Fundo De's market value is the price at which a share of Fundo De trades on a public exchange. It measures the collective expectations of Fundo De Investimento investors about its performance. Fundo De is trading at 169.50 as of the 17th of March 2025, a 0.3% down since the beginning of the trading day. The etf's open price was 170.01. With this module, you can estimate the performance of a buy and hold strategy of Fundo De Investimento and determine expected loss or profit from investing in Fundo De over a given investment horizon. Check out Fundo De Correlation, Fundo De Volatility and Fundo De Alpha and Beta module to complement your research on Fundo De.
Please note, there is a significant difference between Fundo De's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fundo De is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fundo De'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.
Fundo De '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 Fundo De's etf 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 Fundo De.
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12/17/2024
No Change 0.00
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In 2 months and 31 days
03/17/2025
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If you would invest 0.00 in Fundo De on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Fundo De Investimento or generate 0.0% return on investment in Fundo De over 90 days. Fundo De is related to or competes with Fundo De. More
Fundo De 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 Fundo De's etf 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 Fundo De Investimento upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundo De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundo De's standard deviation. In reality, there are many statistical measures that can use Fundo De historical prices to predict the future Fundo De's volatility.
Fundo De Investimento secures Sharpe Ratio (or Efficiency) of -0.15, which denotes the etf had a -0.15 % return per unit of risk over the last 3 months. Fundo De Investimento exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fundo De's Variance of 21.8, standard deviation of 4.67, and Mean Deviation of 3.07 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.0035, which means not very significant fluctuations relative to the market. As returns on the market increase, Fundo De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fundo De is expected to be smaller as well.
Auto-correlation
0.63
Good predictability
Fundo De Investimento has good predictability. Overlapping area represents the amount of predictability between Fundo De time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Fundo De Investimento price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Fundo De price fluctuation can be explain by its past prices.
Correlation Coefficient
0.63
Spearman Rank Test
0.8
Residual Average
0.0
Price Variance
366.66
Fundo De Investimento lagged returns against current returns
Autocorrelation, which is Fundo De etf'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 Fundo De's etf expected returns. We can calculate the autocorrelation of Fundo De returns to help us make a trade decision. For example, suppose you find that Fundo De has exhibited high autocorrelation historically, and you observe that the etf 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
Fundo De 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 Fundo De etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundo De etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundo De etf over time.
Current vs Lagged Prices
Timeline
Fundo De Lagged Returns
When evaluating Fundo De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fundo De etf have on its future price. Fundo De 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, Fundo De autocorrelation shows the relationship between Fundo De etf current value and its past values and can show if there is a momentum factor associated with investing in Fundo De Investimento.
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.
Fundo De financial ratios help investors to determine whether Fundo Etf 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 Fundo with respect to the benefits of owning Fundo De security.