Rbr Desenvolvimento (Brazil) Market Value
| RCFF11 Fund | BRL 71.02 0.00 0.00% |
| Symbol | Rbr |
Please note, there is a significant difference between Rbr Desenvolvimento's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rbr Desenvolvimento is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rbr Desenvolvimento'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.
Rbr Desenvolvimento '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 Rbr Desenvolvimento'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 Rbr Desenvolvimento.
| 12/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Rbr Desenvolvimento on December 19, 2023 and sell it all today you would earn a total of 0.00 from holding Rbr Desenvolvimento Comercial or generate 0.0% return on investment in Rbr Desenvolvimento over 360 days. Rbr Desenvolvimento is related to or competes with BTG Pactual, Plano Plano, Companhia Habitasul, Telefonaktiebolaget, Cable One, British American, and Suzano SA. More
Rbr Desenvolvimento 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 Rbr Desenvolvimento'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 Rbr Desenvolvimento Comercial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 33.31 | |||
| Potential Upside | 0.9834 |
Rbr Desenvolvimento Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbr Desenvolvimento's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbr Desenvolvimento's standard deviation. In reality, there are many statistical measures that can use Rbr Desenvolvimento historical prices to predict the future Rbr Desenvolvimento's volatility.| Risk Adjusted Performance | 0.0085 | |||
| Jensen Alpha | 0.1057 | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | 0.0058 |
Rbr Desenvolvimento Backtested Returns
At this point, Rbr Desenvolvimento is very steady. Rbr Desenvolvimento maintains Sharpe Ratio (i.e., Efficiency) of 0.0012, which implies the entity had a 0.0012% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Rbr Desenvolvimento, which you can use to evaluate the volatility of the fund. Please check Rbr Desenvolvimento's Coefficient Of Variation of 88715.85, risk adjusted performance of 0.0085, and Variance of 9.97 to confirm if the risk estimate we provide is consistent with the expected return of 0.0038%. The fund holds a Beta of -1.1, which implies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Rbr Desenvolvimento are expected to decrease slowly. On the other hand, during market turmoil, Rbr Desenvolvimento is expected to outperform it slightly.
Auto-correlation | 0.40 |
Average predictability
Rbr Desenvolvimento Comercial has average predictability. Overlapping area represents the amount of predictability between Rbr Desenvolvimento time series from 19th of December 2023 to 16th of June 2024 and 16th of June 2024 to 13th of December 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 Rbr Desenvolvimento price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Rbr Desenvolvimento price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 15.2 |
Rbr Desenvolvimento lagged returns against current returns
Autocorrelation, which is Rbr Desenvolvimento 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 Rbr Desenvolvimento's fund expected returns. We can calculate the autocorrelation of Rbr Desenvolvimento returns to help us make a trade decision. For example, suppose you find that Rbr Desenvolvimento 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 |
Rbr Desenvolvimento 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 Rbr Desenvolvimento fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbr Desenvolvimento fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rbr Desenvolvimento fund over time.
Current vs Lagged Prices |
| Timeline |
Rbr Desenvolvimento Lagged Returns
When evaluating Rbr Desenvolvimento's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rbr Desenvolvimento fund have on its future price. Rbr Desenvolvimento 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, Rbr Desenvolvimento autocorrelation shows the relationship between Rbr Desenvolvimento fund current value and its past values and can show if there is a momentum factor associated with investing in Rbr Desenvolvimento Comercial.
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 Rbr Fund
Rbr Desenvolvimento financial ratios help investors to determine whether Rbr 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 Rbr with respect to the benefits of owning Rbr Desenvolvimento security.
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