Imob IV (Brazil) Market Value
| BTSG11 Fund | 159.05 0.00 0.00% |
| Symbol | Imob |
Imob IV '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 Imob IV'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 Imob IV.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Imob IV on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Imob IV Fundo or generate 0.0% return on investment in Imob IV over 90 days.
Imob IV 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 Imob IV'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 Imob IV Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.90) | |||
| Maximum Drawdown | 0.6017 |
Imob IV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imob IV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imob IV's standard deviation. In reality, there are many statistical measures that can use Imob IV historical prices to predict the future Imob IV's volatility.| Risk Adjusted Performance | 0.1381 | |||
| Jensen Alpha | 0.0156 | |||
| Total Risk Alpha | (0.0004) | |||
| Treynor Ratio | 1.33 |
Imob IV Fundo Backtested Returns
At this point, Imob IV is very steady. Imob IV Fundo holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Imob IV Fundo, which you can use to evaluate the volatility of the entity. Please check out Imob IV's Market Risk Adjusted Performance of 1.34, standard deviation of 0.126, and Risk Adjusted Performance of 0.1381 to validate if the risk estimate we provide is consistent with the expected return of 0.0286%. The fund retains a Market Volatility (i.e., Beta) of 0.013, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Imob IV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Imob IV is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Imob IV Fundo has modest predictability. Overlapping area represents the amount of predictability between Imob IV time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Imob IV Fundo price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Imob IV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Imob IV Fundo lagged returns against current returns
Autocorrelation, which is Imob IV 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 Imob IV's fund expected returns. We can calculate the autocorrelation of Imob IV returns to help us make a trade decision. For example, suppose you find that Imob IV 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 |
Imob IV 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 Imob IV fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imob IV fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imob IV fund over time.
Current vs Lagged Prices |
| Timeline |
Imob IV Lagged Returns
When evaluating Imob IV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imob IV fund have on its future price. Imob IV 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, Imob IV autocorrelation shows the relationship between Imob IV fund current value and its past values and can show if there is a momentum factor associated with investing in Imob IV Fundo.
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.| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |