BerolinaCapital Premium (Germany) Market Value
| DEDL Fund | EUR 91.19 0.91 1.01% |
| Symbol | BerolinaCapital |
Please note, there is a significant difference between BerolinaCapital Premium's value and its price as these two are different measures arrived at by different means. Investors typically determine if BerolinaCapital Premium is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BerolinaCapital Premium'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.
BerolinaCapital Premium '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 BerolinaCapital Premium'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 BerolinaCapital Premium.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in BerolinaCapital Premium on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding BerolinaCapital Premium or generate 0.0% return on investment in BerolinaCapital Premium over 360 days. BerolinaCapital Premium is related to or competes with Esfera Robotics, R Co, IE00B0H4TS55, and Echiquier Entrepreneurs. More
BerolinaCapital Premium 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 BerolinaCapital Premium'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 BerolinaCapital Premium upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9141 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.7 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.62 |
BerolinaCapital Premium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BerolinaCapital Premium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BerolinaCapital Premium's standard deviation. In reality, there are many statistical measures that can use BerolinaCapital Premium historical prices to predict the future BerolinaCapital Premium's volatility.| Risk Adjusted Performance | 0.0433 | |||
| Jensen Alpha | 0.0135 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.1817 |
BerolinaCapital Premium Backtested Returns
At this point, BerolinaCapital Premium is very steady. BerolinaCapital Premium secures Sharpe Ratio (or Efficiency) of 0.0754, which signifies that the fund had a 0.0754% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BerolinaCapital Premium, which you can use to evaluate the volatility of the entity. Please confirm BerolinaCapital Premium's Downside Deviation of 0.9141, risk adjusted performance of 0.0433, and Mean Deviation of 0.6683 to double-check if the risk estimate we provide is consistent with the expected return of 0.0718%. The fund shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BerolinaCapital Premium's returns are expected to increase less than the market. However, during the bear market, the loss of holding BerolinaCapital Premium is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
BerolinaCapital Premium has modest predictability. Overlapping area represents the amount of predictability between BerolinaCapital Premium time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th of November 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 BerolinaCapital Premium price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current BerolinaCapital Premium price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.84 |
BerolinaCapital Premium lagged returns against current returns
Autocorrelation, which is BerolinaCapital Premium 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 BerolinaCapital Premium's fund expected returns. We can calculate the autocorrelation of BerolinaCapital Premium returns to help us make a trade decision. For example, suppose you find that BerolinaCapital Premium 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 |
BerolinaCapital Premium 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 BerolinaCapital Premium fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BerolinaCapital Premium fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BerolinaCapital Premium fund over time.
Current vs Lagged Prices |
| Timeline |
BerolinaCapital Premium Lagged Returns
When evaluating BerolinaCapital Premium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BerolinaCapital Premium fund have on its future price. BerolinaCapital Premium 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, BerolinaCapital Premium autocorrelation shows the relationship between BerolinaCapital Premium fund current value and its past values and can show if there is a momentum factor associated with investing in BerolinaCapital Premium.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BerolinaCapital Fund
BerolinaCapital Premium financial ratios help investors to determine whether BerolinaCapital 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 BerolinaCapital with respect to the benefits of owning BerolinaCapital Premium security.
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