Fator IFIX (Brazil) Market Value
| RBFF11 Fund | BRL 45.61 0.42 0.91% |
| Symbol | Fator |
Fator IFIX '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 Fator IFIX'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 Fator IFIX.
| 11/27/2024 |
| 02/25/2025 |
If you would invest 0.00 in Fator IFIX on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding Fator IFIX Fundo or generate 0.0% return on investment in Fator IFIX over 90 days. Fator IFIX is related to or competes with BTG Pactual. Fator IFIX Fundo Investimento Imobiliario FII Cotas Fund specializes in real estate investments More
Fator IFIX 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 Fator IFIX'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 Fator IFIX Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 11.68 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 3.49 |
Fator IFIX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fator IFIX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fator IFIX's standard deviation. In reality, there are many statistical measures that can use Fator IFIX historical prices to predict the future Fator IFIX's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.42) |
Fator IFIX Fundo Backtested Returns
Fator IFIX Fundo secures Sharpe Ratio (or Efficiency) of -0.0606, which denotes the fund had a -0.0606 % return per unit of risk over the last 3 months. Fator IFIX Fundo exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fator IFIX's Mean Deviation of 1.47, variance of 4.02, and Standard Deviation of 2.0 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.3, which means not very significant fluctuations relative to the market. As returns on the market increase, Fator IFIX's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fator IFIX is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
Fator IFIX Fundo has good predictability. Overlapping area represents the amount of predictability between Fator IFIX time series from 27th of November 2024 to 11th of January 2025 and 11th of January 2025 to 25th 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 Fator IFIX Fundo price movement. The serial correlation of 0.72 indicates that around 72.0% of current Fator IFIX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 2.43 |
Fator IFIX Fundo lagged returns against current returns
Autocorrelation, which is Fator IFIX 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 Fator IFIX's fund expected returns. We can calculate the autocorrelation of Fator IFIX returns to help us make a trade decision. For example, suppose you find that Fator IFIX 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 |
Fator IFIX 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 Fator IFIX fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fator IFIX fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fator IFIX fund over time.
Current vs Lagged Prices |
| Timeline |
Fator IFIX Lagged Returns
When evaluating Fator IFIX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fator IFIX fund have on its future price. Fator IFIX 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, Fator IFIX autocorrelation shows the relationship between Fator IFIX fund current value and its past values and can show if there is a momentum factor associated with investing in Fator IFIX 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 Fator Fund
Fator IFIX financial ratios help investors to determine whether Fator 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 Fator with respect to the benefits of owning Fator IFIX security.
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