United Kingdom Small Fund Market Value
| DFUKX Fund | USD 29.64 0.11 0.37% |
| Symbol | United |
United Kingdom '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 United Kingdom'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 United Kingdom.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in United Kingdom on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding United Kingdom Small or generate 0.0% return on investment in United Kingdom over 90 days. United Kingdom is related to or competes with Rbc Ultra-short, Ab Bond, Dodge Cox, Touchstone Premium, Ultra-short Term, and Multisector Bond. The Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corres... More
United Kingdom 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 United Kingdom'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 United Kingdom Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9768 | |||
| Information Ratio | 0.1454 | |||
| Maximum Drawdown | 4.26 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.52 |
United Kingdom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Kingdom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Kingdom's standard deviation. In reality, there are many statistical measures that can use United Kingdom historical prices to predict the future United Kingdom's volatility.| Risk Adjusted Performance | 0.2958 | |||
| Jensen Alpha | 0.2111 | |||
| Total Risk Alpha | 0.1351 | |||
| Sortino Ratio | 0.1211 | |||
| Treynor Ratio | 0.8561 |
United Kingdom Small Backtested Returns
United Kingdom appears to be very steady, given 3 months investment horizon. United Kingdom Small owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.29, which indicates the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for United Kingdom Small, which you can use to evaluate the volatility of the fund. Please review United Kingdom's Coefficient Of Variation of 314.18, semi deviation of 0.5618, and Risk Adjusted Performance of 0.2958 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, United Kingdom's returns are expected to increase less than the market. However, during the bear market, the loss of holding United Kingdom is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
United Kingdom Small has weak predictability. Overlapping area represents the amount of predictability between United Kingdom 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 United Kingdom Small price movement. The serial correlation of 0.22 indicates that over 22.0% of current United Kingdom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
United Kingdom Small lagged returns against current returns
Autocorrelation, which is United Kingdom 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 United Kingdom's mutual fund expected returns. We can calculate the autocorrelation of United Kingdom returns to help us make a trade decision. For example, suppose you find that United Kingdom 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 |
United Kingdom 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 United Kingdom mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Kingdom mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Kingdom mutual fund over time.
Current vs Lagged Prices |
| Timeline |
United Kingdom Lagged Returns
When evaluating United Kingdom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Kingdom mutual fund have on its future price. United Kingdom 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, United Kingdom autocorrelation shows the relationship between United Kingdom mutual fund current value and its past values and can show if there is a momentum factor associated with investing in United Kingdom Small.
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 United Mutual Fund
United Kingdom financial ratios help investors to determine whether United 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 United with respect to the benefits of owning United Kingdom security.
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