Oppenheimer Disciplined Value Fund Market Value
| CGRYX Fund | USD 34.73 0.15 0.43% |
| Symbol | Oppenheimer |
Oppenheimer Disciplined '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 Oppenheimer Disciplined's 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 Oppenheimer Disciplined.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Oppenheimer Disciplined on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Oppenheimer Disciplined Value or generate 0.0% return on investment in Oppenheimer Disciplined over 90 days. Oppenheimer Disciplined is related to or competes with Msift High, Americafirst Monthly, Virtus High, Ab High, Metropolitan West, Ab High, and Aggressive Balanced. The fund invests, under normal circumstances, at least 80 percent of its net assets in common stocks, and in derivatives... More
Oppenheimer Disciplined 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 Oppenheimer Disciplined's 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 Oppenheimer Disciplined Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7665 | |||
| Information Ratio | 0.0801 | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.7 |
Oppenheimer Disciplined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oppenheimer Disciplined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oppenheimer Disciplined's standard deviation. In reality, there are many statistical measures that can use Oppenheimer Disciplined historical prices to predict the future Oppenheimer Disciplined's volatility.| Risk Adjusted Performance | 0.2237 | |||
| Jensen Alpha | 0.0915 | |||
| Total Risk Alpha | 0.0781 | |||
| Sortino Ratio | 0.092 | |||
| Treynor Ratio | 0.2397 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Oppenheimer Disciplined's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Oppenheimer Disciplined Backtested Returns
Oppenheimer Disciplined appears to be very steady, given 3 months investment horizon. Oppenheimer Disciplined maintains Sharpe Ratio (i.e., Efficiency) of 0.3, which implies the entity had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Oppenheimer Disciplined, which you can use to evaluate the volatility of the fund. Please evaluate Oppenheimer Disciplined's Coefficient Of Variation of 416.41, risk adjusted performance of 0.2237, and Semi Deviation of 0.496 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.84, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Oppenheimer Disciplined's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oppenheimer Disciplined is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Oppenheimer Disciplined Value has very good predictability. Overlapping area represents the amount of predictability between Oppenheimer Disciplined 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 Oppenheimer Disciplined price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Oppenheimer Disciplined price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
Oppenheimer Disciplined lagged returns against current returns
Autocorrelation, which is Oppenheimer Disciplined 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 Oppenheimer Disciplined's mutual fund expected returns. We can calculate the autocorrelation of Oppenheimer Disciplined returns to help us make a trade decision. For example, suppose you find that Oppenheimer Disciplined 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 |
Oppenheimer Disciplined 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 Oppenheimer Disciplined mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oppenheimer Disciplined mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oppenheimer Disciplined mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Oppenheimer Disciplined Lagged Returns
When evaluating Oppenheimer Disciplined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oppenheimer Disciplined mutual fund have on its future price. Oppenheimer Disciplined 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, Oppenheimer Disciplined autocorrelation shows the relationship between Oppenheimer Disciplined mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Oppenheimer Disciplined Value.
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 Oppenheimer Mutual Fund
Oppenheimer Disciplined financial ratios help investors to determine whether Oppenheimer 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 Oppenheimer with respect to the benefits of owning Oppenheimer Disciplined security.
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