Cavanal Hill Hedged Fund Market Value

AILIX Fund  USD 11.64  0.01  0.09%   
Cavanal Hill's market value is the price at which a share of Cavanal Hill trades on a public exchange. It measures the collective expectations of Cavanal Hill Hedged investors about its performance. Cavanal Hill is trading at 11.64 as of the 15th of December 2024; that is 0.09 percent up since the beginning of the trading day. The fund's open price was 11.63.
With this module, you can estimate the performance of a buy and hold strategy of Cavanal Hill Hedged and determine expected loss or profit from investing in Cavanal Hill over a given investment horizon. Check out Cavanal Hill Correlation, Cavanal Hill Volatility and Cavanal Hill Alpha and Beta module to complement your research on Cavanal Hill.
Symbol

Please note, there is a significant difference between Cavanal Hill's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cavanal Hill is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cavanal Hill'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.

Cavanal Hill '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 Cavanal Hill'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 Cavanal Hill.
0.00
11/15/2024
No Change 0.00  0.0 
In 31 days
12/15/2024
0.00
If you would invest  0.00  in Cavanal Hill on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Cavanal Hill Hedged or generate 0.0% return on investment in Cavanal Hill over 30 days. Cavanal Hill is related to or competes with Bond Fund, Limited Duration, Cavanal Hill, World Energy, Bond Fund, Strategic Enhanced, and Limited Duration. The fund invests primarily in dividend paying equity securities, with at least 80 percent of its net assets in income ge... More

Cavanal Hill 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 Cavanal Hill'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 Cavanal Hill Hedged upside and downside potential and time the market with a certain degree of confidence.

Cavanal Hill Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cavanal Hill's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cavanal Hill's standard deviation. In reality, there are many statistical measures that can use Cavanal Hill historical prices to predict the future Cavanal Hill's volatility.
Hype
Prediction
LowEstimatedHigh
11.1911.6412.09
Details
Intrinsic
Valuation
LowRealHigh
11.1411.5912.04
Details
Naive
Forecast
LowNextHigh
11.1411.5912.05
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.6011.6411.67
Details

Cavanal Hill Hedged Backtested Returns

At this stage we consider Cavanal Mutual Fund to be very steady. Cavanal Hill Hedged secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cavanal Hill Hedged, which you can use to evaluate the volatility of the entity. Please confirm Cavanal Hill's Mean Deviation of 0.3234, risk adjusted performance of 0.1176, and Downside Deviation of 0.4509 to double-check if the risk estimate we provide is consistent with the expected return of 0.0672%. The fund shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cavanal Hill's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cavanal Hill is expected to be smaller as well.

Auto-correlation

    
  -0.11  

Insignificant reverse predictability

Cavanal Hill Hedged has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cavanal Hill time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cavanal Hill Hedged price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Cavanal Hill price fluctuation can be explain by its past prices.
Correlation Coefficient-0.11
Spearman Rank Test0.44
Residual Average0.0
Price Variance0.0

Cavanal Hill Hedged lagged returns against current returns

Autocorrelation, which is Cavanal Hill 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 Cavanal Hill's mutual fund expected returns. We can calculate the autocorrelation of Cavanal Hill returns to help us make a trade decision. For example, suppose you find that Cavanal Hill 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  

Cavanal Hill 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 Cavanal Hill mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cavanal Hill mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cavanal Hill mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Cavanal Hill Lagged Returns

When evaluating Cavanal Hill's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cavanal Hill mutual fund have on its future price. Cavanal Hill 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, Cavanal Hill autocorrelation shows the relationship between Cavanal Hill mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cavanal Hill Hedged.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Cavanal Mutual Fund

Cavanal Hill financial ratios help investors to determine whether Cavanal 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 Cavanal with respect to the benefits of owning Cavanal Hill security.
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