Hedge Logistica (Brazil) Market Value
| HLOG11 Fund | BRL 75.90 0.16 0.21% |
| Symbol | Hedge |
Please note, there is a significant difference between Hedge Logistica's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hedge Logistica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hedge Logistica'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.
Hedge Logistica '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 Hedge Logistica'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 Hedge Logistica.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Hedge Logistica on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Hedge Logistica Fundo or generate 0.0% return on investment in Hedge Logistica over 30 days. Hedge Logistica is related to or competes with Energisa, BTG Pactual, Plano Plano, Companhia Habitasul, Procter Gamble, Gen Digital, and Telefonaktiebolaget. More
Hedge Logistica 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 Hedge Logistica'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 Hedge Logistica Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.34 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 1.81 |
Hedge Logistica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hedge Logistica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hedge Logistica's standard deviation. In reality, there are many statistical measures that can use Hedge Logistica historical prices to predict the future Hedge Logistica's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.64) |
Hedge Logistica Fundo Backtested Returns
Hedge Logistica Fundo holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11 % return per unit of risk over the last 3 months. Hedge Logistica Fundo exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hedge Logistica's Market Risk Adjusted Performance of (0.63), standard deviation of 1.09, and Risk Adjusted Performance of (0.06) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hedge Logistica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hedge Logistica is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
Hedge Logistica Fundo has weak reverse predictability. Overlapping area represents the amount of predictability between Hedge Logistica time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 Hedge Logistica Fundo price movement. The serial correlation of -0.21 indicates that over 21.0% of current Hedge Logistica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 2.1 |
Hedge Logistica Fundo lagged returns against current returns
Autocorrelation, which is Hedge Logistica 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 Hedge Logistica's fund expected returns. We can calculate the autocorrelation of Hedge Logistica returns to help us make a trade decision. For example, suppose you find that Hedge Logistica 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 |
Hedge Logistica 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 Hedge Logistica fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hedge Logistica fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hedge Logistica fund over time.
Current vs Lagged Prices |
| Timeline |
Hedge Logistica Lagged Returns
When evaluating Hedge Logistica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hedge Logistica fund have on its future price. Hedge Logistica 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, Hedge Logistica autocorrelation shows the relationship between Hedge Logistica fund current value and its past values and can show if there is a momentum factor associated with investing in Hedge Logistica Fundo.
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 Hedge Fund
Hedge Logistica financial ratios help investors to determine whether Hedge 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 Hedge with respect to the benefits of owning Hedge Logistica security.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio |