BRIO REAL (Brazil) Market Value
| BIPD11 Fund | 988.17 0.00 0.00% |
| Symbol | BRIO |
BRIO REAL '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 BRIO REAL'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 BRIO REAL.
| 12/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in BRIO REAL on December 19, 2023 and sell it all today you would earn a total of 0.00 from holding BRIO REAL ESTATE or generate 0.0% return on investment in BRIO REAL over 360 days.
BRIO REAL 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 BRIO REAL'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 BRIO REAL ESTATE upside and downside potential and time the market with a certain degree of confidence.
BRIO REAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRIO REAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BRIO REAL's standard deviation. In reality, there are many statistical measures that can use BRIO REAL historical prices to predict the future BRIO REAL's volatility.BRIO REAL ESTATE Backtested Returns
We have found three technical indicators for BRIO REAL ESTATE, which you can use to evaluate the volatility of the entity. The fund shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and BRIO REAL are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
BRIO REAL ESTATE has no correlation between past and present. Overlapping area represents the amount of predictability between BRIO REAL time series from 19th of December 2023 to 16th of June 2024 and 16th of June 2024 to 13th 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 BRIO REAL ESTATE price movement. The serial correlation of 0.0 indicates that just 0.0% of current BRIO REAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BRIO REAL ESTATE lagged returns against current returns
Autocorrelation, which is BRIO REAL 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 BRIO REAL's fund expected returns. We can calculate the autocorrelation of BRIO REAL returns to help us make a trade decision. For example, suppose you find that BRIO REAL 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 |
BRIO REAL 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 BRIO REAL fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BRIO REAL fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BRIO REAL fund over time.
Current vs Lagged Prices |
| Timeline |
BRIO REAL Lagged Returns
When evaluating BRIO REAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BRIO REAL fund have on its future price. BRIO REAL 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, BRIO REAL autocorrelation shows the relationship between BRIO REAL fund current value and its past values and can show if there is a momentum factor associated with investing in BRIO REAL ESTATE.
Regressed Prices |
| Timeline |
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