Malls Brasil (Brazil) Market Value
| MALL11 Fund | BRL 100.24 0.08 0.08% |
| Symbol | Malls |
Malls Brasil '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 Malls Brasil'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 Malls Brasil.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Malls Brasil on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Malls Brasil Fundo or generate 0.0% return on investment in Malls Brasil over 90 days. Malls Brasil is related to or competes with BTG Pactual, Plano Plano, Gen Digital, Cable One, ATMA Participaes, British American, and Western Union. More
Malls Brasil 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 Malls Brasil'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 Malls Brasil Fundo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5041 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 2.42 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 0.979 |
Malls Brasil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Malls Brasil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Malls Brasil's standard deviation. In reality, there are many statistical measures that can use Malls Brasil historical prices to predict the future Malls Brasil's volatility.| Risk Adjusted Performance | 0.0788 | |||
| Jensen Alpha | 0.0436 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | (1.30) |
Malls Brasil Fundo Backtested Returns
At this point, Malls Brasil is very steady. Malls Brasil Fundo has Sharpe Ratio of 0.033, which conveys that the entity had a 0.033 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Malls Brasil, which you can use to evaluate the volatility of the fund. Please verify Malls Brasil's Mean Deviation of 0.4062, risk adjusted performance of 0.0788, and Downside Deviation of 0.5041 to check out if the risk estimate we provide is consistent with the expected return of 0.0175%. The fund secures a Beta (Market Risk) of -0.0305, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Malls Brasil are expected to decrease at a much lower rate. During the bear market, Malls Brasil is likely to outperform the market.
Auto-correlation | 0.28 |
Poor predictability
Malls Brasil Fundo has poor predictability. Overlapping area represents the amount of predictability between Malls Brasil time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Malls Brasil Fundo price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Malls Brasil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.83 |
Malls Brasil Fundo lagged returns against current returns
Autocorrelation, which is Malls Brasil 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 Malls Brasil's fund expected returns. We can calculate the autocorrelation of Malls Brasil returns to help us make a trade decision. For example, suppose you find that Malls Brasil 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 |
Malls Brasil 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 Malls Brasil fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Malls Brasil fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Malls Brasil fund over time.
Current vs Lagged Prices |
| Timeline |
Malls Brasil Lagged Returns
When evaluating Malls Brasil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Malls Brasil fund have on its future price. Malls Brasil 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, Malls Brasil autocorrelation shows the relationship between Malls Brasil fund current value and its past values and can show if there is a momentum factor associated with investing in Malls Brasil Fundo.
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 Malls Fund
Malls Brasil financial ratios help investors to determine whether Malls 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 Malls with respect to the benefits of owning Malls Brasil security.
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