Moderately Servative Balanced Fund Market Value
| SMACX Fund | USD 11.63 0.01 0.09% |
| Symbol | Moderately |
Moderately Servative '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 Moderately Servative'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 Moderately Servative.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Moderately Servative on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Moderately Servative Balanced or generate 0.0% return on investment in Moderately Servative over 90 days. Moderately Servative is related to or competes with Vanguard Information, Goldman Sachs, Putnam Global, Columbia Global, Invesco Technology, and Fidelity Advisor. The investment seeks total return consisting of capital appreciation and income More
Moderately Servative 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 Moderately Servative'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 Moderately Servative Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4858 | |||
| Information Ratio | 0.0379 | |||
| Maximum Drawdown | 2.8 | |||
| Value At Risk | (0.53) | |||
| Potential Upside | 0.9225 |
Moderately Servative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderately Servative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderately Servative's standard deviation. In reality, there are many statistical measures that can use Moderately Servative historical prices to predict the future Moderately Servative's volatility.| Risk Adjusted Performance | 0.3096 | |||
| Jensen Alpha | 0.1071 | |||
| Total Risk Alpha | 0.0842 | |||
| Sortino Ratio | 0.0375 | |||
| Treynor Ratio | 0.445 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moderately Servative'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.
Moderately Servative Backtested Returns
At this stage we consider Moderately Mutual Fund to be very steady. Moderately Servative has Sharpe Ratio of 0.34, which conveys that the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Moderately Servative, which you can use to evaluate the volatility of the fund. Please verify Moderately Servative's Mean Deviation of 0.341, risk adjusted performance of 0.3096, and Coefficient Of Variation of 292.11 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. The fund secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moderately Servative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderately Servative is expected to be smaller as well.
Auto-correlation | 0.89 |
Very good predictability
Moderately Servative Balanced has very good predictability. Overlapping area represents the amount of predictability between Moderately Servative 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 Moderately Servative price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Moderately Servative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Moderately Servative lagged returns against current returns
Autocorrelation, which is Moderately Servative 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 Moderately Servative's mutual fund expected returns. We can calculate the autocorrelation of Moderately Servative returns to help us make a trade decision. For example, suppose you find that Moderately Servative 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 |
Moderately Servative 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 Moderately Servative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moderately Servative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moderately Servative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Moderately Servative Lagged Returns
When evaluating Moderately Servative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moderately Servative mutual fund have on its future price. Moderately Servative 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, Moderately Servative autocorrelation shows the relationship between Moderately Servative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Moderately Servative Balanced.
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 Moderately Mutual Fund
Moderately Servative financial ratios help investors to determine whether Moderately 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 Moderately with respect to the benefits of owning Moderately Servative security.
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