Vest Large Cap Fund Market Value
| BURGX Fund | 21.35 0.03 0.14% |
| Symbol | Vest |
Vest Us '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 Vest Us' mutual 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 Vest Us.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Vest Us on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Vest Large Cap or generate 0.0% return on investment in Vest Us over 90 days. Vest Us is related to or competes with Fpa Queens, Lsv Small, Amg River, Omni Small-cap, Great West, and Valic Company. Under normal market conditions, the fund will invest at least 80 percent of the value of its net assets in a portfolio, ... More
Vest Us 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 Vest Us' mutual 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 Vest Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6839 | |||
| Information Ratio | 0.0362 | |||
| Maximum Drawdown | 3.7 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.44 |
Vest Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vest Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vest Us' standard deviation. In reality, there are many statistical measures that can use Vest Us historical prices to predict the future Vest Us' volatility.| Risk Adjusted Performance | 0.232 | |||
| Jensen Alpha | 0.072 | |||
| Total Risk Alpha | 0.0621 | |||
| Sortino Ratio | 0.0356 | |||
| Treynor Ratio | 0.2467 |
Vest Large Cap Backtested Returns
At this stage we consider Vest Mutual Fund to be very steady. Vest Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.33, which indicates the fund had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vest Large Cap, which you can use to evaluate the volatility of the fund. Please validate Vest Us' Risk Adjusted Performance of 0.232, coefficient of variation of 395.1, and Semi Deviation of 0.3297 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The entity has a beta of 0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vest Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vest Us is expected to be smaller as well.
Auto-correlation | 0.89 |
Very good predictability
Vest Large Cap has very good predictability. Overlapping area represents the amount of predictability between Vest Us time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Vest Large Cap price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Vest Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Vest Large Cap lagged returns against current returns
Autocorrelation, which is Vest Us mutual 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 Vest Us' mutual fund expected returns. We can calculate the autocorrelation of Vest Us returns to help us make a trade decision. For example, suppose you find that Vest Us has exhibited high autocorrelation historically, and you observe that the mutual 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 |
Vest Us 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 Vest Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vest Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vest Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vest Us Lagged Returns
When evaluating Vest Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vest Us mutual fund have on its future price. Vest Us 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, Vest Us autocorrelation shows the relationship between Vest Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vest Large Cap.
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 Vest Mutual Fund
Vest Us financial ratios help investors to determine whether Vest Mutual 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 Vest with respect to the benefits of owning Vest Us security.
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