RB Capital (Brazil) Market Value
| RSPD11 Fund | 1,025 0.00 0.00% |
| Symbol | RSPD11 |
RB Capital '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 RB Capital'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 RB Capital.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in RB Capital on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding RB Capital Desenvolvimento or generate 0.0% return on investment in RB Capital over 180 days.
RB Capital 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 RB Capital'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 RB Capital Desenvolvimento upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 14.63 |
RB Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RB Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RB Capital's standard deviation. In reality, there are many statistical measures that can use RB Capital historical prices to predict the future RB Capital's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (1.74) |
RB Capital Desenvolv Backtested Returns
RB Capital Desenvolv retains Efficiency (Sharpe Ratio) of -0.0235, which implies the fund had a -0.0235% return per unit of price deviation over the last 3 months. RB Capital exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RB Capital's market risk adjusted performance of (1.73), and Information Ratio of (0.09) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.0353, which implies not very significant fluctuations relative to the market. As returns on the market increase, RB Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding RB Capital is expected to be smaller as well.
Auto-correlation | 0.34 |
Below average predictability
RB Capital Desenvolvimento has below average predictability. Overlapping area represents the amount of predictability between RB Capital time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 RB Capital Desenvolv price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current RB Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 823.16 |
RB Capital Desenvolv lagged returns against current returns
Autocorrelation, which is RB Capital 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 RB Capital's fund expected returns. We can calculate the autocorrelation of RB Capital returns to help us make a trade decision. For example, suppose you find that RB Capital 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 |
RB Capital 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 RB Capital fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RB Capital fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RB Capital fund over time.
Current vs Lagged Prices |
| Timeline |
RB Capital Lagged Returns
When evaluating RB Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RB Capital fund have on its future price. RB Capital 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, RB Capital autocorrelation shows the relationship between RB Capital fund current value and its past values and can show if there is a momentum factor associated with investing in RB Capital Desenvolvimento.
Regressed Prices |
| Timeline |
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