Valora Cri (Brazil) Market Value
| VGIP11 Fund | BRL 76.78 0.26 0.34% |
| Symbol | Valora |
Please note, there is a significant difference between Valora Cri's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valora Cri is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valora Cri'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.
Valora Cri '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 Valora Cri'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 Valora Cri.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Valora Cri on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Valora Cri Indice or generate 0.0% return on investment in Valora Cri over 30 days. Valora Cri is related to or competes with Fras Le, Western Digital, BTG Pactual, Intuitive Surgical, Procter Gamble, Cable One, and Companhia Paranaense. More
Valora Cri 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 Valora Cri'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 Valora Cri Indice upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 4.21 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 0.8543 |
Valora Cri Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valora Cri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valora Cri's standard deviation. In reality, there are many statistical measures that can use Valora Cri historical prices to predict the future Valora Cri's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (2.37) |
Valora Cri Indice Backtested Returns
Valora Cri Indice owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.26, which indicates the fund had a -0.26% return per unit of risk over the last 3 months. Valora Cri Indice exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Valora Cri's Variance of 0.6451, coefficient of variation of (401.95), and Risk Adjusted Performance of (0.19) to confirm the risk estimate we provide. The entity has a beta of 0.0886, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Valora Cri's returns are expected to increase less than the market. However, during the bear market, the loss of holding Valora Cri is expected to be smaller as well.
Auto-correlation | 0.55 |
Modest predictability
Valora Cri Indice has modest predictability. Overlapping area represents the amount of predictability between Valora Cri time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 Valora Cri Indice price movement. The serial correlation of 0.55 indicates that about 55.0% of current Valora Cri price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.09 |
Valora Cri Indice lagged returns against current returns
Autocorrelation, which is Valora Cri 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 Valora Cri's fund expected returns. We can calculate the autocorrelation of Valora Cri returns to help us make a trade decision. For example, suppose you find that Valora Cri 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 |
Valora Cri 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 Valora Cri fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valora Cri fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valora Cri fund over time.
Current vs Lagged Prices |
| Timeline |
Valora Cri Lagged Returns
When evaluating Valora Cri's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valora Cri fund have on its future price. Valora Cri 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, Valora Cri autocorrelation shows the relationship between Valora Cri fund current value and its past values and can show if there is a momentum factor associated with investing in Valora Cri Indice.
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 Valora Fund
Valora Cri financial ratios help investors to determine whether Valora 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 Valora with respect to the benefits of owning Valora Cri security.
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