WHG REAL (Brazil) Market Value

Symbol

WHG

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 WHG REAL'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 WHG REAL.

WHG REAL Upside/Downside Indicators

WHG REAL Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for WHG REAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WHG REAL's standard deviation. In reality, there are many statistical measures that can use WHG REAL historical prices to predict the future WHG REAL's volatility.

Autocorrelation, which is WHG REAL 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 WHG REAL's fund expected returns. We can calculate the autocorrelation of WHG REAL returns to help us make a trade decision. For example, suppose you find that WHG REAL 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.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If WHG REAL fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WHG REAL fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WHG REAL fund over time.

When evaluating WHG REAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WHG REAL fund have on its future price. WHG REAL 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, WHG REAL autocorrelation shows the relationship between WHG REAL fund current value and its past values and can show if there is a momentum factor associated with investing in WHG REAL ESTATE.