Wabmsx Fund Market Value
| WABMSX Fund | 17.39 0.04 0.23% |
| Symbol | Wabmsx |
Please note, there is a significant difference between Wabmsx's value and its price as these two are different measures arrived at by different means. Investors typically determine if Wabmsx is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Wabmsx's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Wabmsx '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 Wabmsx's 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 Wabmsx.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Wabmsx on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Wabmsx or generate 0.0% return on investment in Wabmsx over 90 days. Wabmsx is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Wabmsx is entity of United States. It is traded as Fund on NMFQS exchange. More
Wabmsx 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 Wabmsx's 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 Wabmsx upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7393 | |||
| Information Ratio | 0.0855 | |||
| Maximum Drawdown | 3.58 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.7 |
Wabmsx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wabmsx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wabmsx's standard deviation. In reality, there are many statistical measures that can use Wabmsx historical prices to predict the future Wabmsx's volatility.| Risk Adjusted Performance | 0.2637 | |||
| Jensen Alpha | 0.2078 | |||
| Total Risk Alpha | 0.092 | |||
| Sortino Ratio | 0.0843 | |||
| Treynor Ratio | (2.82) |
Wabmsx Backtested Returns
Wabmsx appears to be very steady, given 3 months investment horizon. Wabmsx shows Sharpe Ratio of 0.33, which attests that the fund had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Wabmsx, which you can use to evaluate the volatility of the fund. Please utilize Wabmsx's Downside Deviation of 0.7393, mean deviation of 0.5076, and Market Risk Adjusted Performance of (2.81) to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of -0.0703, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Wabmsx are expected to decrease at a much lower rate. During the bear market, Wabmsx is likely to outperform the market.
Auto-correlation | 0.85 |
Very good predictability
Wabmsx has very good predictability. Overlapping area represents the amount of predictability between Wabmsx 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 Wabmsx price movement. The serial correlation of 0.85 indicates that around 85.0% of current Wabmsx price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Wabmsx lagged returns against current returns
Autocorrelation, which is Wabmsx 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 Wabmsx's fund expected returns. We can calculate the autocorrelation of Wabmsx returns to help us make a trade decision. For example, suppose you find that Wabmsx has exhibited high autocorrelation historically, and you observe that the 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 |
Wabmsx 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 Wabmsx fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wabmsx fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wabmsx fund over time.
Current vs Lagged Prices |
| Timeline |
Wabmsx Lagged Returns
When evaluating Wabmsx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wabmsx fund have on its future price. Wabmsx 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, Wabmsx autocorrelation shows the relationship between Wabmsx fund current value and its past values and can show if there is a momentum factor associated with investing in Wabmsx.
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 Wabmsx Fund
Wabmsx financial ratios help investors to determine whether Wabmsx 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 Wabmsx with respect to the benefits of owning Wabmsx security.
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency |