Vinci Shopping (Brazil) Market Value
| VISC11 Fund | BRL 99.19 0.26 0.26% |
| Symbol | Vinci |
Vinci Shopping '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 Vinci Shopping'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 Vinci Shopping.
| 03/07/2024 |
| 03/02/2025 |
If you would invest 0.00 in Vinci Shopping on March 7, 2024 and sell it all today you would earn a total of 0.00 from holding Vinci Shopping Centers or generate 0.0% return on investment in Vinci Shopping over 360 days. Vinci Shopping is related to or competes with Energisa, BTG Pactual, Plano Plano, Companhia Habitasul, Procter Gamble, Gen Digital, and Telefonaktiebolaget. More
Vinci Shopping 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 Vinci Shopping'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 Vinci Shopping Centers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.0245 | |||
| Maximum Drawdown | 9.48 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 2.45 |
Vinci Shopping Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vinci Shopping's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vinci Shopping's standard deviation. In reality, there are many statistical measures that can use Vinci Shopping historical prices to predict the future Vinci Shopping's volatility.| Risk Adjusted Performance | 0.0179 | |||
| Jensen Alpha | 0.0254 | |||
| Total Risk Alpha | 0.0705 | |||
| Sortino Ratio | 0.0237 | |||
| Treynor Ratio | 0.0568 |
Vinci Shopping Centers Backtested Returns
At this point, Vinci Shopping is very steady. Vinci Shopping Centers owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0524, which indicates the fund had a 0.0524 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vinci Shopping Centers, which you can use to evaluate the volatility of the fund. Please validate Vinci Shopping's Semi Deviation of 1.67, coefficient of variation of 5971.18, and Risk Adjusted Performance of 0.0179 to confirm if the risk estimate we provide is consistent with the expected return of 0.0889%. The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vinci Shopping's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vinci Shopping is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Vinci Shopping Centers has good predictability. Overlapping area represents the amount of predictability between Vinci Shopping time series from 7th of March 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vinci Shopping Centers price movement. The serial correlation of 0.7 indicates that around 70.0% of current Vinci Shopping price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 24.97 |
Vinci Shopping Centers lagged returns against current returns
Autocorrelation, which is Vinci Shopping 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 Vinci Shopping's fund expected returns. We can calculate the autocorrelation of Vinci Shopping returns to help us make a trade decision. For example, suppose you find that Vinci Shopping 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 |
Vinci Shopping 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 Vinci Shopping fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vinci Shopping fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vinci Shopping fund over time.
Current vs Lagged Prices |
| Timeline |
Vinci Shopping Lagged Returns
When evaluating Vinci Shopping's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vinci Shopping fund have on its future price. Vinci Shopping 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, Vinci Shopping autocorrelation shows the relationship between Vinci Shopping fund current value and its past values and can show if there is a momentum factor associated with investing in Vinci Shopping Centers.
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 Vinci Fund
Vinci Shopping financial ratios help investors to determine whether Vinci 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 Vinci with respect to the benefits of owning Vinci Shopping security.
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