Jbfo Fof (Brazil) Market Value
| JBFO11 Fund | 82.01 0.00 0.00% |
| Symbol | Jbfo |
Jbfo Fof '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 Jbfo Fof'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 Jbfo Fof.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Jbfo Fof on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Jbfo Fof Fundo or generate 0.0% return on investment in Jbfo Fof over 90 days.
Jbfo Fof 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 Jbfo Fof'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 Jbfo Fof Fundo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (20.98) | |||
| Maximum Drawdown | 0.0488 |
Jbfo Fof Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jbfo Fof's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jbfo Fof's standard deviation. In reality, there are many statistical measures that can use Jbfo Fof historical prices to predict the future Jbfo Fof's volatility.| Risk Adjusted Performance | (0.90) | |||
| Total Risk Alpha | (0.01) |
Jbfo Fof Fundo Backtested Returns
At this point, Jbfo Fof is very steady. Jbfo Fof Fundo holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found fourteen technical indicators for Jbfo Fof Fundo, which you can use to evaluate the volatility of the entity. Please check out Jbfo Fof's Variance of 1.0E-4, risk adjusted performance of (0.90), and Mean Deviation of 0.0029 to validate if the risk estimate we provide is consistent with the expected return of 0.0016%. The fund retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Jbfo Fof are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Jbfo Fof Fundo has no correlation between past and present. Overlapping area represents the amount of predictability between Jbfo Fof time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Jbfo Fof Fundo price movement. The serial correlation of 0.0 indicates that just 0.0% of current Jbfo Fof price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Jbfo Fof Fundo lagged returns against current returns
Autocorrelation, which is Jbfo Fof 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 Jbfo Fof's fund expected returns. We can calculate the autocorrelation of Jbfo Fof returns to help us make a trade decision. For example, suppose you find that Jbfo Fof 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 |
Jbfo Fof 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 Jbfo Fof fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jbfo Fof fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jbfo Fof fund over time.
Current vs Lagged Prices |
| Timeline |
Jbfo Fof Lagged Returns
When evaluating Jbfo Fof's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jbfo Fof fund have on its future price. Jbfo Fof 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, Jbfo Fof autocorrelation shows the relationship between Jbfo Fof fund current value and its past values and can show if there is a momentum factor associated with investing in Jbfo Fof Fundo.
Regressed Prices |
| Timeline |
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