JPP CAPITAL (Brazil) Market Value
| JPPC11 Fund | BRL 120.00 4.00 3.23% |
| Symbol | JPP |
Please note, there is a significant difference between JPP CAPITAL's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPP CAPITAL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPP CAPITAL'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.
JPP CAPITAL '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 JPP CAPITAL'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 JPP CAPITAL.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in JPP CAPITAL on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding JPP CAPITAL FDO or generate 0.0% return on investment in JPP CAPITAL over 90 days. JPP CAPITAL is related to or competes with Energisa, BTG Pactual, Plano Plano, Companhia Habitasul, Procter Gamble, Gen Digital, and Telefonaktiebolaget. JPP Capital Fundo Invest Imobiliario FII specializes in real estate investments More
JPP CAPITAL 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 JPP CAPITAL'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 JPP CAPITAL FDO upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.78 | |||
| Information Ratio | 0.1778 | |||
| Maximum Drawdown | 110.84 | |||
| Value At Risk | (9.44) | |||
| Potential Upside | 19.99 |
JPP CAPITAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPP CAPITAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPP CAPITAL's standard deviation. In reality, there are many statistical measures that can use JPP CAPITAL historical prices to predict the future JPP CAPITAL's volatility.| Risk Adjusted Performance | 0.185 | |||
| Jensen Alpha | 2.21 | |||
| Total Risk Alpha | 0.5697 | |||
| Sortino Ratio | 0.3108 | |||
| Treynor Ratio | 1.01 |
JPP CAPITAL FDO Backtested Returns
JPP CAPITAL is not too volatile given 3 months investment horizon. JPP CAPITAL FDO holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of volatility over the last 3 months. We were able to interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 2.37% are justified by taking the suggested risk. Use JPP CAPITAL FDO market risk adjusted performance of 1.02, and Risk Adjusted Performance of 0.185 to evaluate company specific risk that cannot be diversified away. The fund retains a Market Volatility (i.e., Beta) of 2.54, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, JPP CAPITAL will likely underperform.
Auto-correlation | 0.38 |
Below average predictability
JPP CAPITAL FDO has below average predictability. Overlapping area represents the amount of predictability between JPP CAPITAL 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 JPP CAPITAL FDO price movement. The serial correlation of 0.38 indicates that just about 38.0% of current JPP CAPITAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 189.89 |
JPP CAPITAL FDO lagged returns against current returns
Autocorrelation, which is JPP CAPITAL 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 JPP CAPITAL's fund expected returns. We can calculate the autocorrelation of JPP CAPITAL returns to help us make a trade decision. For example, suppose you find that JPP CAPITAL 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 |
JPP CAPITAL 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 JPP CAPITAL fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPP CAPITAL fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPP CAPITAL fund over time.
Current vs Lagged Prices |
| Timeline |
JPP CAPITAL Lagged Returns
When evaluating JPP CAPITAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPP CAPITAL fund have on its future price. JPP CAPITAL 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, JPP CAPITAL autocorrelation shows the relationship between JPP CAPITAL fund current value and its past values and can show if there is a momentum factor associated with investing in JPP CAPITAL FDO.
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.Other Information on Investing in JPP Fund
JPP CAPITAL financial ratios help investors to determine whether JPP 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 JPP with respect to the benefits of owning JPP CAPITAL security.
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