Sentinel Mon Stock Fund Market Value
| SENCX Fund | USD 77.02 0.22 0.29% |
| Symbol | Sentinel |
Sentinel Mon '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 Sentinel Mon'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 Sentinel Mon.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Sentinel Mon on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Sentinel Mon Stock or generate 0.0% return on investment in Sentinel Mon over 90 days. Sentinel Mon is related to or competes with Sentinel Small, Sentinel Balanced, Sentinel International, Touchstone Sands, and Sentinel Common. The fund invests, under normal market conditions, at least 80 percent of its assets in large capitalization equity secur... More
Sentinel Mon 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 Sentinel Mon'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 Sentinel Mon Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9096 | |||
| Information Ratio | 0.109 | |||
| Maximum Drawdown | 5.29 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 2.09 |
Sentinel Mon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentinel Mon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentinel Mon's standard deviation. In reality, there are many statistical measures that can use Sentinel Mon historical prices to predict the future Sentinel Mon's volatility.| Risk Adjusted Performance | 0.2395 | |||
| Jensen Alpha | 0.2496 | |||
| Total Risk Alpha | 0.0994 | |||
| Sortino Ratio | 0.1187 | |||
| Treynor Ratio | (5.85) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sentinel Mon'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.
Sentinel Mon Stock Backtested Returns
Sentinel Mon appears to be very steady, given 3 months investment horizon. Sentinel Mon Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.35, which indicates the fund had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sentinel Mon Stock, which you can use to evaluate the volatility of the fund. Please review Sentinel Mon's Coefficient Of Variation of 390.05, semi deviation of 0.5133, and Risk Adjusted Performance of 0.2395 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.0417, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sentinel Mon are expected to decrease at a much lower rate. During the bear market, Sentinel Mon is likely to outperform the market.
Auto-correlation | 0.88 |
Very good predictability
Sentinel Mon Stock has very good predictability. Overlapping area represents the amount of predictability between Sentinel Mon 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 Sentinel Mon Stock price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Sentinel Mon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 2.57 |
Sentinel Mon Stock lagged returns against current returns
Autocorrelation, which is Sentinel Mon 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 Sentinel Mon's mutual fund expected returns. We can calculate the autocorrelation of Sentinel Mon returns to help us make a trade decision. For example, suppose you find that Sentinel Mon 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 |
Sentinel Mon 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 Sentinel Mon mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentinel Mon mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sentinel Mon mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sentinel Mon Lagged Returns
When evaluating Sentinel Mon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentinel Mon mutual fund have on its future price. Sentinel Mon 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, Sentinel Mon autocorrelation shows the relationship between Sentinel Mon mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sentinel Mon Stock.
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 Sentinel Mutual Fund
Sentinel Mon financial ratios help investors to determine whether Sentinel 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 Sentinel with respect to the benefits of owning Sentinel Mon security.
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