Fisher Large Cap Fund Market Value
| ILESX Fund | USD 10.60 0.00 0.00% |
| Symbol | Fisher |
Fisher Large '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 Fisher Large'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 Fisher Large.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Fisher Large on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Fisher Large Cap or generate 0.0% return on investment in Fisher Large over 90 days. Fisher Large is related to or competes with Virtus Convertible, Putnam Convertible, Absolute Convertible, Calamos Dynamic, Columbia Convertible, and Gabelli Convertible. The fund seeks to achieve its objective by investing primarily in a portfolio of equity securities of large cap issuers ... More
Fisher Large 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 Fisher Large'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 Fisher Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.1053 | |||
| Maximum Drawdown | 5.85 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 2.3 |
Fisher Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fisher Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fisher Large's standard deviation. In reality, there are many statistical measures that can use Fisher Large historical prices to predict the future Fisher Large's volatility.| Risk Adjusted Performance | 0.2279 | |||
| Jensen Alpha | 0.2103 | |||
| Total Risk Alpha | 0.0953 | |||
| Sortino Ratio | 0.0937 | |||
| Treynor Ratio | 1.11 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fisher Large'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.
Fisher Large Cap Backtested Returns
Fisher Large appears to be very steady, given 3 months investment horizon. Fisher Large Cap secures Sharpe Ratio (or Efficiency) of 0.29, which denotes the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Fisher Large Cap, which you can use to evaluate the volatility of the entity. Please utilize Fisher Large's Downside Deviation of 1.15, coefficient of variation of 411.35, and Mean Deviation of 0.6965 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.21, which means not very significant fluctuations relative to the market. As returns on the market increase, Fisher Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fisher Large is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Fisher Large Cap has very good predictability. Overlapping area represents the amount of predictability between Fisher Large 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 Fisher Large Cap price movement. The serial correlation of 0.81 indicates that around 81.0% of current Fisher Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Fisher Large Cap lagged returns against current returns
Autocorrelation, which is Fisher Large 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 Fisher Large's mutual fund expected returns. We can calculate the autocorrelation of Fisher Large returns to help us make a trade decision. For example, suppose you find that Fisher Large 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 |
Fisher Large 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 Fisher Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fisher Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fisher Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fisher Large Lagged Returns
When evaluating Fisher Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fisher Large mutual fund have on its future price. Fisher Large 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, Fisher Large autocorrelation shows the relationship between Fisher Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fisher Large Cap.
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 Fisher Mutual Fund
Fisher Large financial ratios help investors to determine whether Fisher 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 Fisher with respect to the benefits of owning Fisher Large security.
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