BS2 ALLINVESTMENTS (Brazil) Market Value
| LLAO11 Fund | 77.37 0.00 0.00% |
| Symbol | BS2 |
BS2 ALLINVESTMENTS '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 BS2 ALLINVESTMENTS'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 BS2 ALLINVESTMENTS.
| 11/29/2024 |
| 12/29/2024 |
If you would invest 0.00 in BS2 ALLINVESTMENTS on November 29, 2024 and sell it all today you would earn a total of 0.00 from holding BS2 ALLINVESTMENTS FDO or generate 0.0% return on investment in BS2 ALLINVESTMENTS over 30 days.
BS2 ALLINVESTMENTS 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 BS2 ALLINVESTMENTS'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 BS2 ALLINVESTMENTS FDO upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 1.83 |
BS2 ALLINVESTMENTS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BS2 ALLINVESTMENTS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BS2 ALLINVESTMENTS's standard deviation. In reality, there are many statistical measures that can use BS2 ALLINVESTMENTS historical prices to predict the future BS2 ALLINVESTMENTS's volatility.| Risk Adjusted Performance | 0.0727 | |||
| Jensen Alpha | 0.018 | |||
| Total Risk Alpha | 0.0114 | |||
| Treynor Ratio | (1.26) |
BS2 ALLINVESTMENTS FDO Backtested Returns
At this point, BS2 ALLINVESTMENTS is very steady. BS2 ALLINVESTMENTS FDO retains Efficiency (Sharpe Ratio) of 0.13, which signifies that the fund had a 0.13% return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for BS2 ALLINVESTMENTS, which you can use to evaluate the volatility of the entity. Please confirm BS2 ALLINVESTMENTS's Market Risk Adjusted Performance of (1.25), variance of 0.0507, and Information Ratio of (0.02) to double-check if the risk estimate we provide is consistent with the expected return of 0.0295%. The fund owns a Beta (Systematic Risk) of -0.0141, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BS2 ALLINVESTMENTS are expected to decrease at a much lower rate. During the bear market, BS2 ALLINVESTMENTS is likely to outperform the market.
Auto-correlation | 1.00 |
Perfect predictability
BS2 ALLINVESTMENTS FDO has perfect predictability. Overlapping area represents the amount of predictability between BS2 ALLINVESTMENTS time series from 29th of November 2024 to 14th of December 2024 and 14th of December 2024 to 29th 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 BS2 ALLINVESTMENTS FDO price movement. The serial correlation of 1.0 indicates that 100.0% of current BS2 ALLINVESTMENTS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BS2 ALLINVESTMENTS FDO lagged returns against current returns
Autocorrelation, which is BS2 ALLINVESTMENTS 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 BS2 ALLINVESTMENTS's fund expected returns. We can calculate the autocorrelation of BS2 ALLINVESTMENTS returns to help us make a trade decision. For example, suppose you find that BS2 ALLINVESTMENTS 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 |
BS2 ALLINVESTMENTS 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 BS2 ALLINVESTMENTS fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BS2 ALLINVESTMENTS fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BS2 ALLINVESTMENTS fund over time.
Current vs Lagged Prices |
| Timeline |
BS2 ALLINVESTMENTS Lagged Returns
When evaluating BS2 ALLINVESTMENTS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BS2 ALLINVESTMENTS fund have on its future price. BS2 ALLINVESTMENTS 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, BS2 ALLINVESTMENTS autocorrelation shows the relationship between BS2 ALLINVESTMENTS fund current value and its past values and can show if there is a momentum factor associated with investing in BS2 ALLINVESTMENTS FDO.
Regressed Prices |
| Timeline |
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