Rbc Enterprise Fund Market Value
| TETAX Fund | USD 13.13 0.10 0.76% |
| Symbol | Rbc |
Rbc Enterprise '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 Rbc Enterprise'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 Rbc Enterprise.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Rbc Enterprise on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Rbc Enterprise Fund or generate 0.0% return on investment in Rbc Enterprise over 90 days. Rbc Enterprise is related to or competes with Barings Us, Ab High, Morningstar Aggressive, Pace High, and Americafirst Monthly. The fund normally invests primarily in common stocks of companies whose market capitalizations at the time of the funds ... More
Rbc Enterprise 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 Rbc Enterprise'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 Rbc Enterprise Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.0342 | |||
| Maximum Drawdown | 5.75 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.14 |
Rbc Enterprise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbc Enterprise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbc Enterprise's standard deviation. In reality, there are many statistical measures that can use Rbc Enterprise historical prices to predict the future Rbc Enterprise's volatility.| Risk Adjusted Performance | 0.1497 | |||
| Jensen Alpha | 0.1993 | |||
| Total Risk Alpha | 0.0108 | |||
| Sortino Ratio | 0.0363 | |||
| Treynor Ratio | (0.75) |
Rbc Enterprise Backtested Returns
At this stage we consider Rbc Mutual Fund to be very steady. Rbc Enterprise maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rbc Enterprise, which you can use to evaluate the volatility of the fund. Please check Rbc Enterprise's Risk Adjusted Performance of 0.1497, semi deviation of 0.8871, and Coefficient Of Variation of 631.37 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The fund holds a Beta of -0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rbc Enterprise are expected to decrease at a much lower rate. During the bear market, Rbc Enterprise is likely to outperform the market.
Auto-correlation | 0.49 |
Average predictability
Rbc Enterprise Fund has average predictability. Overlapping area represents the amount of predictability between Rbc Enterprise time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Rbc Enterprise price movement. The serial correlation of 0.49 indicates that about 49.0% of current Rbc Enterprise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Rbc Enterprise lagged returns against current returns
Autocorrelation, which is Rbc Enterprise 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 Rbc Enterprise's mutual fund expected returns. We can calculate the autocorrelation of Rbc Enterprise returns to help us make a trade decision. For example, suppose you find that Rbc Enterprise 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 |
Rbc Enterprise 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 Rbc Enterprise mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbc Enterprise mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rbc Enterprise mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rbc Enterprise Lagged Returns
When evaluating Rbc Enterprise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rbc Enterprise mutual fund have on its future price. Rbc Enterprise 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, Rbc Enterprise autocorrelation shows the relationship between Rbc Enterprise mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rbc Enterprise Fund.
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 Rbc Mutual Fund
Rbc Enterprise financial ratios help investors to determine whether Rbc 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 Rbc with respect to the benefits of owning Rbc Enterprise security.
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