Fundo Invest (Brazil) Market Value
| CTXT11 Fund | BRL 5.86 0.13 2.17% |
| Symbol | Fundo |
Fundo Invest '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 Fundo Invest'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 Fundo Invest.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Fundo Invest on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Fundo Invest Imobiliario or generate 0.0% return on investment in Fundo Invest over 30 days. Fundo Invest is related to or competes with Fundo De, Fundo Investec, and Fundo De. Fundo Invest Imobiliario Centro Textil Internacional - Cotas Fund specializes in real estate investments More
Fundo Invest 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 Fundo Invest'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 Fundo Invest Imobiliario upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.44 | |||
| Information Ratio | 0.0346 | |||
| Maximum Drawdown | 33.5 | |||
| Value At Risk | (9.94) | |||
| Potential Upside | 9.11 |
Fundo Invest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundo Invest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundo Invest's standard deviation. In reality, there are many statistical measures that can use Fundo Invest historical prices to predict the future Fundo Invest's volatility.| Risk Adjusted Performance | 0.036 | |||
| Jensen Alpha | 0.2214 | |||
| Total Risk Alpha | 0.1754 | |||
| Sortino Ratio | 0.0389 | |||
| Treynor Ratio | (0.22) |
Fundo Invest Imobiliario Backtested Returns
Fundo Invest appears to be unstable, given 3 months investment horizon. Fundo Invest Imobiliario secures Sharpe Ratio (or Efficiency) of 0.037, which denotes the fund had a 0.037 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fundo Invest Imobiliario, which you can use to evaluate the volatility of the entity. Please utilize Fundo Invest's Coefficient Of Variation of 2700.09, mean deviation of 4.41, and Downside Deviation of 5.44 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.97, which means possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Fundo Invest are expected to decrease slowly. On the other hand, during market turmoil, Fundo Invest is expected to outperform it slightly.
Auto-correlation | 0.31 |
Below average predictability
Fundo Invest Imobiliario has below average predictability. Overlapping area represents the amount of predictability between Fundo Invest time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 Fundo Invest Imobiliario price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Fundo Invest price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Fundo Invest Imobiliario lagged returns against current returns
Autocorrelation, which is Fundo Invest 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 Fundo Invest's fund expected returns. We can calculate the autocorrelation of Fundo Invest returns to help us make a trade decision. For example, suppose you find that Fundo Invest 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 |
Fundo Invest 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 Fundo Invest fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundo Invest fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundo Invest fund over time.
Current vs Lagged Prices |
| Timeline |
Fundo Invest Lagged Returns
When evaluating Fundo Invest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fundo Invest fund have on its future price. Fundo Invest 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, Fundo Invest autocorrelation shows the relationship between Fundo Invest fund current value and its past values and can show if there is a momentum factor associated with investing in Fundo Invest Imobiliario.
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 Fundo Fund
Fundo Invest financial ratios help investors to determine whether Fundo 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 Fundo with respect to the benefits of owning Fundo Invest security.
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