Imgp Sbh Focused Fund Market Value
| PFSVX Fund | USD 14.14 0.09 0.63% |
| Symbol | Imgp |
Imgp Sbh '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 Imgp Sbh'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 Imgp Sbh.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Imgp Sbh on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Imgp Sbh Focused or generate 0.0% return on investment in Imgp Sbh over 90 days. Imgp Sbh is related to or competes with Litman Gregory, Litman Gregory, Litman Gregory, Litman Gregory, Litman Gregory, and Im Dolan. The Small Company Fund invests in the securities of smaller companies that the sub-advisors to the fund believe have str... More
Imgp Sbh 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 Imgp Sbh'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 Imgp Sbh Focused upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0842 | |||
| Maximum Drawdown | 8.05 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.41 |
Imgp Sbh Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imgp Sbh's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imgp Sbh's standard deviation. In reality, there are many statistical measures that can use Imgp Sbh historical prices to predict the future Imgp Sbh's volatility.| Risk Adjusted Performance | 0.1772 | |||
| Jensen Alpha | 0.0844 | |||
| Total Risk Alpha | 0.0538 | |||
| Sortino Ratio | 0.0914 | |||
| Treynor Ratio | 0.1987 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Imgp Sbh'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.
Imgp Sbh Focused Backtested Returns
Imgp Sbh appears to be very steady, given 3 months investment horizon. Imgp Sbh Focused holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Imgp Sbh Focused, which you can use to evaluate the volatility of the entity. Please utilize Imgp Sbh's Market Risk Adjusted Performance of 0.2087, downside deviation of 1.27, and Risk Adjusted Performance of 0.1772 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 1.24, which attests to 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, Imgp Sbh will likely underperform.
Auto-correlation | 0.63 |
Good predictability
Imgp Sbh Focused has good predictability. Overlapping area represents the amount of predictability between Imgp Sbh time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Imgp Sbh Focused price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Imgp Sbh price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Imgp Sbh Focused lagged returns against current returns
Autocorrelation, which is Imgp Sbh 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 Imgp Sbh's mutual fund expected returns. We can calculate the autocorrelation of Imgp Sbh returns to help us make a trade decision. For example, suppose you find that Imgp Sbh 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 |
Imgp Sbh 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 Imgp Sbh mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imgp Sbh mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imgp Sbh mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Imgp Sbh Lagged Returns
When evaluating Imgp Sbh's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imgp Sbh mutual fund have on its future price. Imgp Sbh 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, Imgp Sbh autocorrelation shows the relationship between Imgp Sbh mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Imgp Sbh Focused.
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 Imgp Mutual Fund
Imgp Sbh financial ratios help investors to determine whether Imgp 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 Imgp with respect to the benefits of owning Imgp Sbh security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |