Parque Dom (Brazil) Market Value
| PQDP11 Fund | BRL 2,467 17.34 0.71% |
| Symbol | Parque |
Parque Dom '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 Parque Dom'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 Parque Dom.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Parque Dom on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Parque Dom Pedro or generate 0.0% return on investment in Parque Dom over 90 days. Parque Dom is related to or competes with BTG Pactual, Plano Plano, Gen Digital, Cable One, ATMA Participaes, British American, and Western Union. More
Parque Dom 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 Parque Dom'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 Parque Dom Pedro upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.0285 | |||
| Maximum Drawdown | 6.76 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.14 |
Parque Dom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Parque Dom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Parque Dom's standard deviation. In reality, there are many statistical measures that can use Parque Dom historical prices to predict the future Parque Dom's volatility.| Risk Adjusted Performance | 0.1375 | |||
| Jensen Alpha | 0.1289 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.029 | |||
| Treynor Ratio | 0.5936 |
Parque Dom Pedro Backtested Returns
At this point, Parque Dom is very steady. Parque Dom Pedro maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the entity had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Parque Dom Pedro, which you can use to evaluate the volatility of the fund. Please check Parque Dom's Coefficient Of Variation of 690.74, risk adjusted performance of 0.1375, and Semi Deviation of 0.9473 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The fund holds a Beta of 0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, Parque Dom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Parque Dom is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Parque Dom Pedro has average predictability. Overlapping area represents the amount of predictability between Parque Dom 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 Parque Dom Pedro price movement. The serial correlation of 0.49 indicates that about 49.0% of current Parque Dom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 1750.1 |
Parque Dom Pedro lagged returns against current returns
Autocorrelation, which is Parque Dom 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 Parque Dom's fund expected returns. We can calculate the autocorrelation of Parque Dom returns to help us make a trade decision. For example, suppose you find that Parque Dom 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 |
Parque Dom 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 Parque Dom fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Parque Dom fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Parque Dom fund over time.
Current vs Lagged Prices |
| Timeline |
Parque Dom Lagged Returns
When evaluating Parque Dom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Parque Dom fund have on its future price. Parque Dom 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, Parque Dom autocorrelation shows the relationship between Parque Dom fund current value and its past values and can show if there is a momentum factor associated with investing in Parque Dom Pedro.
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 Parque Fund
Parque Dom financial ratios help investors to determine whether Parque 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 Parque with respect to the benefits of owning Parque Dom security.
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