Brz Infra (Brazil) Market Value
| BRZP11 Fund | BRL 134.50 0.89 0.67% |
| Symbol | Brz |
Please note, there is a significant difference between Brz Infra's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brz Infra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brz Infra'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.
Brz Infra '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 Brz Infra'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 Brz Infra.
| 03/25/2025 |
| 06/23/2025 |
If you would invest 0.00 in Brz Infra on March 25, 2025 and sell it all today you would earn a total of 0.00 from holding Brz Infra Portos or generate 0.0% return on investment in Brz Infra over 90 days. More
Brz Infra 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 Brz Infra'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 Brz Infra Portos upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.2501 | |||
| Maximum Drawdown | 9.14 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 3.79 |
Brz Infra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brz Infra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brz Infra's standard deviation. In reality, there are many statistical measures that can use Brz Infra historical prices to predict the future Brz Infra's volatility.| Risk Adjusted Performance | 0.4441 | |||
| Jensen Alpha | 0.4543 | |||
| Total Risk Alpha | 0.4281 | |||
| Sortino Ratio | 0.3407 | |||
| Treynor Ratio | 49.95 |
Brz Infra Portos Backtested Returns
Brz Infra appears to be very steady, given 3 months investment horizon. Brz Infra Portos secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the fund had a 0.27 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Brz Infra Portos, which you can use to evaluate the volatility of the entity. Please makes use of Brz Infra's Downside Deviation of 1.26, risk adjusted performance of 0.4441, and Mean Deviation of 1.26 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.0091, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brz Infra's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brz Infra is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
Brz Infra Portos has good predictability. Overlapping area represents the amount of predictability between Brz Infra time series from 25th of March 2025 to 9th of May 2025 and 9th of May 2025 to 23rd of June 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 Brz Infra Portos price movement. The serial correlation of 0.71 indicates that around 71.0% of current Brz Infra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 22.28 |
Brz Infra Portos lagged returns against current returns
Autocorrelation, which is Brz Infra 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 Brz Infra's fund expected returns. We can calculate the autocorrelation of Brz Infra returns to help us make a trade decision. For example, suppose you find that Brz Infra 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 |
Brz Infra 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 Brz Infra fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brz Infra fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brz Infra fund over time.
Current vs Lagged Prices |
| Timeline |
Brz Infra Lagged Returns
When evaluating Brz Infra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brz Infra fund have on its future price. Brz Infra 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, Brz Infra autocorrelation shows the relationship between Brz Infra fund current value and its past values and can show if there is a momentum factor associated with investing in Brz Infra Portos.
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.| ISPY | ProShares SP 500 | |
| SPYI | SHP ETF Trust | |
| QYLD | Global X NASDAQ |
Other Information on Investing in Brz Fund
Brz Infra financial ratios help investors to determine whether Brz 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 Brz with respect to the benefits of owning Brz Infra security.
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