KILIMA VOLKANO (Brazil) Market Value
| KIVO11 Fund | 70.35 0.20 0.29% |
| Symbol | KILIMA |
KILIMA VOLKANO '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 KILIMA VOLKANO'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 KILIMA VOLKANO.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in KILIMA VOLKANO on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding KILIMA VOLKANO RECEBVEIS or generate 0.0% return on investment in KILIMA VOLKANO over 90 days.
KILIMA VOLKANO 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 KILIMA VOLKANO'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 KILIMA VOLKANO RECEBVEIS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7426 | |||
| Information Ratio | 0.0906 | |||
| Maximum Drawdown | 5.23 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 2.2 |
KILIMA VOLKANO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KILIMA VOLKANO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KILIMA VOLKANO's standard deviation. In reality, there are many statistical measures that can use KILIMA VOLKANO historical prices to predict the future KILIMA VOLKANO's volatility.| Risk Adjusted Performance | 0.2169 | |||
| Jensen Alpha | 0.2363 | |||
| Total Risk Alpha | 0.0814 | |||
| Sortino Ratio | 0.1218 | |||
| Treynor Ratio | (1.92) |
KILIMA VOLKANO RECEBVEIS Backtested Returns
KILIMA VOLKANO appears to be very steady, given 3 months investment horizon. KILIMA VOLKANO RECEBVEIS has Sharpe Ratio of 0.23, which conveys that the entity had a 0.23 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for KILIMA VOLKANO, which you can use to evaluate the volatility of the fund. Please exercise KILIMA VOLKANO's mean deviation of 0.7318, and Risk Adjusted Performance of 0.2169 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KILIMA VOLKANO are expected to decrease at a much lower rate. During the bear market, KILIMA VOLKANO is likely to outperform the market.
Auto-correlation | 0.85 |
Very good predictability
KILIMA VOLKANO RECEBVEIS has very good predictability. Overlapping area represents the amount of predictability between KILIMA VOLKANO 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 KILIMA VOLKANO RECEBVEIS price movement. The serial correlation of 0.85 indicates that around 85.0% of current KILIMA VOLKANO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 2.84 |
KILIMA VOLKANO RECEBVEIS lagged returns against current returns
Autocorrelation, which is KILIMA VOLKANO 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 KILIMA VOLKANO's fund expected returns. We can calculate the autocorrelation of KILIMA VOLKANO returns to help us make a trade decision. For example, suppose you find that KILIMA VOLKANO 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 |
KILIMA VOLKANO 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 KILIMA VOLKANO fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KILIMA VOLKANO fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KILIMA VOLKANO fund over time.
Current vs Lagged Prices |
| Timeline |
KILIMA VOLKANO Lagged Returns
When evaluating KILIMA VOLKANO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KILIMA VOLKANO fund have on its future price. KILIMA VOLKANO 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, KILIMA VOLKANO autocorrelation shows the relationship between KILIMA VOLKANO fund current value and its past values and can show if there is a momentum factor associated with investing in KILIMA VOLKANO RECEBVEIS.
Regressed Prices |
| Timeline |
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