WHG REAL (Brazil) Market Value
| WHGR11 Fund | 8.79 0.05 0.57% |
| Symbol | WHG |
WHG REAL '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 WHG REAL'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 WHG REAL.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in WHG REAL on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding WHG REAL ESTATE or generate 0.0% return on investment in WHG REAL over 90 days.
WHG REAL 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 WHG REAL'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 WHG REAL ESTATE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7433 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.6 |
WHG REAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WHG REAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WHG REAL's standard deviation. In reality, there are many statistical measures that can use WHG REAL historical prices to predict the future WHG REAL's volatility.| Risk Adjusted Performance | 0.1454 | |||
| Jensen Alpha | 0.1233 | |||
| Total Risk Alpha | 0.0035 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.68) |
WHG REAL ESTATE Backtested Returns
At this point, WHG REAL is very steady. WHG REAL ESTATE shows Sharpe Ratio of 0.13, which attests that the fund had a 0.13 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for WHG REAL ESTATE, which you can use to evaluate the volatility of the fund. Please check out WHG REAL's Mean Deviation of 0.5018, downside deviation of 0.7433, and Risk Adjusted Performance of 0.1454 to validate if the risk estimate we provide is consistent with the expected return of 0.0916%. The entity maintains a market beta of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WHG REAL are expected to decrease at a much lower rate. During the bear market, WHG REAL is likely to outperform the market.
Auto-correlation | 0.32 |
Below average predictability
WHG REAL ESTATE has below average predictability. Overlapping area represents the amount of predictability between WHG REAL 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 WHG REAL ESTATE price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current WHG REAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
WHG REAL ESTATE lagged returns against current returns
Autocorrelation, which is WHG REAL 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 WHG REAL's fund expected returns. We can calculate the autocorrelation of WHG REAL returns to help us make a trade decision. For example, suppose you find that WHG REAL 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 |
WHG REAL 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 WHG REAL fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WHG REAL fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WHG REAL fund over time.
Current vs Lagged Prices |
| Timeline |
WHG REAL Lagged Returns
When evaluating WHG REAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WHG REAL fund have on its future price. WHG REAL 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, WHG REAL autocorrelation shows the relationship between WHG REAL fund current value and its past values and can show if there is a momentum factor associated with investing in WHG REAL ESTATE.
Regressed Prices |
| Timeline |
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