Shelton Funds Fund Market Value
| NQQQX Fund | USD 42.51 0.42 1.00% |
| Symbol | Shelton |
Shelton Funds '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 Shelton Funds' 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 Shelton Funds.
| 06/05/2025 |
| 07/05/2025 |
If you would invest 0.00 in Shelton Funds on June 5, 2025 and sell it all today you would earn a total of 0.00 from holding Shelton Funds or generate 0.0% return on investment in Shelton Funds over 30 days. Shelton Funds is related to or competes with Intermediate Government, Federated Government, Short Term, Inverse Government, Columbia, and Payden Us. Under normal market conditions, the funds policy to invest at least 80 percent of its total assets in the stocks compris... More
Shelton Funds 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 Shelton Funds' 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 Shelton Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.42 | |||
| Information Ratio | 0.0783 | |||
| Maximum Drawdown | 16.17 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 2.63 |
Shelton Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shelton Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shelton Funds' standard deviation. In reality, there are many statistical measures that can use Shelton Funds historical prices to predict the future Shelton Funds' volatility.| Risk Adjusted Performance | 0.2126 | |||
| Jensen Alpha | 0.1466 | |||
| Total Risk Alpha | 0.1369 | |||
| Sortino Ratio | 0.0717 | |||
| Treynor Ratio | 0.2178 |
Shelton Funds Backtested Returns
Shelton Funds appears to be very steady, given 3 months investment horizon. Shelton Funds owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Shelton Funds , which you can use to evaluate the volatility of the fund. Please review Shelton Funds' Risk Adjusted Performance of 0.2126, coefficient of variation of 776.83, and Semi Deviation of 1.7 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.26, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Shelton Funds will likely underperform.
Auto-correlation | 0.07 |
Virtually no predictability
Shelton Funds has virtually no predictability. Overlapping area represents the amount of predictability between Shelton Funds time series from 5th of June 2025 to 20th of June 2025 and 20th of June 2025 to 5th 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 Shelton Funds price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Shelton Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Shelton Funds lagged returns against current returns
Autocorrelation, which is Shelton Funds 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 Shelton Funds' mutual fund expected returns. We can calculate the autocorrelation of Shelton Funds returns to help us make a trade decision. For example, suppose you find that Shelton Funds 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 |
Shelton Funds 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 Shelton Funds mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shelton Funds mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shelton Funds mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Shelton Funds Lagged Returns
When evaluating Shelton Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shelton Funds mutual fund have on its future price. Shelton Funds 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, Shelton Funds autocorrelation shows the relationship between Shelton Funds mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Shelton Funds .
Regressed Prices |
| Timeline |
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Other Information on Investing in Shelton Mutual Fund
Shelton Funds financial ratios help investors to determine whether Shelton 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 Shelton with respect to the benefits of owning Shelton Funds security.
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