CSHG Real (Brazil) Market Value
| HGRE11 Fund | BRL 102.30 0.28 0.27% |
| Symbol | CSHG |
CSHG Real '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 CSHG 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 CSHG Real.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in CSHG Real on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding CSHG Real Estate or generate 0.0% return on investment in CSHG Real over 30 days. CSHG Real is related to or competes with Energisa, BTG Pactual, Plano Plano, Companhia Habitasul, Procter Gamble, Telefonaktiebolaget, and Cable One. CSHG Real Estate - Fundo de Investimento Imobiliario - FII specializes in real estate investments More
CSHG Real 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 CSHG Real'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 CSHG Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 4.67 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.56 |
CSHG Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSHG Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSHG Real's standard deviation. In reality, there are many statistical measures that can use CSHG Real historical prices to predict the future CSHG Real's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 1.68 |
CSHG Real Estate Backtested Returns
CSHG Real Estate secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the fund had a -0.16% return per unit of return volatility over the last 3 months. CSHG Real Estate exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CSHG Real's Coefficient Of Variation of (633.19), risk adjusted performance of (0.12), and Mean Deviation of 0.6337 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0882, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CSHG Real are expected to decrease at a much lower rate. During the bear market, CSHG Real is likely to outperform the market.
Auto-correlation | 0.25 |
Poor predictability
CSHG Real Estate has poor predictability. Overlapping area represents the amount of predictability between CSHG Real time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 CSHG Real Estate price movement. The serial correlation of 0.25 indicates that over 25.0% of current CSHG Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 1.5 |
CSHG Real Estate lagged returns against current returns
Autocorrelation, which is CSHG 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 CSHG Real's fund expected returns. We can calculate the autocorrelation of CSHG Real returns to help us make a trade decision. For example, suppose you find that CSHG 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.
Current and Lagged Values |
| Timeline |
CSHG Real 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 CSHG Real fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSHG Real fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSHG Real fund over time.
Current vs Lagged Prices |
| Timeline |
CSHG Real Lagged Returns
When evaluating CSHG Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSHG Real fund have on its future price. CSHG 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, CSHG Real autocorrelation shows the relationship between CSHG Real fund current value and its past values and can show if there is a momentum factor associated with investing in CSHG Real Estate.
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 CSHG Fund
CSHG Real financial ratios help investors to determine whether CSHG 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 CSHG with respect to the benefits of owning CSHG Real security.
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