaluating Loft II's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Loft II fund have on its future price. Loft II 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, Loft II autocorrelation shows the relationship between Loft II fund current value and its past values and can show if there is a momentum factor associated with investing in Loft II 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 Loft Fund
Loft II financial ratios help investors to determine whether Loft 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 Loft with respect to the benefits of owning Loft II security.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |