Wcm Alternatives Event Driven Fund Market Value
| WCEIX Fund | USD 11.16 0.01 0.09% |
| Symbol | Wcm |
Wcm Alternatives '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 Wcm Alternatives' 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 Wcm Alternatives.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Wcm Alternatives on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Wcm Alternatives Event Driven or generate 0.0% return on investment in Wcm Alternatives over 90 days. Wcm Alternatives is related to or competes with Wcm Alternatives, Ultramid Cap, Dfa Municipal, Balanced Fund, Ab International, and Pimco Dynamic. The fund adviser primarily employs investment strategies designed to capture price movements generated by specific events, including, but not limited to, equity andor debt securities of companies involved in mergers, acquisitions, asset sales or other divestitures, restructurings, refinancings, recapitalizations, reorganizations or other special situations . More
Wcm Alternatives 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 Wcm Alternatives' 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 Wcm Alternatives Event Driven upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1945 | |||
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 0.926 | |||
| Value At Risk | (0.18) | |||
| Potential Upside | 0.4554 |
Wcm Alternatives Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wcm Alternatives' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wcm Alternatives' standard deviation. In reality, there are many statistical measures that can use Wcm Alternatives historical prices to predict the future Wcm Alternatives' volatility.| Risk Adjusted Performance | 0.3161 | |||
| Jensen Alpha | 0.0432 | |||
| Total Risk Alpha | 0.035 | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | 0.4474 |
Wcm Alternatives Event Backtested Returns
At this stage we consider Wcm Mutual Fund to be very steady. Wcm Alternatives Event shows Sharpe Ratio of 0.37, which attests that the fund had a 0.37 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Wcm Alternatives Event, which you can use to evaluate the volatility of the fund. Please check out Wcm Alternatives' Market Risk Adjusted Performance of 0.4574, coefficient of variation of 262.21, and Mean Deviation of 0.1381 to validate if the risk estimate we provide is consistent with the expected return of 0.0681%. The entity maintains a market beta of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wcm Alternatives' returns are expected to increase less than the market. However, during the bear market, the loss of holding Wcm Alternatives is expected to be smaller as well.
Auto-correlation | 0.93 |
Excellent predictability
Wcm Alternatives Event Driven has excellent predictability. Overlapping area represents the amount of predictability between Wcm Alternatives time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Wcm Alternatives Event price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Wcm Alternatives price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Wcm Alternatives Event lagged returns against current returns
Autocorrelation, which is Wcm Alternatives 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 Wcm Alternatives' mutual fund expected returns. We can calculate the autocorrelation of Wcm Alternatives returns to help us make a trade decision. For example, suppose you find that Wcm Alternatives 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 |
Wcm Alternatives 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 Wcm Alternatives mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wcm Alternatives mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wcm Alternatives mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Wcm Alternatives Lagged Returns
When evaluating Wcm Alternatives' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wcm Alternatives mutual fund have on its future price. Wcm Alternatives 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, Wcm Alternatives autocorrelation shows the relationship between Wcm Alternatives mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Wcm Alternatives Event Driven.
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 Wcm Mutual Fund
Wcm Alternatives financial ratios help investors to determine whether Wcm 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 Wcm with respect to the benefits of owning Wcm Alternatives security.
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