Habitat Ii (Brazil) Market Value
| HABT11 Fund | BRL 74.80 0.70 0.93% |
| Symbol | Habitat |
Habitat Ii '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 Habitat Ii'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 Habitat Ii.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Habitat Ii on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Habitat Ii or generate 0.0% return on investment in Habitat Ii over 180 days. Habitat Ii is related to or competes with Energisa, BTG Pactual, Plano Plano, Companhia Habitasul, Procter Gamble, Telefonaktiebolaget, and Cable One. More
Habitat Ii 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 Habitat Ii'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 Habitat Ii upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.52) | |||
| Maximum Drawdown | 3.53 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 0.7363 |
Habitat Ii Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Habitat Ii's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Habitat Ii's standard deviation. In reality, there are many statistical measures that can use Habitat Ii historical prices to predict the future Habitat Ii's volatility.| Risk Adjusted Performance | (0.26) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (2.68) |
Habitat Ii Backtested Returns
Habitat Ii holds Efficiency (Sharpe) Ratio of -0.34, which attests that the entity had a -0.34% return per unit of risk over the last 3 months. Habitat Ii exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Habitat Ii's Standard Deviation of 0.685, risk adjusted performance of (0.26), and Market Risk Adjusted Performance of (2.67) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.0902, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Habitat Ii's returns are expected to increase less than the market. However, during the bear market, the loss of holding Habitat Ii is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Habitat Ii has poor reverse predictability. Overlapping area represents the amount of predictability between Habitat Ii time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th 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 Habitat Ii price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Habitat Ii price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 17.97 |
Habitat Ii lagged returns against current returns
Autocorrelation, which is Habitat Ii 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 Habitat Ii's fund expected returns. We can calculate the autocorrelation of Habitat Ii returns to help us make a trade decision. For example, suppose you find that Habitat Ii 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 |
Habitat Ii 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 Habitat Ii fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Habitat Ii fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Habitat Ii fund over time.
Current vs Lagged Prices |
| Timeline |
Habitat Ii Lagged Returns
When evaluating Habitat Ii's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Habitat Ii fund have on its future price. Habitat Ii 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, Habitat Ii autocorrelation shows the relationship between Habitat Ii fund current value and its past values and can show if there is a momentum factor associated with investing in Habitat Ii .
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 Habitat Fund
Habitat Ii financial ratios help investors to determine whether Habitat 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 Habitat with respect to the benefits of owning Habitat Ii security.
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