Fundo Investimento (Brazil) Technical Analysis
| VTLT11 Fund | BRL 97.51 0.31 0.32% |
As of the 19th of April, Fundo Investimento shows the Coefficient Of Variation of 2768.55, mean deviation of 0.4141, and Downside Deviation of 0.5371. Our technical analysis interface provides you with a way to check existing technical drivers of Fundo Investimento, as well as the relationship between them. Put another way, you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum, or the prices will eventually revert. We were able to interpolate nineteen technical drivers for Fundo Investimento Imobiliario, which can be compared to its peers. Please confirm Fundo Investimento jensen alpha and the relationship between the maximum drawdown and semi variancejensen alpha, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to decide if Fundo Investimento is priced favorably, providing market reflects its regular price of 97.51 per share.
Fundo Investimento Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Fundo, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FundoFundo |
Fundo Investimento technical fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Fundo Investimento Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Fundo Investimento volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Fundo Investimento Trend Analysis
Use this graph to draw trend lines for Fundo Investimento Imobiliario. You can use it to identify possible trend reversals for Fundo Investimento as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Fundo Investimento price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Fundo Investimento Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Fundo Investimento Imobiliario applied against its price change over selected period. The best fit line has a slop of 0.05 , which means Fundo Investimento Imobiliario will continue generating value for investors. It has 122 observation points and a regression sum of squares at 78.6, which is the sum of squared deviations for the predicted Fundo Investimento price change compared to its average price change.About Fundo Investimento Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Fundo Investimento Imobiliario on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Fundo Investimento Imobiliario based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on Fundo Investimento price pattern first instead of the macroeconomic environment surrounding Fundo Investimento. By analyzing Fundo Investimento's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Fundo Investimento's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Fundo Investimento specific price patterns or momentum indicators. Please read more on our technical analysis page.
Fundo Investimento April 19, 2024 Technical Indicators
Most technical analysis of Fundo help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Fundo from various momentum indicators to cycle indicators. When you analyze Fundo charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0212 | |||
| Market Risk Adjusted Performance | (0.32) | |||
| Mean Deviation | 0.4141 | |||
| Semi Deviation | 0.5007 | |||
| Downside Deviation | 0.5371 | |||
| Coefficient Of Variation | 2768.55 | |||
| Standard Deviation | 0.5575 | |||
| Variance | 0.3108 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | 0.0119 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.33) | |||
| Maximum Drawdown | 2.44 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.12 | |||
| Downside Variance | 0.2884 | |||
| Semi Variance | 0.2507 | |||
| Expected Short fall | (0.46) | |||
| Skewness | 0.121 | |||
| Kurtosis | 0.4297 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Fundo Investimento Imobiliario. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Please note, there is a significant difference between Fundo Investimento's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fundo Investimento is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fundo Investimento'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.