Suno Infra (Brazil) Market Value

SNID11 Etf   9.70  0.02  0.21%   
Suno Infra's market value is the price at which a share of Suno Infra trades on a public exchange. It measures the collective expectations of Suno Infra Debentures investors about its performance. Suno Infra is trading at 9.70 as of the 1st of December 2024, a 0.21% increase since the beginning of the trading day. The etf's open price was 9.68.
With this module, you can estimate the performance of a buy and hold strategy of Suno Infra Debentures and determine expected loss or profit from investing in Suno Infra over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
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Suno Infra '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 Suno Infra's etf 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 Suno Infra.
0.00
06/10/2023
No Change 0.00  0.0 
In 1 year 5 months and 24 days
12/01/2024
0.00
If you would invest  0.00  in Suno Infra on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Suno Infra Debentures or generate 0.0% return on investment in Suno Infra over 540 days.

Suno Infra 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 Suno Infra's etf 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 Suno Infra Debentures upside and downside potential and time the market with a certain degree of confidence.

Suno Infra Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Suno Infra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suno Infra's standard deviation. In reality, there are many statistical measures that can use Suno Infra historical prices to predict the future Suno Infra's volatility.

Suno Infra Debentures Backtested Returns

Suno Infra Debentures owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0564, which indicates the etf had a -0.0564% return per unit of risk over the last 3 months. Suno Infra Debentures exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Suno Infra's Coefficient Of Variation of (2,566), risk adjusted performance of (0.03), and Variance of 1.03 to confirm the risk estimate we provide. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Suno Infra are expected to decrease at a much lower rate. During the bear market, Suno Infra is likely to outperform the market.

Auto-correlation

    
  -0.89  

Excellent reverse predictability

Suno Infra Debentures has excellent reverse predictability. Overlapping area represents the amount of predictability between Suno Infra time series from 10th of June 2023 to 6th of March 2024 and 6th of March 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 Suno Infra Debentures price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Suno Infra price fluctuation can be explain by its past prices.
Correlation Coefficient-0.89
Spearman Rank Test-0.74
Residual Average0.0
Price Variance1716.85

Suno Infra Debentures lagged returns against current returns

Autocorrelation, which is Suno Infra etf'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 Suno Infra's etf expected returns. We can calculate the autocorrelation of Suno Infra returns to help us make a trade decision. For example, suppose you find that Suno Infra has exhibited high autocorrelation historically, and you observe that the etf 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  

Suno Infra 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 Suno Infra etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suno Infra etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suno Infra etf over time.
   Current vs Lagged Prices   
       Timeline  

Suno Infra Lagged Returns

When evaluating Suno Infra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suno Infra etf have on its future price. Suno Infra 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, Suno Infra autocorrelation shows the relationship between Suno Infra etf current value and its past values and can show if there is a momentum factor associated with investing in Suno Infra Debentures.
   Regressed Prices   
       Timeline  

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