Private Capital Management Fund Market Value
| VFPIX Fund | USD 18.11 0.12 0.66% |
| Symbol | Private |
Private Capital '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 Private Capital'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 Private Capital.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Private Capital on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Private Capital Management or generate 0.0% return on investment in Private Capital over 90 days. Private Capital is related to or competes with Bts Tactical, Artisan High, Morningstar Defensive, Ab Bond, Enhanced Fixed, Ab Bond, and Siit High. The fund, under normal circumstances, primarily invests in common stocks of companies listed on stock exchanges in North... More
Private Capital 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 Private Capital'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 Private Capital Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.049 | |||
| Maximum Drawdown | 5.2 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 2.03 |
Private Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Private Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Private Capital's standard deviation. In reality, there are many statistical measures that can use Private Capital historical prices to predict the future Private Capital's volatility.| Risk Adjusted Performance | 0.1651 | |||
| Jensen Alpha | 0.209 | |||
| Total Risk Alpha | 0.0291 | |||
| Sortino Ratio | 0.0464 | |||
| Treynor Ratio | (1.03) |
Private Capital Mana Backtested Returns
Private Capital appears to be very steady, given 3 months investment horizon. Private Capital Mana maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Private Capital Mana, which you can use to evaluate the volatility of the fund. Please evaluate Private Capital's Risk Adjusted Performance of 0.1651, coefficient of variation of 571.23, and Semi Deviation of 0.9025 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Private Capital are expected to decrease at a much lower rate. During the bear market, Private Capital is likely to outperform the market.
Auto-correlation | 0.26 |
Poor predictability
Private Capital Management has poor predictability. Overlapping area represents the amount of predictability between Private Capital 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 Private Capital Mana price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Private Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Private Capital Mana lagged returns against current returns
Autocorrelation, which is Private Capital 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 Private Capital's mutual fund expected returns. We can calculate the autocorrelation of Private Capital returns to help us make a trade decision. For example, suppose you find that Private Capital 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 |
Private Capital 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 Private Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Private Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Private Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Private Capital Lagged Returns
When evaluating Private Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Private Capital mutual fund have on its future price. Private Capital 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, Private Capital autocorrelation shows the relationship between Private Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Private Capital Management.
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 Private Mutual Fund
Private Capital financial ratios help investors to determine whether Private 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 Private with respect to the benefits of owning Private Capital security.
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