Hodges Small Intrinsic Fund Market Value
| HSVIX Fund | 17.92 0.06 0.34% |
| Symbol | Hodges |
Hodges Small '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 Hodges Small'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 Hodges Small.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Hodges Small on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Hodges Small Intrinsic or generate 0.0% return on investment in Hodges Small over 90 days. Hodges Small is related to or competes with Mainstay Conservative, Voya Solution, Pgim Conservative, Invesco Diversified, and Calvert Conservative. The fund manager employs a value strategy and invests, under normal market conditions, at least 80 percent of its net as... More
Hodges Small 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 Hodges Small'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 Hodges Small Intrinsic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.0998 | |||
| Maximum Drawdown | 7.28 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 2.87 |
Hodges Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hodges Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hodges Small's standard deviation. In reality, there are many statistical measures that can use Hodges Small historical prices to predict the future Hodges Small's volatility.| Risk Adjusted Performance | 0.1906 | |||
| Jensen Alpha | 0.308 | |||
| Total Risk Alpha | 0.0746 | |||
| Sortino Ratio | 0.1133 | |||
| Treynor Ratio | (0.94) |
Hodges Small Intrinsic Backtested Returns
Hodges Small appears to be very steady, given 3 months investment horizon. Hodges Small Intrinsic holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hodges Small Intrinsic, which you can use to evaluate the volatility of the entity. Please utilize Hodges Small's Risk Adjusted Performance of 0.1906, market risk adjusted performance of (0.93), and Downside Deviation of 1.23 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hodges Small are expected to decrease at a much lower rate. During the bear market, Hodges Small is likely to outperform the market.
Auto-correlation | 0.66 |
Good predictability
Hodges Small Intrinsic has good predictability. Overlapping area represents the amount of predictability between Hodges Small 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 Hodges Small Intrinsic price movement. The serial correlation of 0.66 indicates that around 66.0% of current Hodges Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Hodges Small Intrinsic lagged returns against current returns
Autocorrelation, which is Hodges Small 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 Hodges Small's mutual fund expected returns. We can calculate the autocorrelation of Hodges Small returns to help us make a trade decision. For example, suppose you find that Hodges Small 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 |
Hodges Small 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 Hodges Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hodges Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hodges Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Hodges Small Lagged Returns
When evaluating Hodges Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hodges Small mutual fund have on its future price. Hodges Small 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, Hodges Small autocorrelation shows the relationship between Hodges Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Hodges Small Intrinsic.
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 Hodges Mutual Fund
Hodges Small financial ratios help investors to determine whether Hodges 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 Hodges with respect to the benefits of owning Hodges Small security.
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