Husi Fundo (Brazil) Market Value
| HUSI11 Fund | 1,241 0.00 0.00% |
| Symbol | Husi |
Husi Fundo '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 Husi Fundo'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 Husi Fundo.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Husi Fundo on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Husi Fundo De or generate 0.0% return on investment in Husi Fundo over 90 days.
Husi Fundo 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 Husi Fundo'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 Husi Fundo De upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 1.53 | |||
| Potential Upside | 0.0812 |
Husi Fundo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Husi Fundo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Husi Fundo's standard deviation. In reality, there are many statistical measures that can use Husi Fundo historical prices to predict the future Husi Fundo's volatility.| Risk Adjusted Performance | 0.16 | |||
| Jensen Alpha | 0.0336 | |||
| Total Risk Alpha | 0.0034 | |||
| Treynor Ratio | 2.29 |
Husi Fundo De Backtested Returns
At this point, Husi Fundo is very steady. Husi Fundo De holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Husi Fundo De, which you can use to evaluate the volatility of the entity. Please check out Husi Fundo's Market Risk Adjusted Performance of 2.3, standard deviation of 0.2221, and Risk Adjusted Performance of 0.16 to validate if the risk estimate we provide is consistent with the expected return of 0.0487%. The fund retains a Market Volatility (i.e., Beta) of 0.0156, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Husi Fundo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Husi Fundo is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Husi Fundo De has modest predictability. Overlapping area represents the amount of predictability between Husi Fundo time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Husi Fundo De price movement. The serial correlation of 0.54 indicates that about 54.0% of current Husi Fundo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 23.33 |
Husi Fundo De lagged returns against current returns
Autocorrelation, which is Husi Fundo 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 Husi Fundo's fund expected returns. We can calculate the autocorrelation of Husi Fundo returns to help us make a trade decision. For example, suppose you find that Husi Fundo 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 |
Husi Fundo 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 Husi Fundo fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Husi Fundo fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Husi Fundo fund over time.
Current vs Lagged Prices |
| Timeline |
Husi Fundo Lagged Returns
When evaluating Husi Fundo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Husi Fundo fund have on its future price. Husi Fundo 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, Husi Fundo autocorrelation shows the relationship between Husi Fundo fund current value and its past values and can show if there is a momentum factor associated with investing in Husi Fundo De.
Regressed Prices |
| Timeline |
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