NAVI CRDITO (Brazil) Market Value

Symbol

NAVI

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 NAVI CRDITO'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 NAVI CRDITO.

NAVI CRDITO Upside/Downside Indicators

NAVI CRDITO Market Risk Indicators

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

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

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