Victory Sp 500 Fund Market Value
| MUXRX Fund | USD 27.41 0.21 0.77% |
| Symbol | Victory |
Victory Sp '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 Victory Sp'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 Victory Sp.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Victory Sp on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Victory Sp 500 or generate 0.0% return on investment in Victory Sp over 90 days. Victory Sp is related to or competes with Vanguard Short-term, Pimco Inflation, Inflation-protected, Short Duration, Great West, Pimco Inflation, and Ab Bond. The adviser pursues the funds objective by investing, under normal circumstances, at least 80 percent of its assets in e... More
Victory Sp 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 Victory Sp'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 Victory Sp 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8315 | |||
| Information Ratio | 0.0817 | |||
| Maximum Drawdown | 4.84 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 2.03 |
Victory Sp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victory Sp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victory Sp's standard deviation. In reality, there are many statistical measures that can use Victory Sp historical prices to predict the future Victory Sp's volatility.| Risk Adjusted Performance | 0.2923 | |||
| Jensen Alpha | 0.091 | |||
| Total Risk Alpha | 0.0751 | |||
| Sortino Ratio | 0.0858 | |||
| Treynor Ratio | 0.3064 |
Victory Sp 500 Backtested Returns
Victory Sp appears to be very steady, given 3 months investment horizon. Victory Sp 500 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the fund had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Victory Sp 500, which you can use to evaluate the volatility of the fund. Please review Victory Sp's Coefficient Of Variation of 304.31, risk adjusted performance of 0.2923, and Semi Deviation of 0.3428 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.9, which indicates possible diversification benefits within a given portfolio. Victory Sp returns are very sensitive to returns on the market. As the market goes up or down, Victory Sp is expected to follow.
Auto-correlation | 0.91 |
Excellent predictability
Victory Sp 500 has excellent predictability. Overlapping area represents the amount of predictability between Victory Sp time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Victory Sp 500 price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Victory Sp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Victory Sp 500 lagged returns against current returns
Autocorrelation, which is Victory Sp 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 Victory Sp's mutual fund expected returns. We can calculate the autocorrelation of Victory Sp returns to help us make a trade decision. For example, suppose you find that Victory Sp 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 |
Victory Sp 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 Victory Sp mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victory Sp mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victory Sp mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Victory Sp Lagged Returns
When evaluating Victory Sp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victory Sp mutual fund have on its future price. Victory Sp 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, Victory Sp autocorrelation shows the relationship between Victory Sp mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Victory Sp 500.
Regressed Prices |
| Timeline |
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| EGY | Vaalco Energy | |
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Other Information on Investing in Victory Mutual Fund
Victory Sp financial ratios help investors to determine whether Victory 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 Victory with respect to the benefits of owning Victory Sp security.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon |