Rmb Fund A Fund Market Value
| RMBHX Fund | USD 36.03 0.10 0.28% |
| Symbol | Rmb |
Rmb Fund '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 Rmb Fund'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 Rmb Fund.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Rmb Fund on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Rmb Fund A or generate 0.0% return on investment in Rmb Fund over 90 days. Rmb Fund is related to or competes with Rmb Small, Rmb Fund, Rmb Fund, Rmb Mendon, Rmb Mendon, and Rmb Mendon. The fund pursues its investment objective by investing in a diverse portfolio primarily consisting of common stocks of U... More
Rmb Fund 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 Rmb Fund'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 Rmb Fund A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9411 | |||
| Information Ratio | 0.051 | |||
| Maximum Drawdown | 5.24 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.82 |
Rmb Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rmb Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rmb Fund's standard deviation. In reality, there are many statistical measures that can use Rmb Fund historical prices to predict the future Rmb Fund's volatility.| Risk Adjusted Performance | 0.1864 | |||
| Jensen Alpha | 0.0558 | |||
| Total Risk Alpha | 0.0463 | |||
| Sortino Ratio | 0.0514 | |||
| Treynor Ratio | 0.1899 |
Rmb Fund A Backtested Returns
Rmb Fund appears to be very steady, given 3 months investment horizon. Rmb Fund A maintains Sharpe Ratio (i.e., Efficiency) of 0.31, which implies the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Rmb Fund A, which you can use to evaluate the volatility of the fund. Please evaluate Rmb Fund's Semi Deviation of 0.5933, coefficient of variation of 501.54, and Risk Adjusted Performance of 0.1864 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.94, which implies possible diversification benefits within a given portfolio. Rmb Fund returns are very sensitive to returns on the market. As the market goes up or down, Rmb Fund is expected to follow.
Auto-correlation | 0.80 |
Very good predictability
Rmb Fund A has very good predictability. Overlapping area represents the amount of predictability between Rmb Fund time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Rmb Fund A price movement. The serial correlation of 0.8 indicates that around 80.0% of current Rmb Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Rmb Fund A lagged returns against current returns
Autocorrelation, which is Rmb Fund 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 Rmb Fund's mutual fund expected returns. We can calculate the autocorrelation of Rmb Fund returns to help us make a trade decision. For example, suppose you find that Rmb Fund 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 |
Rmb Fund 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 Rmb Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rmb Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rmb Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rmb Fund Lagged Returns
When evaluating Rmb Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rmb Fund mutual fund have on its future price. Rmb Fund 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, Rmb Fund autocorrelation shows the relationship between Rmb Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rmb Fund A.
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 Rmb Mutual Fund
Rmb Fund financial ratios help investors to determine whether Rmb 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 Rmb with respect to the benefits of owning Rmb Fund security.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes |