Cshg Atrium (Brazil) Market Value
| ATSA11 Fund | 49.99 0.01 0.02% |
| Symbol | Cshg |
Cshg Atrium '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 Atrium'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 Atrium.
| 05/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Cshg Atrium on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding Cshg Atrium Shopping or generate 0.0% return on investment in Cshg Atrium over 60 days.
Cshg Atrium 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 Atrium'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 Atrium Shopping upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6921 | |||
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 3.03 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.2004 |
Cshg Atrium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cshg Atrium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cshg Atrium's standard deviation. In reality, there are many statistical measures that can use Cshg Atrium historical prices to predict the future Cshg Atrium's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | (0.35) |
Cshg Atrium Shopping Backtested Returns
At this point, Cshg Atrium is very steady. Cshg Atrium Shopping secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the fund had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Cshg Atrium Shopping, which you can use to evaluate the volatility of the entity. Please confirm Cshg Atrium's Mean Deviation of 0.1392, downside deviation of 0.6921, and Risk Adjusted Performance of (0.01) to double-check if the risk estimate we provide is consistent with the expected return of 5.0E-4%. The fund shows a Beta (market volatility) of 0.0259, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cshg Atrium's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cshg Atrium is expected to be smaller as well.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Cshg Atrium Shopping has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cshg Atrium time series from 20th of May 2025 to 19th of June 2025 and 19th of June 2025 to 19th of July 2025. 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 Atrium Shopping price movement. The serial correlation of -0.17 indicates that over 17.0% of current Cshg Atrium price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Cshg Atrium Shopping lagged returns against current returns
Autocorrelation, which is Cshg Atrium 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 Atrium's fund expected returns. We can calculate the autocorrelation of Cshg Atrium returns to help us make a trade decision. For example, suppose you find that Cshg Atrium 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 Atrium 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 Atrium fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cshg Atrium fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cshg Atrium fund over time.
Current vs Lagged Prices |
| Timeline |
Cshg Atrium Lagged Returns
When evaluating Cshg Atrium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cshg Atrium fund have on its future price. Cshg Atrium 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 Atrium autocorrelation shows the relationship between Cshg Atrium fund current value and its past values and can show if there is a momentum factor associated with investing in Cshg Atrium Shopping.
Regressed Prices |
| Timeline |
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