LIFE CAPITAL (Brazil) Market Value
| LIFE11 Fund | 8.47 0.10 1.19% |
| Symbol | LIFE |
LIFE CAPITAL '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 LIFE CAPITAL'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 LIFE CAPITAL.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in LIFE CAPITAL on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding LIFE CAPITAL PARTNERS or generate 0.0% return on investment in LIFE CAPITAL over 90 days.
LIFE CAPITAL 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 LIFE CAPITAL'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 LIFE CAPITAL PARTNERS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.68 | |||
| Information Ratio | 0.0472 | |||
| Maximum Drawdown | 17.99 | |||
| Value At Risk | (4.90) | |||
| Potential Upside | 3.76 |
LIFE CAPITAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LIFE CAPITAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LIFE CAPITAL's standard deviation. In reality, there are many statistical measures that can use LIFE CAPITAL historical prices to predict the future LIFE CAPITAL's volatility.| Risk Adjusted Performance | 0.0235 | |||
| Jensen Alpha | 0.0401 | |||
| Total Risk Alpha | 0.34 | |||
| Sortino Ratio | 0.0504 | |||
| Treynor Ratio | (1.00) |
LIFE CAPITAL PARTNERS Backtested Returns
LIFE CAPITAL appears to be somewhat reliable, given 3 months investment horizon. LIFE CAPITAL PARTNERS has Sharpe Ratio of 0.0819, which conveys that the entity had a 0.0819 % return per unit of risk over the last 3 months. We have found thirty technical indicators for LIFE CAPITAL, which you can use to evaluate the volatility of the fund. Please exercise LIFE CAPITAL's mean deviation of 2.03, and Risk Adjusted Performance of 0.0235 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.0443, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LIFE CAPITAL are expected to decrease at a much lower rate. During the bear market, LIFE CAPITAL is likely to outperform the market.
Auto-correlation | -0.14 |
Insignificant reverse predictability
LIFE CAPITAL PARTNERS has insignificant reverse predictability. Overlapping area represents the amount of predictability between LIFE CAPITAL 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 LIFE CAPITAL PARTNERS price movement. The serial correlation of -0.14 indicates that less than 14.0% of current LIFE CAPITAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
LIFE CAPITAL PARTNERS lagged returns against current returns
Autocorrelation, which is LIFE CAPITAL 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 LIFE CAPITAL's fund expected returns. We can calculate the autocorrelation of LIFE CAPITAL returns to help us make a trade decision. For example, suppose you find that LIFE CAPITAL 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 |
LIFE CAPITAL 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 LIFE CAPITAL fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LIFE CAPITAL fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LIFE CAPITAL fund over time.
Current vs Lagged Prices |
| Timeline |
LIFE CAPITAL Lagged Returns
When evaluating LIFE CAPITAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LIFE CAPITAL fund have on its future price. LIFE CAPITAL 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, LIFE CAPITAL autocorrelation shows the relationship between LIFE CAPITAL fund current value and its past values and can show if there is a momentum factor associated with investing in LIFE CAPITAL PARTNERS.
Regressed Prices |
| Timeline |
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