Imob I (Brazil) Market Value
| LGCP11 Fund | BRL 73.72 0.21 0.28% |
| Symbol | Imob |
Please note, there is a significant difference between Imob I's value and its price as these two are different measures arrived at by different means. Investors typically determine if Imob I is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Imob I'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.
Imob I '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 Imob I'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 Imob I.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Imob I on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Imob I Fundo or generate 0.0% return on investment in Imob I over 720 days. Imob I is related to or competes with Energisa, BTG Pactual, Plano Plano, Procter Gamble, Cable One, British American, and Suzano SA. More
Imob I 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 Imob I'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 Imob I Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 7.13 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 0.6926 |
Imob I Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imob I's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imob I's standard deviation. In reality, there are many statistical measures that can use Imob I historical prices to predict the future Imob I's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (1.78) |
Imob I Fundo Backtested Returns
Imob I Fundo holds Efficiency (Sharpe) Ratio of -0.2, which attests that the entity had a -0.2% return per unit of risk over the last 3 months. Imob I Fundo exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Imob I's Market Risk Adjusted Performance of (1.77), standard deviation of 1.04, and Risk Adjusted Performance of (0.15) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Imob I's returns are expected to increase less than the market. However, during the bear market, the loss of holding Imob I is expected to be smaller as well.
Auto-correlation | -0.66 |
Very good reverse predictability
Imob I Fundo has very good reverse predictability. Overlapping area represents the amount of predictability between Imob I time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 Imob I Fundo price movement. The serial correlation of -0.66 indicates that around 66.0% of current Imob I price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 16.18 |
Imob I Fundo lagged returns against current returns
Autocorrelation, which is Imob I 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 Imob I's fund expected returns. We can calculate the autocorrelation of Imob I returns to help us make a trade decision. For example, suppose you find that Imob I 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 |
Imob I 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 Imob I fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imob I fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imob I fund over time.
Current vs Lagged Prices |
| Timeline |
Imob I Lagged Returns
When evaluating Imob I's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imob I fund have on its future price. Imob I 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, Imob I autocorrelation shows the relationship between Imob I fund current value and its past values and can show if there is a momentum factor associated with investing in Imob I 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 Imob Fund
Imob I financial ratios help investors to determine whether Imob 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 Imob with respect to the benefits of owning Imob I security.
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