Tglix Fund Market Value
| TGLIX Fund | USD 76.16 0.12 0.16% |
| Symbol | Tglix |
Tglix '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 Tglix'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 Tglix.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Tglix on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Tglix or generate 0.0% return on investment in Tglix over 90 days. Tglix is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80 percent of its ... More
Tglix 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 Tglix'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 Tglix upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.33 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.31 |
Tglix Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tglix's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tglix's standard deviation. In reality, there are many statistical measures that can use Tglix historical prices to predict the future Tglix's volatility.| Risk Adjusted Performance | 0.0618 | |||
| Jensen Alpha | 0.207 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.19) |
Tglix Backtested Returns
At this stage we consider Tglix Mutual Fund to be very steady. Tglix owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0671, which indicates the fund had a 0.0671 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tglix, which you can use to evaluate the volatility of the fund. Please validate Tglix's Semi Deviation of 1.98, risk adjusted performance of 0.0618, and Coefficient Of Variation of 1597.18 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. The entity has a beta of -0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tglix are expected to decrease at a much lower rate. During the bear market, Tglix is likely to outperform the market.
Auto-correlation | -0.37 |
Poor reverse predictability
Tglix has poor reverse predictability. Overlapping area represents the amount of predictability between Tglix time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Tglix price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Tglix price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 2.66 |
Tglix lagged returns against current returns
Autocorrelation, which is Tglix 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 Tglix's mutual fund expected returns. We can calculate the autocorrelation of Tglix returns to help us make a trade decision. For example, suppose you find that Tglix 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 |
Tglix 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 Tglix mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tglix mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tglix mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tglix Lagged Returns
When evaluating Tglix's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tglix mutual fund have on its future price. Tglix 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, Tglix autocorrelation shows the relationship between Tglix mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tglix.
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 Tglix Mutual Fund
Tglix financial ratios help investors to determine whether Tglix 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 Tglix with respect to the benefits of owning Tglix security.
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