Wbrprx Fund Market Value
| WBRPRX Fund | USD 23.21 0.04 0.17% |
| Symbol | Wbrprx |
Please note, there is a significant difference between Wbrprx's value and its price as these two are different measures arrived at by different means. Investors typically determine if Wbrprx is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Wbrprx'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.
Wbrprx '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 Wbrprx'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 Wbrprx.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Wbrprx on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Wbrprx or generate 0.0% return on investment in Wbrprx over 90 days. Wbrprx is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Wbrprx is entity of United States. It is traded as Fund on NMFQS exchange. More
Wbrprx 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 Wbrprx'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 Wbrprx upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3999 | |||
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 1.81 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.6312 |
Wbrprx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wbrprx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wbrprx's standard deviation. In reality, there are many statistical measures that can use Wbrprx historical prices to predict the future Wbrprx's volatility.| Risk Adjusted Performance | 0.2709 | |||
| Jensen Alpha | 0.048 | |||
| Total Risk Alpha | 0.0356 | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | 0.3227 |
Wbrprx Backtested Returns
At this stage we consider Wbrprx Fund to be very steady. Wbrprx shows Sharpe Ratio of 0.31, which attests that the fund had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Wbrprx, which you can use to evaluate the volatility of the fund. Please check out Wbrprx's Mean Deviation of 0.2465, market risk adjusted performance of 0.3327, and Coefficient Of Variation of 314.54 to validate if the risk estimate we provide is consistent with the expected return of 0.0912%. The entity maintains a market beta of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wbrprx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wbrprx is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Wbrprx has very good predictability. Overlapping area represents the amount of predictability between Wbrprx 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 Wbrprx price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Wbrprx price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Wbrprx lagged returns against current returns
Autocorrelation, which is Wbrprx 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 Wbrprx's fund expected returns. We can calculate the autocorrelation of Wbrprx returns to help us make a trade decision. For example, suppose you find that Wbrprx 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 |
Wbrprx 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 Wbrprx fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wbrprx fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wbrprx fund over time.
Current vs Lagged Prices |
| Timeline |
Wbrprx Lagged Returns
When evaluating Wbrprx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wbrprx fund have on its future price. Wbrprx 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, Wbrprx autocorrelation shows the relationship between Wbrprx fund current value and its past values and can show if there is a momentum factor associated with investing in Wbrprx.
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 Wbrprx Fund
Wbrprx financial ratios help investors to determine whether Wbrprx 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 Wbrprx with respect to the benefits of owning Wbrprx security.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |