Hedge Real (Brazil) Market Value
| HPDP11 Fund | BRL 88.79 0.01 0.01% |
| Symbol | Hedge |
Please note, there is a significant difference between Hedge Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hedge Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hedge Real'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 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 Hedge 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 Hedge Real.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Hedge Real on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Hedge Real Estate or generate 0.0% return on investment in Hedge Real over 30 days. Hedge Real is related to or competes with Energisa, BTG Pactual, Plano Plano, Companhia Habitasul, Procter Gamble, Telefonaktiebolaget, and Cable One. More
Hedge 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 Hedge 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 Hedge Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 7.3 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.16 |
Hedge Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hedge Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hedge Real's standard deviation. In reality, there are many statistical measures that can use Hedge Real historical prices to predict the future Hedge Real's volatility.| Risk Adjusted Performance | 0.008 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.04) |
Hedge Real Estate Backtested Returns
Hedge Real Estate holds Efficiency (Sharpe) Ratio of -0.0057, which attests that the entity had a -0.0057% return per unit of risk over the last 3 months. Hedge Real Estate exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hedge Real's Market Risk Adjusted Performance of (0.03), downside deviation of 1.46, and Risk Adjusted Performance of 0.008 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.0752, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hedge Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hedge Real is expected to be smaller as well.
Auto-correlation | -0.55 |
Good reverse predictability
Hedge Real Estate has good reverse predictability. Overlapping area represents the amount of predictability between Hedge Real time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Hedge Real Estate price movement. The serial correlation of -0.55 indicates that about 55.0% of current Hedge Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Hedge Real Estate lagged returns against current returns
Autocorrelation, which is Hedge 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 Hedge Real's fund expected returns. We can calculate the autocorrelation of Hedge Real returns to help us make a trade decision. For example, suppose you find that Hedge 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 |
Hedge 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 Hedge Real fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hedge Real fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hedge Real fund over time.
Current vs Lagged Prices |
| Timeline |
Hedge Real Lagged Returns
When evaluating Hedge Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hedge Real fund have on its future price. Hedge 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, Hedge Real autocorrelation shows the relationship between Hedge Real fund current value and its past values and can show if there is a momentum factor associated with investing in Hedge Real Estate.
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 Real 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 Real security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. |