Mndvux Fund Market Value
| MNDVUX Fund | 20.35 0.03 0.15% |
| Symbol | Mndvux |
Please note, there is a significant difference between Mndvux's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mndvux is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mndvux's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Mndvux '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 Mndvux's 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 Mndvux.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Mndvux on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Mndvux or generate 0.0% return on investment in Mndvux over 90 days. Mndvux is related to or competes with Gmo Us, Rational Strategic, Pnc Balanced, Siit Large, Enhanced, Profunds-large Cap, and Aqr Large. More
Mndvux 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 Mndvux's 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 Mndvux upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7185 | |||
| Information Ratio | 0.002 | |||
| Maximum Drawdown | 4.98 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.5 |
Mndvux Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mndvux's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mndvux's standard deviation. In reality, there are many statistical measures that can use Mndvux historical prices to predict the future Mndvux's volatility.| Risk Adjusted Performance | 0.1744 | |||
| Jensen Alpha | 0.1449 | |||
| Total Risk Alpha | 0.0238 | |||
| Sortino Ratio | 0.0022 | |||
| Treynor Ratio | (2.54) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mndvux'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.
Mndvux Backtested Returns
At this stage we consider Mndvux Fund to be very steady. Mndvux has Sharpe Ratio of 0.19, which conveys that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mndvux, which you can use to evaluate the volatility of the fund. Please verify Mndvux's Downside Deviation of 0.7185, risk adjusted performance of 0.1744, and Mean Deviation of 0.5675 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. The fund secures a Beta (Market Risk) of -0.0541, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mndvux are expected to decrease at a much lower rate. During the bear market, Mndvux is likely to outperform the market.
Auto-correlation | 0.78 |
Good predictability
Mndvux has good predictability. Overlapping area represents the amount of predictability between Mndvux 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 Mndvux price movement. The serial correlation of 0.78 indicates that around 78.0% of current Mndvux price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Mndvux lagged returns against current returns
Autocorrelation, which is Mndvux 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 Mndvux's fund expected returns. We can calculate the autocorrelation of Mndvux returns to help us make a trade decision. For example, suppose you find that Mndvux has exhibited high autocorrelation historically, and you observe that the 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 |
Mndvux 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 Mndvux fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mndvux fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mndvux fund over time.
Current vs Lagged Prices |
| Timeline |
Mndvux Lagged Returns
When evaluating Mndvux's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mndvux fund have on its future price. Mndvux 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, Mndvux autocorrelation shows the relationship between Mndvux fund current value and its past values and can show if there is a momentum factor associated with investing in Mndvux.
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 Mndvux Fund
Mndvux financial ratios help investors to determine whether Mndvux 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 Mndvux with respect to the benefits of owning Mndvux security.
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