The Esg Growth Fund Market Value
| HCESX Fund | USD 18.36 0.21 1.16% |
| Symbol | The |
The Esg '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 The Esg'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 The Esg.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in The Esg on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding The Esg Growth or generate 0.0% return on investment in The Esg over 90 days. The Esg is related to or competes with Aquila Three, Qs Defensive, Vanguard Mega, T Rowe, Auer Growth, Morningstar Growth, and Qs Growth. The investment seeks to maximize total return while emphasizing environmental, social and governance focused investments More
The Esg 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 The Esg'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 The Esg Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6165 | |||
| Information Ratio | 0.01 | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 1.16 |
The Esg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Esg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Esg's standard deviation. In reality, there are many statistical measures that can use The Esg historical prices to predict the future The Esg's volatility.| Risk Adjusted Performance | 0.3056 | |||
| Jensen Alpha | 0.1066 | |||
| Total Risk Alpha | 0.0645 | |||
| Sortino Ratio | 0.0103 | |||
| Treynor Ratio | 0.4134 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of The Esg'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.
Esg Growth Backtested Returns
The Esg appears to be very steady, given 3 months investment horizon. Esg Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.35, which indicates the fund had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The Esg Growth, which you can use to evaluate the volatility of the fund. Please review The Esg's Downside Deviation of 0.6165, standard deviation of 0.6386, and Risk Adjusted Performance of 0.3056 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Esg's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Esg is expected to be smaller as well.
Auto-correlation | 0.91 |
Excellent predictability
The Esg Growth has excellent predictability. Overlapping area represents the amount of predictability between The Esg time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Esg Growth price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current The Esg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Esg Growth lagged returns against current returns
Autocorrelation, which is The Esg 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 The Esg's mutual fund expected returns. We can calculate the autocorrelation of The Esg returns to help us make a trade decision. For example, suppose you find that The Esg 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 |
The Esg 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 The Esg mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Esg mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Esg mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Esg Lagged Returns
When evaluating The Esg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Esg mutual fund have on its future price. The Esg 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, The Esg autocorrelation shows the relationship between The Esg mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Esg Growth.
Regressed Prices |
| Timeline |
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Other Information on Investing in The Mutual Fund
The Esg financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Esg security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |