Scp Fundo (Brazil) Market Value
| SCPF11 Fund | BRL 1.84 0.01 0.55% |
| Symbol | Scp |
Scp Fundo '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 Scp Fundo'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 Scp Fundo.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Scp Fundo on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Scp Fundo De or generate 0.0% return on investment in Scp Fundo over 90 days. Scp Fundo is related to or competes with BTG Pactual, and BB Renda. More
Scp Fundo 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 Scp Fundo'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 Scp Fundo De upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0351 | |||
| Maximum Drawdown | 10.78 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 3.14 |
Scp Fundo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scp Fundo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scp Fundo's standard deviation. In reality, there are many statistical measures that can use Scp Fundo historical prices to predict the future Scp Fundo's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.2113 | |||
| Treynor Ratio | (0.18) |
Scp Fundo De Backtested Returns
Scp Fundo De owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0567, which indicates the fund had a -0.0567 % return per unit of risk over the last 3 months. Scp Fundo De exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Scp Fundo's Risk Adjusted Performance of (0.01), variance of 3.99, and Coefficient Of Variation of (6,909) to confirm the risk estimate we provide. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Scp Fundo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Scp Fundo is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Scp Fundo De has average predictability. Overlapping area represents the amount of predictability between Scp Fundo 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 Scp Fundo De price movement. The serial correlation of 0.49 indicates that about 49.0% of current Scp Fundo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Scp Fundo De lagged returns against current returns
Autocorrelation, which is Scp Fundo 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 Scp Fundo's fund expected returns. We can calculate the autocorrelation of Scp Fundo returns to help us make a trade decision. For example, suppose you find that Scp Fundo 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 |
Scp Fundo 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 Scp Fundo fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scp Fundo fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Scp Fundo fund over time.
Current vs Lagged Prices |
| Timeline |
Scp Fundo Lagged Returns
When evaluating Scp Fundo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scp Fundo fund have on its future price. Scp Fundo 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, Scp Fundo autocorrelation shows the relationship between Scp Fundo fund current value and its past values and can show if there is a momentum factor associated with investing in Scp Fundo De.
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.Other Information on Investing in Scp Fund
Scp Fundo financial ratios help investors to determine whether Scp 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 Scp with respect to the benefits of owning Scp Fundo security.
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