SDI Logstica (Brazil) Market Value
| SDIL11 Fund | BRL 96.50 0.00 0.00% |
| Symbol | SDI |
SDI Logstica '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 SDI Logstica'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 SDI Logstica.
| 11/06/2023 |
| 12/30/2024 |
If you would invest 0.00 in SDI Logstica on November 6, 2023 and sell it all today you would earn a total of 0.00 from holding SDI Logstica Rio or generate 0.0% return on investment in SDI Logstica over 420 days. SDI Logstica is related to or competes with BTG Pactual, and BB Renda. SDI Logstica Rio - Fundo de Investimento Imobilirio - FII specializes in real estate investments More
SDI Logstica 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 SDI Logstica'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 SDI Logstica Rio upside and downside potential and time the market with a certain degree of confidence.
SDI Logstica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SDI Logstica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SDI Logstica's standard deviation. In reality, there are many statistical measures that can use SDI Logstica historical prices to predict the future SDI Logstica's volatility.SDI Logstica Rio Backtested Returns
We have found three technical indicators for SDI Logstica Rio, which you can use to evaluate the volatility of the fund. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SDI Logstica are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
SDI Logstica Rio has no correlation between past and present. Overlapping area represents the amount of predictability between SDI Logstica time series from 6th of November 2023 to 3rd of June 2024 and 3rd of June 2024 to 30th 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 SDI Logstica Rio price movement. The serial correlation of 0.0 indicates that just 0.0% of current SDI Logstica price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SDI Logstica Rio lagged returns against current returns
Autocorrelation, which is SDI Logstica 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 SDI Logstica's fund expected returns. We can calculate the autocorrelation of SDI Logstica returns to help us make a trade decision. For example, suppose you find that SDI Logstica 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 |
SDI Logstica 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 SDI Logstica fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SDI Logstica fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SDI Logstica fund over time.
Current vs Lagged Prices |
| Timeline |
SDI Logstica Lagged Returns
When evaluating SDI Logstica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SDI Logstica fund have on its future price. SDI Logstica 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, SDI Logstica autocorrelation shows the relationship between SDI Logstica fund current value and its past values and can show if there is a momentum factor associated with investing in SDI Logstica Rio.
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 SDI Fund
SDI Logstica financial ratios help investors to determine whether SDI 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 SDI with respect to the benefits of owning SDI Logstica security.
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