CF3 FUNDO (Brazil) Market Value

Symbol

CF3

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 CF3 FUNDO'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 CF3 FUNDO.

CF3 FUNDO Upside/Downside Indicators

CF3 FUNDO Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CF3 FUNDO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CF3 FUNDO's standard deviation. In reality, there are many statistical measures that can use CF3 FUNDO historical prices to predict the future CF3 FUNDO's volatility.

Autocorrelation, which is CF3 FUNDO 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 CF3 FUNDO's fund expected returns. We can calculate the autocorrelation of CF3 FUNDO returns to help us make a trade decision. For example, suppose you find that CF3 FUNDO 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 CF3 FUNDO fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CF3 FUNDO fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CF3 FUNDO fund over time.

When evaluating CF3 FUNDO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CF3 FUNDO fund have on its future price. CF3 FUNDO 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, CF3 FUNDO autocorrelation shows the relationship between CF3 FUNDO fund current value and its past values and can show if there is a momentum factor associated with investing in CF3 FUNDO DE.