Madison Ered Call Fund Market Value
| MENYX Fund | USD 9.36 0.01 0.11% |
| Symbol | Madison |
Madison Ered '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 Madison Ered'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 Madison Ered.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Madison Ered on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Madison Ered Call or generate 0.0% return on investment in Madison Ered over 90 days. Madison Ered is related to or competes with Madison Mid, Madison Moderate, Madison Investors, Madison Investors, Broadview Opportunity, Madison Dividend, and Madison Funds. The fund invests, under normal conditions, primarily in common stocks of large- and mid-capitalization issuers that are,... More
Madison Ered 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 Madison Ered'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 Madison Ered Call upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5772 | |||
| Information Ratio | 0.0436 | |||
| Maximum Drawdown | 3.71 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.29 |
Madison Ered Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madison Ered's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madison Ered's standard deviation. In reality, there are many statistical measures that can use Madison Ered historical prices to predict the future Madison Ered's volatility.| Risk Adjusted Performance | 0.2366 | |||
| Jensen Alpha | 0.1743 | |||
| Total Risk Alpha | 0.0663 | |||
| Sortino Ratio | 0.0514 | |||
| Treynor Ratio | (2.58) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Madison Ered'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.
Madison Ered Call Backtested Returns
At this stage we consider Madison Mutual Fund to be very steady. Madison Ered Call has Sharpe Ratio of 0.29, which conveys that the entity had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Madison Ered, which you can use to evaluate the volatility of the fund. Please verify Madison Ered's Risk Adjusted Performance of 0.2366, downside deviation of 0.5772, and Mean Deviation of 0.5267 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. The fund secures a Beta (Market Risk) of -0.0641, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Madison Ered are expected to decrease at a much lower rate. During the bear market, Madison Ered is likely to outperform the market.
Auto-correlation | 0.49 |
Average predictability
Madison Ered Call has average predictability. Overlapping area represents the amount of predictability between Madison Ered time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Madison Ered Call price movement. The serial correlation of 0.49 indicates that about 49.0% of current Madison Ered price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Madison Ered Call lagged returns against current returns
Autocorrelation, which is Madison Ered 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 Madison Ered's mutual fund expected returns. We can calculate the autocorrelation of Madison Ered returns to help us make a trade decision. For example, suppose you find that Madison Ered 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 |
Madison Ered 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 Madison Ered mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madison Ered mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Madison Ered mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Madison Ered Lagged Returns
When evaluating Madison Ered's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madison Ered mutual fund have on its future price. Madison Ered 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, Madison Ered autocorrelation shows the relationship between Madison Ered mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Madison Ered Call.
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 Madison Mutual Fund
Madison Ered financial ratios help investors to determine whether Madison 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 Madison with respect to the benefits of owning Madison Ered security.
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