Riskproreg Pfg 0 15 Fund Market Value
| PFADX Fund | USD 9.33 0.04 0.43% |
| Symbol | Riskproreg |
Riskproreg Pfg '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 Riskproreg Pfg'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 Riskproreg Pfg.
| 04/01/2024 |
| 05/01/2024 |
If you would invest 0.00 in Riskproreg Pfg on April 1, 2024 and sell it all today you would earn a total of 0.00 from holding Riskproreg Pfg 0 15 or generate 0.0% return on investment in Riskproreg Pfg over 30 days. Riskproreg Pfg is related to or competes with Riskproreg Tactical, Riskproreg Pfg, Riskproreg Dynamic, Riskproreg Dynamic, and Riskproreg. The fund seeks to achieve its investment objective by investing more than 80 percent of the its assets, plus any amounts... More
Riskproreg Pfg 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 Riskproreg Pfg'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 Riskproreg Pfg 0 15 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4965 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 1.71 | |||
| Value At Risk | (0.64) | |||
| Potential Upside | 0.4301 |
Riskproreg Pfg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Riskproreg Pfg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Riskproreg Pfg's standard deviation. In reality, there are many statistical measures that can use Riskproreg Pfg historical prices to predict the future Riskproreg Pfg's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (1.76) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Riskproreg Pfg'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.
Riskproreg Pfg 0 Backtested Returns
Riskproreg Pfg 0 maintains Sharpe Ratio (i.e., Efficiency) of -0.0434, which implies the entity had a -0.0434% return per unit of risk over the last 3 months. Riskproreg Pfg 0 exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Riskproreg Pfg's Semi Deviation of 0.3547, risk adjusted performance of (0), and Coefficient Of Variation of 9021.78 to confirm the risk estimate we provide. The fund holds a Beta of 0.0035, which implies not very significant fluctuations relative to the market. As returns on the market increase, Riskproreg Pfg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Riskproreg Pfg is expected to be smaller as well.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Riskproreg Pfg 0 15 has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Riskproreg Pfg time series from 1st of April 2024 to 16th of April 2024 and 16th of April 2024 to 1st of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Riskproreg Pfg 0 price movement. The serial correlation of -0.74 indicates that around 74.0% of current Riskproreg Pfg price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Riskproreg Pfg 0 lagged returns against current returns
Autocorrelation, which is Riskproreg Pfg 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 Riskproreg Pfg's mutual fund expected returns. We can calculate the autocorrelation of Riskproreg Pfg returns to help us make a trade decision. For example, suppose you find that Riskproreg Pfg 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 |
Riskproreg Pfg 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 Riskproreg Pfg mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Riskproreg Pfg mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Riskproreg Pfg mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Riskproreg Pfg Lagged Returns
When evaluating Riskproreg Pfg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Riskproreg Pfg mutual fund have on its future price. Riskproreg Pfg 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, Riskproreg Pfg autocorrelation shows the relationship between Riskproreg Pfg mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Riskproreg Pfg 0 15.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Riskproreg Pfg in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Riskproreg Pfg's short interest history, or implied volatility extrapolated from Riskproreg Pfg options trading.
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Check out Riskproreg Pfg Correlation, Riskproreg Pfg Volatility and Riskproreg Pfg Alpha and Beta module to complement your research on Riskproreg Pfg. Note that the Riskproreg Pfg 0 information on this page should be used as a complementary analysis to other Riskproreg Pfg's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Riskproreg Pfg technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.