SISF BRIC (Germany) Market Value
| SRVQ Fund | EUR 211.38 2.69 1.26% |
| Symbol | SISF |
Please note, there is a significant difference between SISF BRIC's value and its price as these two are different measures arrived at by different means. Investors typically determine if SISF BRIC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SISF BRIC'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.
SISF BRIC '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 SISF BRIC'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 SISF BRIC.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in SISF BRIC on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding SISF BRIC AC or generate 0.0% return on investment in SISF BRIC over 30 days. SISF BRIC is related to or competes with Esfera Robotics, R Co, IE00B0H4TS55, and Echiquier Entrepreneurs. More
SISF BRIC 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 SISF BRIC'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 SISF BRIC AC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.57 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 2.18 |
SISF BRIC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SISF BRIC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SISF BRIC's standard deviation. In reality, there are many statistical measures that can use SISF BRIC historical prices to predict the future SISF BRIC's volatility.| Risk Adjusted Performance | 0.0821 | |||
| Jensen Alpha | 0.1342 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.61) |
SISF BRIC AC Backtested Returns
At this point, SISF BRIC is very steady. SISF BRIC AC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for SISF BRIC AC, which you can use to evaluate the volatility of the fund. Please validate SISF BRIC's coefficient of variation of 976.39, and Risk Adjusted Performance of 0.0821 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SISF BRIC are expected to decrease at a much lower rate. During the bear market, SISF BRIC is likely to outperform the market.
Auto-correlation | 0.18 |
Very weak predictability
SISF BRIC AC has very weak predictability. Overlapping area represents the amount of predictability between SISF BRIC time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 SISF BRIC AC price movement. The serial correlation of 0.18 indicates that over 18.0% of current SISF BRIC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 2.95 |
SISF BRIC AC lagged returns against current returns
Autocorrelation, which is SISF BRIC 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 SISF BRIC's fund expected returns. We can calculate the autocorrelation of SISF BRIC returns to help us make a trade decision. For example, suppose you find that SISF BRIC 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 |
SISF BRIC 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 SISF BRIC fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SISF BRIC fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SISF BRIC fund over time.
Current vs Lagged Prices |
| Timeline |
SISF BRIC Lagged Returns
When evaluating SISF BRIC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SISF BRIC fund have on its future price. SISF BRIC 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, SISF BRIC autocorrelation shows the relationship between SISF BRIC fund current value and its past values and can show if there is a momentum factor associated with investing in SISF BRIC AC.
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 SISF Fund
SISF BRIC financial ratios help investors to determine whether SISF 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 SISF with respect to the benefits of owning SISF BRIC security.
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings |