Rbr Desenvolvimento (Brazil) Market Value
| RCFF11 Fund | BRL 97.89 3.55 3.76% |
| Symbol | Rbr |
Please note, there is a significant difference between Rbr Desenvolvimento's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rbr Desenvolvimento is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rbr Desenvolvimento'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.
Rbr Desenvolvimento '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 Rbr Desenvolvimento'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 Rbr Desenvolvimento.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Rbr Desenvolvimento on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Rbr Desenvolvimento Comercial or generate 0.0% return on investment in Rbr Desenvolvimento over 90 days. Rbr Desenvolvimento is related to or competes with BTG Pactual, and BB Renda. More
Rbr Desenvolvimento 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 Rbr Desenvolvimento'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 Rbr Desenvolvimento Comercial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0959 | |||
| Maximum Drawdown | 24.44 | |||
| Potential Upside | 3.76 |
Rbr Desenvolvimento Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbr Desenvolvimento's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbr Desenvolvimento's standard deviation. In reality, there are many statistical measures that can use Rbr Desenvolvimento historical prices to predict the future Rbr Desenvolvimento's volatility.| Risk Adjusted Performance | 0.1417 | |||
| Jensen Alpha | 0.4627 | |||
| Total Risk Alpha | 0.0029 | |||
| Treynor Ratio | (0.99) |
Rbr Desenvolvimento Backtested Returns
Rbr Desenvolvimento appears to be very steady, given 3 months investment horizon. Rbr Desenvolvimento maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Rbr Desenvolvimento, which you can use to evaluate the volatility of the fund. Please evaluate Rbr Desenvolvimento's Coefficient Of Variation of 692.15, risk adjusted performance of 0.1417, and Variance of 8.41 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.41, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Rbr Desenvolvimento are expected to decrease at a much lower rate. During the bear market, Rbr Desenvolvimento is likely to outperform the market.
Auto-correlation | 0.24 |
Weak predictability
Rbr Desenvolvimento Comercial has weak predictability. Overlapping area represents the amount of predictability between Rbr Desenvolvimento 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 Rbr Desenvolvimento price movement. The serial correlation of 0.24 indicates that over 24.0% of current Rbr Desenvolvimento price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 1.81 |
Rbr Desenvolvimento lagged returns against current returns
Autocorrelation, which is Rbr Desenvolvimento 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 Rbr Desenvolvimento's fund expected returns. We can calculate the autocorrelation of Rbr Desenvolvimento returns to help us make a trade decision. For example, suppose you find that Rbr Desenvolvimento 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 |
Rbr Desenvolvimento 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 Rbr Desenvolvimento fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbr Desenvolvimento fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rbr Desenvolvimento fund over time.
Current vs Lagged Prices |
| Timeline |
Rbr Desenvolvimento Lagged Returns
When evaluating Rbr Desenvolvimento's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rbr Desenvolvimento fund have on its future price. Rbr Desenvolvimento 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, Rbr Desenvolvimento autocorrelation shows the relationship between Rbr Desenvolvimento fund current value and its past values and can show if there is a momentum factor associated with investing in Rbr Desenvolvimento Comercial.
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 Rbr Fund
Rbr Desenvolvimento financial ratios help investors to determine whether Rbr 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 Rbr with respect to the benefits of owning Rbr Desenvolvimento security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |