Brf Clf Mpl Fund Market Value

MACMX Fund  USD 12.13  0.01  0.08%   
Brf Clf's market value is the price at which a share of Brf Clf trades on a public exchange. It measures the collective expectations of Brf Clf Mpl investors about its performance. Brf Clf is trading at 12.13 as of the 12th of December 2024; that is 0.08 percent decrease since the beginning of the trading day. The fund's open price was 12.14.
With this module, you can estimate the performance of a buy and hold strategy of Brf Clf Mpl and determine expected loss or profit from investing in Brf Clf over a given investment horizon. Check out Brf Clf Correlation, Brf Clf Volatility and Brf Clf Alpha and Beta module to complement your research on Brf Clf.
Symbol

Please note, there is a significant difference between Brf Clf's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brf Clf is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brf Clf'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.

Brf Clf '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 Brf Clf's mutual 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 Brf Clf.
0.00
11/12/2024
No Change 0.00  0.0 
In 31 days
12/12/2024
0.00
If you would invest  0.00  in Brf Clf on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Brf Clf Mpl or generate 0.0% return on investment in Brf Clf over 30 days. Brf Clf is related to or competes with Blackrock California, Blackrock Balanced, Blackrock Eurofund, Blackrock Funds, Blackrock Emerging, Blackrock Equity, and Blackrock Advantage. Under normal circumstances, the fund will invest at least 80 percent of its assets in California municipal bonds More

Brf Clf 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 Brf Clf's mutual 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 Brf Clf Mpl upside and downside potential and time the market with a certain degree of confidence.

Brf Clf Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Brf Clf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brf Clf's standard deviation. In reality, there are many statistical measures that can use Brf Clf historical prices to predict the future Brf Clf's volatility.
Hype
Prediction
LowEstimatedHigh
11.9312.1312.33
Details
Intrinsic
Valuation
LowRealHigh
11.6111.8113.34
Details
Naive
Forecast
LowNextHigh
11.9112.1112.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.0712.1312.19
Details

Brf Clf Mpl Backtested Returns

At this stage we consider Brf Mutual Fund to be very steady. Brf Clf Mpl secures Sharpe Ratio (or Efficiency) of 0.0332, which signifies that the fund had a 0.0332% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Brf Clf Mpl, which you can use to evaluate the volatility of the entity. Please confirm Brf Clf's risk adjusted performance of (0), and Mean Deviation of 0.1289 to double-check if the risk estimate we provide is consistent with the expected return of 0.0067%. The fund shows a Beta (market volatility) of -0.0655, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Brf Clf are expected to decrease at a much lower rate. During the bear market, Brf Clf is likely to outperform the market.

Auto-correlation

    
  -0.38  

Poor reverse predictability

Brf Clf Mpl has poor reverse predictability. Overlapping area represents the amount of predictability between Brf Clf time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Brf Clf Mpl price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Brf Clf price fluctuation can be explain by its past prices.
Correlation Coefficient-0.38
Spearman Rank Test0.29
Residual Average0.0
Price Variance0.0

Brf Clf Mpl lagged returns against current returns

Autocorrelation, which is Brf Clf mutual 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 Brf Clf's mutual fund expected returns. We can calculate the autocorrelation of Brf Clf returns to help us make a trade decision. For example, suppose you find that Brf Clf has exhibited high autocorrelation historically, and you observe that the mutual 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  

Brf Clf 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 Brf Clf mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brf Clf mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brf Clf mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Brf Clf Lagged Returns

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

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Other Information on Investing in Brf Mutual Fund

Brf Clf financial ratios help investors to determine whether Brf Mutual 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 Brf with respect to the benefits of owning Brf Clf security.
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