Ourinvest Jpp (Brazil) Market Value

OUJP11 Fund  BRL 75.18  1.86  2.54%   
Ourinvest Jpp's market value is the price at which a share of Ourinvest Jpp trades on a public exchange. It measures the collective expectations of Ourinvest Jpp Fundo investors about its performance. Ourinvest Jpp is trading at 75.18 as of the 16th of March 2025, a 2.54 percent increase since the beginning of the trading day. The fund's open price was 73.32.
With this module, you can estimate the performance of a buy and hold strategy of Ourinvest Jpp Fundo and determine expected loss or profit from investing in Ourinvest Jpp over a given investment horizon. Check out Ourinvest Jpp Correlation, Ourinvest Jpp Volatility and Ourinvest Jpp Alpha and Beta module to complement your research on Ourinvest Jpp.
Symbol

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

Ourinvest Jpp '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 Ourinvest Jpp'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 Ourinvest Jpp.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Ourinvest Jpp on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Ourinvest Jpp Fundo or generate 0.0% return on investment in Ourinvest Jpp over 90 days. Ourinvest Jpp is related to or competes with JS Real, and CSHG Real. More

Ourinvest Jpp 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 Ourinvest Jpp'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 Ourinvest Jpp Fundo upside and downside potential and time the market with a certain degree of confidence.

Ourinvest Jpp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ourinvest Jpp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ourinvest Jpp's standard deviation. In reality, there are many statistical measures that can use Ourinvest Jpp historical prices to predict the future Ourinvest Jpp's volatility.
Hype
Prediction
LowEstimatedHigh
73.5675.1876.80
Details
Intrinsic
Valuation
LowRealHigh
70.6772.2982.70
Details
Naive
Forecast
LowNextHigh
72.7074.3275.94
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
64.2169.3374.44
Details

Ourinvest Jpp Fundo Backtested Returns

At this point, Ourinvest Jpp is very steady. Ourinvest Jpp Fundo maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ourinvest Jpp Fundo, which you can use to evaluate the volatility of the fund. Please check Ourinvest Jpp's Risk Adjusted Performance of 0.0771, coefficient of variation of 1198.96, and Semi Deviation of 1.22 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The fund holds a Beta of -0.45, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ourinvest Jpp are expected to decrease at a much lower rate. During the bear market, Ourinvest Jpp is likely to outperform the market.

Auto-correlation

    
  -0.31  

Poor reverse predictability

Ourinvest Jpp Fundo has poor reverse predictability. Overlapping area represents the amount of predictability between Ourinvest Jpp time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Ourinvest Jpp Fundo price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Ourinvest Jpp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.31
Spearman Rank Test-0.17
Residual Average0.0
Price Variance8.43

Ourinvest Jpp Fundo lagged returns against current returns

Autocorrelation, which is Ourinvest Jpp 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 Ourinvest Jpp's fund expected returns. We can calculate the autocorrelation of Ourinvest Jpp returns to help us make a trade decision. For example, suppose you find that Ourinvest Jpp 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  

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

Ourinvest Jpp Lagged Returns

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

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Other Information on Investing in Ourinvest Fund

Ourinvest Jpp financial ratios help investors to determine whether Ourinvest 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 Ourinvest with respect to the benefits of owning Ourinvest Jpp security.
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