Palmer Square Ultra Short Fund Market Value
| PSDSX Fund | USD 19.99 0.01 0.05% |
| Symbol | Palmer |
Palmer Square '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 Palmer Square'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 Palmer Square.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Palmer Square on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Palmer Square Ultra Short or generate 0.0% return on investment in Palmer Square over 90 days. Palmer Square is related to or competes with Palmer Square, Short-term Income, Eventide Limited-term, Target Retirement, Allianzgi Income, and Voya High. Under normal market conditions, the fund will invest at least 80 percent of its net assets in debt securities rated inve... More
Palmer Square 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 Palmer Square'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 Palmer Square Ultra Short upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (4.68) | |||
| Maximum Drawdown | 0.1011 | |||
| Potential Upside | 0.0507 |
Palmer Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Palmer Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Palmer Square's standard deviation. In reality, there are many statistical measures that can use Palmer Square historical prices to predict the future Palmer Square's volatility.| Risk Adjusted Performance | 0.4086 | |||
| Jensen Alpha | 0.0102 | |||
| Total Risk Alpha | 0.0075 | |||
| Treynor Ratio | 1.29 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Palmer Square'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.
Palmer Square Ultra Backtested Returns
At this stage we consider Palmer Mutual Fund to be very steady. Palmer Square Ultra maintains Sharpe Ratio (i.e., Efficiency) of 0.8, which implies the entity had a 0.8 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Palmer Square Ultra, which you can use to evaluate the volatility of the fund. Please check Palmer Square's Variance of 7.0E-4, risk adjusted performance of 0.4086, and Coefficient Of Variation of 124.5 to confirm if the risk estimate we provide is consistent with the expected return of 0.0215%. The fund holds a Beta of 0.0088, which implies not very significant fluctuations relative to the market. As returns on the market increase, Palmer Square's returns are expected to increase less than the market. However, during the bear market, the loss of holding Palmer Square is expected to be smaller as well.
Auto-correlation | 0.98 |
Excellent predictability
Palmer Square Ultra Short has excellent predictability. Overlapping area represents the amount of predictability between Palmer Square time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Palmer Square Ultra price movement. The serial correlation of 0.98 indicates that 98.0% of current Palmer Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.98 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Palmer Square Ultra lagged returns against current returns
Autocorrelation, which is Palmer Square 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 Palmer Square's mutual fund expected returns. We can calculate the autocorrelation of Palmer Square returns to help us make a trade decision. For example, suppose you find that Palmer Square 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 |
Palmer Square 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 Palmer Square mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Palmer Square mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Palmer Square mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Palmer Square Lagged Returns
When evaluating Palmer Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Palmer Square mutual fund have on its future price. Palmer Square 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, Palmer Square autocorrelation shows the relationship between Palmer Square mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Palmer Square Ultra Short.
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 Palmer Mutual Fund
Palmer Square financial ratios help investors to determine whether Palmer 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 Palmer with respect to the benefits of owning Palmer Square security.
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