HEDGE SEED (Brazil) Market Value
| SEED11 Fund | 100.00 0.00 0.00% |
| Symbol | HEDGE |
HEDGE SEED '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 HEDGE SEED'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 HEDGE SEED.
| 05/23/2023 |
| 12/13/2024 |
If you would invest 0.00 in HEDGE SEED on May 23, 2023 and sell it all today you would earn a total of 0.00 from holding HEDGE SEED FUNDO or generate 0.0% return on investment in HEDGE SEED over 570 days.
HEDGE SEED 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 HEDGE SEED'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 HEDGE SEED FUNDO upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 1.23 | |||
| Potential Upside | 0.1213 |
HEDGE SEED Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HEDGE SEED's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HEDGE SEED's standard deviation. In reality, there are many statistical measures that can use HEDGE SEED historical prices to predict the future HEDGE SEED's volatility.| Risk Adjusted Performance | 0.1241 | |||
| Jensen Alpha | 0.0338 | |||
| Total Risk Alpha | 0.0034 | |||
| Treynor Ratio | (1.38) |
HEDGE SEED FUNDO Backtested Returns
At this point, HEDGE SEED is very steady. HEDGE SEED FUNDO holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21% return per unit of return volatility over the last 3 months. We have found seventeen technical indicators for HEDGE SEED FUNDO, which you can use to evaluate the volatility of the entity. Please check out HEDGE SEED's Coefficient Of Variation of 483.51, risk adjusted performance of 0.1241, and Market Risk Adjusted Performance of (1.37) to validate if the risk estimate we provide is consistent with the expected return of 0.0442%. The fund retains a Market Volatility (i.e., Beta) of -0.0228, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HEDGE SEED are expected to decrease at a much lower rate. During the bear market, HEDGE SEED is likely to outperform the market.
Auto-correlation | 0.84 |
Very good predictability
HEDGE SEED FUNDO has very good predictability. Overlapping area represents the amount of predictability between HEDGE SEED time series from 23rd of May 2023 to 3rd of March 2024 and 3rd of March 2024 to 13th 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 HEDGE SEED FUNDO price movement. The serial correlation of 0.84 indicates that around 84.0% of current HEDGE SEED price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 8.17 |
HEDGE SEED FUNDO lagged returns against current returns
Autocorrelation, which is HEDGE SEED 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 HEDGE SEED's fund expected returns. We can calculate the autocorrelation of HEDGE SEED returns to help us make a trade decision. For example, suppose you find that HEDGE SEED 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 |
HEDGE SEED 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 HEDGE SEED fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HEDGE SEED fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HEDGE SEED fund over time.
Current vs Lagged Prices |
| Timeline |
HEDGE SEED Lagged Returns
When evaluating HEDGE SEED's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HEDGE SEED fund have on its future price. HEDGE SEED 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, HEDGE SEED autocorrelation shows the relationship between HEDGE SEED fund current value and its past values and can show if there is a momentum factor associated with investing in HEDGE SEED FUNDO.
Regressed Prices |
| Timeline |
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