Unified Series Trust Fund Market Value
| DAEIX Fund | 21.41 0.01 0.05% |
| Symbol | Unified |
Unified Series '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 Unified Series' 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 Unified Series.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Unified Series on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Unified Series Trust or generate 0.0% return on investment in Unified Series over 90 days. Unified Series is related to or competes with Siit High, Morningstar Defensive, Enhanced Fixed, Versatile Bond, Ultra-short Term, California Municipal, and Barings Us. The fund will primarily invest in equity securities of U.S More
Unified Series 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 Unified Series' 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 Unified Series Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7353 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.53 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.37 |
Unified Series Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unified Series' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unified Series' standard deviation. In reality, there are many statistical measures that can use Unified Series historical prices to predict the future Unified Series' volatility.| Risk Adjusted Performance | 0.1257 | |||
| Jensen Alpha | 0.0103 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1472 |
Unified Series Trust Backtested Returns
At this stage we consider Unified Mutual Fund to be very steady. Unified Series Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Unified Series Trust, which you can use to evaluate the volatility of the fund. Please validate Unified Series' Risk Adjusted Performance of 0.1257, coefficient of variation of 728.12, and Semi Deviation of 0.6175 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Unified Series' returns are expected to increase less than the market. However, during the bear market, the loss of holding Unified Series is expected to be smaller as well.
Auto-correlation | 0.73 |
Good predictability
Unified Series Trust has good predictability. Overlapping area represents the amount of predictability between Unified Series 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 Unified Series Trust price movement. The serial correlation of 0.73 indicates that around 73.0% of current Unified Series price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Unified Series Trust lagged returns against current returns
Autocorrelation, which is Unified Series 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 Unified Series' mutual fund expected returns. We can calculate the autocorrelation of Unified Series returns to help us make a trade decision. For example, suppose you find that Unified Series 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 |
Unified Series 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 Unified Series mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unified Series mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unified Series mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Unified Series Lagged Returns
When evaluating Unified Series' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unified Series mutual fund have on its future price. Unified Series 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, Unified Series autocorrelation shows the relationship between Unified Series mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Unified Series Trust.
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 Unified Mutual Fund
Unified Series financial ratios help investors to determine whether Unified 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 Unified with respect to the benefits of owning Unified Series security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |