XP Selection (Brazil) Market Value
| XPSF11 Fund | BRL 5.79 0.05 0.86% |
| Symbol | XPSF11 |
Please note, there is a significant difference between XP Selection's value and its price as these two are different measures arrived at by different means. Investors typically determine if XP Selection is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, XP Selection'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.
XP Selection '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 Selection'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 XP Selection.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in XP Selection on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding XP Selection Fundo or generate 0.0% return on investment in XP Selection over 90 days. XP Selection is related to or competes with BTG Pactual, and BB Renda. More
XP Selection 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 Selection'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 XP Selection Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0472 | |||
| Maximum Drawdown | 8.03 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.89 |
XP Selection Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XP Selection's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XP Selection's standard deviation. In reality, there are many statistical measures that can use XP Selection historical prices to predict the future XP Selection's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.1528 | |||
| Treynor Ratio | 0.1368 |
XP Selection Fundo Backtested Returns
At this point, XP Selection is somewhat reliable. XP Selection Fundo retains Efficiency (Sharpe Ratio) of 0.0131, which attests that the fund had a 0.0131 % return per unit of price deviation over the last 3 months. We have found twenty-three technical indicators for XP Selection, which you can use to evaluate the volatility of the fund. Please check out XP Selection's information ratio of 0.0472, and Market Risk Adjusted Performance of 0.1468 to validate if the risk estimate we provide is consistent with the expected return of 0.0199%. The entity owns a Beta (Systematic Risk) of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning XP Selection are expected to decrease at a much lower rate. During the bear market, XP Selection is likely to outperform the market.
Auto-correlation | -0.23 |
Weak reverse predictability
XP Selection Fundo has weak reverse predictability. Overlapping area represents the amount of predictability between XP Selection time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 XP Selection Fundo price movement. The serial correlation of -0.23 indicates that over 23.0% of current XP Selection price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
XP Selection Fundo lagged returns against current returns
Autocorrelation, which is XP Selection 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 Selection's fund expected returns. We can calculate the autocorrelation of XP Selection returns to help us make a trade decision. For example, suppose you find that XP Selection 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 Selection 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 Selection fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XP Selection fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XP Selection fund over time.
Current vs Lagged Prices |
| Timeline |
XP Selection Lagged Returns
When evaluating XP Selection's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XP Selection fund have on its future price. XP Selection 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 Selection autocorrelation shows the relationship between XP Selection fund current value and its past values and can show if there is a momentum factor associated with investing in XP Selection 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 XPSF11 Fund
XP Selection financial ratios help investors to determine whether XPSF11 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 XPSF11 with respect to the benefits of owning XP Selection security.
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