Vinci Imoveis (Brazil) Market Value
| VIUR11 Fund | 5.23 0.09 1.75% |
| Symbol | Vinci |
Vinci Imoveis '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 Imoveis' 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 Imoveis.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Vinci Imoveis on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Vinci Imoveis Urbanos or generate 0.0% return on investment in Vinci Imoveis over 30 days.
Vinci Imoveis 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 Imoveis' 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 Imoveis Urbanos upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 12.79 | |||
| Value At Risk | (3.84) | |||
| Potential Upside | 2.82 |
Vinci Imoveis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vinci Imoveis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vinci Imoveis' standard deviation. In reality, there are many statistical measures that can use Vinci Imoveis historical prices to predict the future Vinci Imoveis' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.15) |
Vinci Imoveis Urbanos Backtested Returns
Vinci Imoveis Urbanos owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the fund had a close to zero % return per unit of risk over the last 3 months. Vinci Imoveis Urbanos exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vinci Imoveis' Variance of 4.55, coefficient of variation of (1,886), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 0.81, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vinci Imoveis' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vinci Imoveis is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Vinci Imoveis Urbanos has good predictability. Overlapping area represents the amount of predictability between Vinci Imoveis time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 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 Imoveis Urbanos price movement. The serial correlation of 0.7 indicates that around 70.0% of current Vinci Imoveis price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vinci Imoveis Urbanos lagged returns against current returns
Autocorrelation, which is Vinci Imoveis 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 Imoveis' fund expected returns. We can calculate the autocorrelation of Vinci Imoveis returns to help us make a trade decision. For example, suppose you find that Vinci Imoveis 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 Imoveis 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 Imoveis fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vinci Imoveis fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vinci Imoveis fund over time.
Current vs Lagged Prices |
| Timeline |
Vinci Imoveis Lagged Returns
When evaluating Vinci Imoveis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vinci Imoveis fund have on its future price. Vinci Imoveis 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 Imoveis autocorrelation shows the relationship between Vinci Imoveis fund current value and its past values and can show if there is a momentum factor associated with investing in Vinci Imoveis Urbanos.
Regressed Prices |
| Timeline |
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