Xp Properties (Brazil) Market Value
| XPPR11 Fund | BRL 14.15 0.10 0.71% |
| Symbol | XPPR11 |
Please note, there is a significant difference between Xp Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Xp Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xp Properties' 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.
Xp Properties '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 Xp Properties' 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 Xp Properties.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Xp Properties on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Xp Properties Fundo or generate 0.0% return on investment in Xp Properties over 30 days. Xp Properties is related to or competes with BTG Pactual, Plano Plano, Companhia Habitasul, Telefonaktiebolaget, Cable One, British American, and Suzano SA. More
Xp Properties 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 Xp Properties' 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 Xp Properties Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.41) | |||
| Maximum Drawdown | 6.71 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 0.8081 |
Xp Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xp Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xp Properties' standard deviation. In reality, there are many statistical measures that can use Xp Properties historical prices to predict the future Xp Properties' volatility.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (1.70) |
Xp Properties Fundo Backtested Returns
Xp Properties Fundo retains Efficiency (Sharpe Ratio) of -0.31, which attests that the fund had a -0.31% return per unit of price deviation over the last 3 months. Xp Properties exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xp Properties' market risk adjusted performance of (1.69), and Information Ratio of (0.41) to validate the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xp Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Xp Properties is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
Xp Properties Fundo has modest reverse predictability. Overlapping area represents the amount of predictability between Xp Properties time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Xp Properties Fundo price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Xp Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Xp Properties Fundo lagged returns against current returns
Autocorrelation, which is Xp Properties 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 Xp Properties' fund expected returns. We can calculate the autocorrelation of Xp Properties returns to help us make a trade decision. For example, suppose you find that Xp Properties 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 |
Xp Properties 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 Xp Properties fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xp Properties fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xp Properties fund over time.
Current vs Lagged Prices |
| Timeline |
Xp Properties Lagged Returns
When evaluating Xp Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xp Properties fund have on its future price. Xp Properties 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, Xp Properties autocorrelation shows the relationship between Xp Properties fund current value and its past values and can show if there is a momentum factor associated with investing in Xp Properties 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 XPPR11 Fund
Xp Properties financial ratios help investors to determine whether XPPR11 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 XPPR11 with respect to the benefits of owning Xp Properties security.
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