Fundo De (Brazil) Market Value

BPFF11 Fund  BRL 53.39  0.52  0.96%   
Fundo De's market value is the price at which a share of Fundo De trades on a public exchange. It measures the collective expectations of Fundo de Investimento investors about its performance. Fundo De is trading at 53.39 as of the 19th of December 2024, a 0.96 percent down since the beginning of the trading day. The fund's open price was 53.91.
With this module, you can estimate the performance of a buy and hold strategy of Fundo de Investimento and determine expected loss or profit from investing in Fundo De over a given investment horizon. Check out Fundo De Correlation, Fundo De Volatility and Fundo De Alpha and Beta module to complement your research on Fundo De.
Symbol

Please note, there is a significant difference between Fundo De's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fundo De is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fundo De'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.

Fundo De '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 Fundo De'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 Fundo De.
0.00
09/20/2024
No Change 0.00  0.0 
In 3 months and 1 day
12/19/2024
0.00
If you would invest  0.00  in Fundo De on September 20, 2024 and sell it all today you would earn a total of 0.00 from holding Fundo de Investimento or generate 0.0% return on investment in Fundo De over 90 days. Fundo De is related to or competes with Energisa, BTG Pactual, Plano Plano, Companhia Habitasul, Telefonaktiebolaget, Cable One, and British American. Fundo de Investimento Imobilirio - FII Brasil Plural Absoluto Fundo de Fundos specializes in real estate investments More

Fundo De 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 Fundo De'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 Fundo de Investimento upside and downside potential and time the market with a certain degree of confidence.

Fundo De Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundo De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundo De's standard deviation. In reality, there are many statistical measures that can use Fundo De historical prices to predict the future Fundo De's volatility.
Hype
Prediction
LowEstimatedHigh
52.4553.3954.33
Details
Intrinsic
Valuation
LowRealHigh
51.6552.5953.53
Details

Fundo de Investimento Backtested Returns

Fundo de Investimento secures Sharpe Ratio (or Efficiency) of -0.33, which denotes the fund had a -0.33% return per unit of risk over the last 3 months. Fundo de Investimento exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fundo De's Variance of 0.8437, standard deviation of 0.9185, and Mean Deviation of 0.7263 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, Fundo De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fundo De is expected to be smaller as well.

Auto-correlation

    
  0.93  

Excellent predictability

Fundo de Investimento has excellent predictability. Overlapping area represents the amount of predictability between Fundo De time series from 20th of September 2024 to 4th of November 2024 and 4th of November 2024 to 19th 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 Fundo de Investimento price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Fundo De price fluctuation can be explain by its past prices.
Correlation Coefficient0.93
Spearman Rank Test0.9
Residual Average0.0
Price Variance4.82

Fundo de Investimento lagged returns against current returns

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

Fundo De 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 Fundo De fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundo De fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundo De fund over time.
   Current vs Lagged Prices   
       Timeline  

Fundo De Lagged Returns

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

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Other Information on Investing in Fundo Fund

Fundo De financial ratios help investors to determine whether Fundo 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 Fundo with respect to the benefits of owning Fundo De security.
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