REAL INVESTOR (Brazil) Market Value
| RINV11 Fund | 100.98 0.80 0.80% |
| Symbol | REAL |
REAL INVESTOR '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 REAL INVESTOR'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 REAL INVESTOR.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in REAL INVESTOR on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding REAL INVESTOR FUNDO or generate 0.0% return on investment in REAL INVESTOR over 90 days.
REAL INVESTOR 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 REAL INVESTOR'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 REAL INVESTOR FUNDO upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.1769 | |||
| Maximum Drawdown | 4.76 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.53 |
REAL INVESTOR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REAL INVESTOR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REAL INVESTOR's standard deviation. In reality, there are many statistical measures that can use REAL INVESTOR historical prices to predict the future REAL INVESTOR's volatility.| Risk Adjusted Performance | 0.0641 | |||
| Jensen Alpha | 0.0405 | |||
| Total Risk Alpha | 0.178 | |||
| Sortino Ratio | 0.1561 | |||
| Treynor Ratio | (0.35) |
REAL INVESTOR FUNDO Backtested Returns
At this point, REAL INVESTOR is very steady. REAL INVESTOR FUNDO retains Efficiency (Sharpe Ratio) of 0.0952, which implies the entity had a 0.0952 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for REAL INVESTOR, which you can use to evaluate the volatility of the fund. Please check REAL INVESTOR's market risk adjusted performance of (0.34), and Semi Deviation of 0.9688 to confirm if the risk estimate we provide is consistent with the expected return of 0.0816%. The fund owns a Beta (Systematic Risk) of -0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning REAL INVESTOR are expected to decrease at a much lower rate. During the bear market, REAL INVESTOR is likely to outperform the market.
Auto-correlation | -0.44 |
Modest reverse predictability
REAL INVESTOR FUNDO has modest reverse predictability. Overlapping area represents the amount of predictability between REAL INVESTOR 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 REAL INVESTOR FUNDO price movement. The serial correlation of -0.44 indicates that just about 44.0% of current REAL INVESTOR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 7.78 |
REAL INVESTOR FUNDO lagged returns against current returns
Autocorrelation, which is REAL INVESTOR 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 REAL INVESTOR's fund expected returns. We can calculate the autocorrelation of REAL INVESTOR returns to help us make a trade decision. For example, suppose you find that REAL INVESTOR 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 |
REAL INVESTOR 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 REAL INVESTOR fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REAL INVESTOR fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REAL INVESTOR fund over time.
Current vs Lagged Prices |
| Timeline |
REAL INVESTOR Lagged Returns
When evaluating REAL INVESTOR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REAL INVESTOR fund have on its future price. REAL INVESTOR 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, REAL INVESTOR autocorrelation shows the relationship between REAL INVESTOR fund current value and its past values and can show if there is a momentum factor associated with investing in REAL INVESTOR FUNDO.
Regressed Prices |
| Timeline |
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