Cshg Jhsf (Brazil) Market Value
| HGPO11 Fund | 137.89 1.94 1.43% |
| Symbol | Cshg |
Cshg Jhsf '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 Jhsf'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 Jhsf.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Cshg Jhsf on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Cshg Jhsf Prime or generate 0.0% return on investment in Cshg Jhsf over 90 days.
Cshg Jhsf 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 Jhsf'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 Jhsf Prime upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6428 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.58 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 1.36 |
Cshg Jhsf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cshg Jhsf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cshg Jhsf's standard deviation. In reality, there are many statistical measures that can use Cshg Jhsf historical prices to predict the future Cshg Jhsf's volatility.| Risk Adjusted Performance | 0.1025 | |||
| Jensen Alpha | 0.0505 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.6646 |
Cshg Jhsf Prime Backtested Returns
At this point, Cshg Jhsf is very steady. Cshg Jhsf Prime secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cshg Jhsf Prime, which you can use to evaluate the volatility of the entity. Please confirm Cshg Jhsf's Risk Adjusted Performance of 0.1025, downside deviation of 0.6428, and Mean Deviation of 0.4284 to double-check if the risk estimate we provide is consistent with the expected return of 0.0714%. The fund shows a Beta (market volatility) of 0.0946, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cshg Jhsf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cshg Jhsf is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Cshg Jhsf Prime has below average predictability. Overlapping area represents the amount of predictability between Cshg Jhsf 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 Cshg Jhsf Prime price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Cshg Jhsf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 2.4 |
Cshg Jhsf Prime lagged returns against current returns
Autocorrelation, which is Cshg Jhsf 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 Jhsf's fund expected returns. We can calculate the autocorrelation of Cshg Jhsf returns to help us make a trade decision. For example, suppose you find that Cshg Jhsf 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 Jhsf 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 Jhsf fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cshg Jhsf fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cshg Jhsf fund over time.
Current vs Lagged Prices |
| Timeline |
Cshg Jhsf Lagged Returns
When evaluating Cshg Jhsf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cshg Jhsf fund have on its future price. Cshg Jhsf 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 Jhsf autocorrelation shows the relationship between Cshg Jhsf fund current value and its past values and can show if there is a momentum factor associated with investing in Cshg Jhsf Prime.
Regressed Prices |
| Timeline |
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