VECTIS DATAGRO (Brazil) Market Value

Symbol

VECTIS

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 VECTIS DATAGRO'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 VECTIS DATAGRO.

VECTIS DATAGRO Upside/Downside Indicators

VECTIS DATAGRO Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for VECTIS DATAGRO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VECTIS DATAGRO's standard deviation. In reality, there are many statistical measures that can use VECTIS DATAGRO historical prices to predict the future VECTIS DATAGRO's volatility.

Autocorrelation, which is VECTIS DATAGRO 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 VECTIS DATAGRO's fund expected returns. We can calculate the autocorrelation of VECTIS DATAGRO returns to help us make a trade decision. For example, suppose you find that VECTIS DATAGRO 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.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If VECTIS DATAGRO fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VECTIS DATAGRO fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VECTIS DATAGRO fund over time.

When evaluating VECTIS DATAGRO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VECTIS DATAGRO fund have on its future price. VECTIS DATAGRO 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, VECTIS DATAGRO autocorrelation shows the relationship between VECTIS DATAGRO fund current value and its past values and can show if there is a momentum factor associated with investing in VECTIS DATAGRO CR.