Tishman Speyer (Brazil) Market Value
| TSER11 Fund | 100.00 0.00 0.00% |
| Symbol | Tishman |
Tishman Speyer '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 Tishman Speyer'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 Tishman Speyer.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Tishman Speyer on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Tishman Speyer Renda or generate 0.0% return on investment in Tishman Speyer over 390 days.
Tishman Speyer 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 Tishman Speyer'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 Tishman Speyer Renda upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 0.9897 |
Tishman Speyer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tishman Speyer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tishman Speyer's standard deviation. In reality, there are many statistical measures that can use Tishman Speyer historical prices to predict the future Tishman Speyer's volatility.| Risk Adjusted Performance | 0.1317 | |||
| Jensen Alpha | 0.0375 | |||
| Total Risk Alpha | 0.0056 | |||
| Treynor Ratio | (1.05) |
Tishman Speyer Renda Backtested Returns
At this point, Tishman Speyer is very steady. Tishman Speyer Renda owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Tishman Speyer Renda, which you can use to evaluate the volatility of the fund. Please validate Tishman Speyer's Risk Adjusted Performance of 0.1317, variance of 0.0416, and Coefficient Of Variation of 461.85 to confirm if the risk estimate we provide is consistent with the expected return of 0.047%. The entity has a beta of -0.0327, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tishman Speyer are expected to decrease at a much lower rate. During the bear market, Tishman Speyer is likely to outperform the market.
Auto-correlation | 0.95 |
Excellent predictability
Tishman Speyer Renda has excellent predictability. Overlapping area represents the amount of predictability between Tishman Speyer time series from 19th of November 2023 to 1st of June 2024 and 1st of June 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 Tishman Speyer Renda price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Tishman Speyer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 2.63 |
Tishman Speyer Renda lagged returns against current returns
Autocorrelation, which is Tishman Speyer 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 Tishman Speyer's fund expected returns. We can calculate the autocorrelation of Tishman Speyer returns to help us make a trade decision. For example, suppose you find that Tishman Speyer 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 |
Tishman Speyer 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 Tishman Speyer fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tishman Speyer fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tishman Speyer fund over time.
Current vs Lagged Prices |
| Timeline |
Tishman Speyer Lagged Returns
When evaluating Tishman Speyer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tishman Speyer fund have on its future price. Tishman Speyer 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, Tishman Speyer autocorrelation shows the relationship between Tishman Speyer fund current value and its past values and can show if there is a momentum factor associated with investing in Tishman Speyer Renda.
Regressed Prices |
| Timeline |
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