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Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado (BSP:RBRR11) Momentum Rank

: 2 (As of Today)
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Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado has the Momentum Rank of 2.

For Momentum Rank, we considered the residual momentum concept that was widely studied by Blitz and his colleagues as well as by Nobel Prize laureates Fama and French. However, we did not find any significant differences in the performances of stocks with different ranks of residual momentum. Therefore, we use traditional momentum instead.

Momentum Rank is determined using the standardized momentum ratio and other momentum indicators. The standardized momentum ratio is the average of the performances from 12 months ago to 1 month ago and 6 months ago to 1 month ago, divided by the beta of the stock over the past 12 months. To calculate the momentum ratio today, we would use the average of the two performance numbers.

For momentum, we found that stock price performance does not have a monotonic correlation with the momentum ratio. The stocks with the highest momentum ratios perform worse than those at about the 70th percentile. Therefore, for the momentum rank, we ranked the stocks at about the 70th percentile of the momentum ratio as the highest at 10.

Please click GF Score to see more details on the GF Score's 5 Key Aspects of Analysis.


Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado (BSP:RBRR11) Momentum Rank Competitive Comparison

For the Asset Management subindustry, Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado's Momentum Rank, along with its competitors' market caps and Momentum Rank data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

   

Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado (BSP:RBRR11) Momentum Rank Distribution

For the Asset Management industry and Financial Services sector, Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado's Momentum Rank distribution charts can be found below:

* The bar in red indicates where Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado's Momentum Rank falls into.



Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado Momentum Rank Related Terms

Thank you for viewing the detailed overview of Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado's Momentum Rank provided by GuruFocus.com. Please click on the following links to see related term pages.


Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado (BSP:RBRR11) Business Description

Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado logo
Comparable Companies
Traded in Other Exchanges
Address
Avenue Pres. Juscelino Kubitschek, 1400, 12th Floor, Sao Paulo, SC, BRA, 04543-000
RBR Gestao de Recursos Ltda is an asset management company, focused on real estate market. The company execute investment strategies on Real Estate Development, Income, Mortgage Loans, Listed FIIs and US Investments.

Fundo DE Investimento Imobiliario RBR Credito Imobiliario Estruturado (BSP:RBRR11) Headlines

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