SDI Properties (Brazil) Market Value
| TEPP11 Fund | BRL 85.05 0.73 0.87% |
| Symbol | SDI |
Please note, there is a significant difference between SDI Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if SDI Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SDI Properties' 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.
SDI Properties '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 SDI Properties' 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 SDI Properties.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in SDI Properties on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding SDI Properties Fundo or generate 0.0% return on investment in SDI Properties over 720 days. SDI Properties is related to or competes with BTG Pactual, Plano Plano, Companhia Habitasul, Procter Gamble, Telefonaktiebolaget, Cable One, and ATMA Participaes. More
SDI Properties 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 SDI Properties' 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 SDI Properties Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 3.92 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.22 |
SDI Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SDI Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SDI Properties' standard deviation. In reality, there are many statistical measures that can use SDI Properties historical prices to predict the future SDI Properties' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.5337 |
SDI Properties Fundo Backtested Returns
SDI Properties Fundo owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0916, which indicates the fund had a -0.0916% return per unit of volatility over the last 3 months. SDI Properties Fundo exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SDI Properties' variance of 0.6079, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SDI Properties are expected to decrease at a much lower rate. During the bear market, SDI Properties is likely to outperform the market.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
SDI Properties Fundo has almost perfect reverse predictability. Overlapping area represents the amount of predictability between SDI Properties time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 SDI Properties Fundo price movement. The serial correlation of -0.73 indicates that around 73.0% of current SDI Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 12.45 |
SDI Properties Fundo lagged returns against current returns
Autocorrelation, which is SDI Properties 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 SDI Properties' fund expected returns. We can calculate the autocorrelation of SDI Properties returns to help us make a trade decision. For example, suppose you find that SDI Properties 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 |
SDI Properties 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 SDI Properties fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SDI Properties fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SDI Properties fund over time.
Current vs Lagged Prices |
| Timeline |
SDI Properties Lagged Returns
When evaluating SDI Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SDI Properties fund have on its future price. SDI Properties 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, SDI Properties autocorrelation shows the relationship between SDI Properties fund current value and its past values and can show if there is a momentum factor associated with investing in SDI Properties 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 SDI Fund
SDI Properties financial ratios help investors to determine whether SDI 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 SDI with respect to the benefits of owning SDI Properties security.
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