Fator Verit (Brazil) Market Value
| VRTA11 Fund | BRL 78.68 0.38 0.49% |
| Symbol | Fator |
Fator Verit '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 Fator Verit'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 Fator Verit.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Fator Verit on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Fator Verit Fundo or generate 0.0% return on investment in Fator Verit over 90 days. Fator Verit is related to or competes with Fator IFIX. Fator Verita Fundo Investimento Imobiliario Fii specializes in real estate investments More
Fator Verit 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 Fator Verit'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 Fator Verit Fundo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.1646 | |||
| Maximum Drawdown | 7.61 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.31 |
Fator Verit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fator Verit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fator Verit's standard deviation. In reality, there are many statistical measures that can use Fator Verit historical prices to predict the future Fator Verit's volatility.| Risk Adjusted Performance | 0.1015 | |||
| Jensen Alpha | 0.1724 | |||
| Total Risk Alpha | 0.3127 | |||
| Sortino Ratio | 0.1537 | |||
| Treynor Ratio | 0.9207 |
Fator Verit Fundo Backtested Returns
Fator Verit appears to be very steady, given 3 months investment horizon. Fator Verit Fundo secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fator Verit Fundo, which you can use to evaluate the volatility of the entity. Please utilize Fator Verit's Mean Deviation of 1.07, coefficient of variation of 902.0, and Downside Deviation of 1.61 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, Fator Verit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fator Verit is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Fator Verit Fundo has poor reverse predictability. Overlapping area represents the amount of predictability between Fator Verit time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Fator Verit Fundo price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Fator Verit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 5.95 |
Fator Verit Fundo lagged returns against current returns
Autocorrelation, which is Fator Verit 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 Fator Verit's fund expected returns. We can calculate the autocorrelation of Fator Verit returns to help us make a trade decision. For example, suppose you find that Fator Verit 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 |
Fator Verit 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 Fator Verit fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fator Verit fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fator Verit fund over time.
Current vs Lagged Prices |
| Timeline |
Fator Verit Lagged Returns
When evaluating Fator Verit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fator Verit fund have on its future price. Fator Verit 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, Fator Verit autocorrelation shows the relationship between Fator Verit fund current value and its past values and can show if there is a momentum factor associated with investing in Fator Verit 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 Fator Fund
Fator Verit financial ratios help investors to determine whether Fator 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 Fator with respect to the benefits of owning Fator Verit security.
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