Itau Fundo (Brazil) Price on September 16, 2024
| IFRI11 Fund | 94.74 0.38 0.40% |
If you're considering investing in Itau Fund, it is important to understand the factors that can impact its price. As of today, the current price of Itau Fundo stands at 94.74, as last reported on the 2nd of December, with the highest price reaching 97.00 and the lowest price hitting 94.12 during the day. Itau Fundo De holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15% return per unit of risk over the last 3 months. Itau Fundo De exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Itau Fundo's Risk Adjusted Performance of (0.12), standard deviation of 0.7567, and Market Risk Adjusted Performance of 0.5302 to validate the risk estimate we provide.
Itau Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Itau |
Sharpe Ratio = -0.1532
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| Negative Returns | IFRI11 |
Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Itau Fundo is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Itau Fundo by adding Itau Fundo to a well-diversified portfolio.
Itau Fundo Valuation on September 16, 2024
It is possible to determine the worth of Itau Fundo on a given historical date. On September 16, 2024 Itau was worth 101.46 at the beginning of the trading date compared to the closed value of 102.16. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Itau Fundo fund. Still, in general, we apply an absolute valuation method to find Itau Fundo's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Itau Fundo where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Itau Fundo's related companies.
| Open | High | Low | Close | Volume | |
| 101.85 | 102.15 | 101.28 | 101.46 | 13,977 | |
09/16/2024 | 101.46 | 102.77 | 101.46 | 102.16 | 20,763 |
| 102.19 | 102.82 | 101.75 | 102.82 | 13,236 |
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Itau Fundo Trading Date Momentum on September 16, 2024
| On September 17 2024 Itau Fundo De was traded for 102.82 at the closing time. The highest price during the trading period was 102.82 and the lowest recorded bid was listed for 101.75 . The volume for the day was 13.2 K. This history from September 17, 2024 contributed to the next trading day price jump. The trading delta at closing time to the next closing price was 0.65% . The trading delta at closing time to the current price is 1.38% . |
Price Boundaries
Itau Fundo Period Price Range
Low | December 2, 2024
| High |
0.00 | 0.00 |
Itau Fundo De cannot be verified against its exchange. Please verify the symbol is currently traded on Sao Paulo Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Itau Fundo December 2, 2024 Market Strength
Market strength indicators help investors to evaluate how Itau Fundo fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Itau Fundo shares will generate the highest return on investment. By undertsting and applying Itau Fundo fund market strength indicators, traders can identify Itau Fundo De entry and exit signals to maximize returns
Itau Fundo Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Itau Fundo's price direction in advance. Along with the technical and fundamental analysis of Itau Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Itau to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.5202 |
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| Volume Indicators |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |