SPARTA INFRA (Brazil) Price on November 29, 2024
| JURO11 Fund | 93.87 1.56 1.69% |
If you're considering investing in SPARTA Fund, it is important to understand the factors that can impact its price. As of today, the current price of SPARTA INFRA stands at 93.87, as last reported on the 11th of December 2024, with the highest price reaching 94.22 and the lowest price hitting 92.10 during the day. SPARTA INFRA FIC retains Efficiency (Sharpe Ratio) of -0.2, which indicates the fund had a -0.2% return per unit of risk over the last 3 months. SPARTA INFRA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SPARTA INFRA's standard deviation of 0.8897, and Risk Adjusted Performance of (0.15) to confirm the risk estimate we provide.
SPARTA Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
SPARTA |
Sharpe Ratio = -0.2041
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| Negative Returns | JURO11 |
Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SPARTA INFRA 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 SPARTA INFRA by adding SPARTA INFRA to a well-diversified portfolio.
SPARTA INFRA Valuation on November 29, 2024
It is possible to determine the worth of SPARTA INFRA on a given historical date. On November 29, 2024 SPARTA was worth 100.0 at the beginning of the trading date compared to the closed value of 100.3. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of SPARTA INFRA fund. Still, in general, we apply an absolute valuation method to find SPARTA INFRA'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 SPARTA INFRA where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against SPARTA INFRA's related companies.
| Open | High | Low | Close | Volume | |
| 100.20 | 100.99 | 99.61 | 100.00 | 81,802 | |
11/29/2024 | 100.00 | 101.48 | 99.26 | 100.30 | 84,182 |
| 100.51 | 100.95 | 97.27 | 97.51 | 123,919 |
| Backtest SPARTA INFRA | | | SPARTA INFRA History | Previous | Next |
SPARTA INFRA Trading Date Momentum on November 29, 2024
| On December 02 2024 SPARTA INFRA FIC was traded for 97.51 at the closing time. The highest price during the trading period was 100.95 and the lowest recorded bid was listed for 97.27 . The volume for the day was 123.9 K. This history from December 2, 2024 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 2.78% . The trading price change to the current price is 4.54% . |
Price Boundaries
SPARTA INFRA Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
SPARTA INFRA FIC 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.
SPARTA INFRA December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how SPARTA INFRA fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SPARTA INFRA shares will generate the highest return on investment. By undertsting and applying SPARTA INFRA fund market strength indicators, traders can identify SPARTA INFRA FIC entry and exit signals to maximize returns
SPARTA INFRA Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SPARTA INFRA's price direction in advance. Along with the technical and fundamental analysis of SPARTA Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of SPARTA 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 | (0.15) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (1.12) |
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |