Vinci Energia (Brazil) Market Value
| VIGT11 Etf | BRL 34.78 0.78 2.29% |
| Symbol | Vinci |
Please note, there is a significant difference between Vinci Energia's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vinci Energia is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vinci Energia's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Vinci Energia '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 Vinci Energia's etf 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 Vinci Energia.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Vinci Energia on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Vinci Energia Fundo or generate 0.0% return on investment in Vinci Energia over 90 days. More
Vinci Energia 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 Vinci Energia's etf 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 Vinci Energia Fundo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.71 | |||
| Information Ratio | 0.0886 | |||
| Maximum Drawdown | 24.52 | |||
| Value At Risk | (4.79) | |||
| Potential Upside | 6.3 |
Vinci Energia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vinci Energia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vinci Energia's standard deviation. In reality, there are many statistical measures that can use Vinci Energia historical prices to predict the future Vinci Energia's volatility.| Risk Adjusted Performance | 0.0602 | |||
| Jensen Alpha | 0.1814 | |||
| Total Risk Alpha | 0.6449 | |||
| Sortino Ratio | 0.1153 | |||
| Treynor Ratio | (1.01) |
Vinci Energia Fundo Backtested Returns
Vinci Energia appears to be not too volatile, given 3 months investment horizon. Vinci Energia Fundo owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the etf had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vinci Energia Fundo, which you can use to evaluate the volatility of the etf. Please review Vinci Energia's Coefficient Of Variation of 1652.99, risk adjusted performance of 0.0602, and Semi Deviation of 2.52 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vinci Energia are expected to decrease at a much lower rate. During the bear market, Vinci Energia is likely to outperform the market.
Auto-correlation | 0.72 |
Good predictability
Vinci Energia Fundo has good predictability. Overlapping area represents the amount of predictability between Vinci Energia 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 Vinci Energia Fundo price movement. The serial correlation of 0.72 indicates that around 72.0% of current Vinci Energia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 4.73 |
Vinci Energia Fundo lagged returns against current returns
Autocorrelation, which is Vinci Energia etf'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 Vinci Energia's etf expected returns. We can calculate the autocorrelation of Vinci Energia returns to help us make a trade decision. For example, suppose you find that Vinci Energia has exhibited high autocorrelation historically, and you observe that the etf 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 |
Vinci Energia 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 Vinci Energia etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vinci Energia etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vinci Energia etf over time.
Current vs Lagged Prices |
| Timeline |
Vinci Energia Lagged Returns
When evaluating Vinci Energia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vinci Energia etf have on its future price. Vinci Energia 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, Vinci Energia autocorrelation shows the relationship between Vinci Energia etf current value and its past values and can show if there is a momentum factor associated with investing in Vinci Energia Fundo.
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 Vinci Etf
Vinci Energia financial ratios help investors to determine whether Vinci Etf 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 Vinci with respect to the benefits of owning Vinci Energia security.