Appleseed Fund Appleseed Fund Market Value
| APPLX Fund | USD 14.62 0.22 1.53% |
| Symbol | Appleseed |
Appleseed Fund '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 Appleseed Fund'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 Appleseed Fund.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Appleseed Fund on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Appleseed Fund Appleseed or generate 0.0% return on investment in Appleseed Fund over 90 days. Appleseed Fund is related to or competes with Portfolio, Parnassus Endeavor, and Matthews Asia. The fund invests primarily in a portfolio of equity securities of companies that are undervalued in the opinion of the f... More
Appleseed Fund 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 Appleseed Fund'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 Appleseed Fund Appleseed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1147 | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.18 |
Appleseed Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Appleseed Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Appleseed Fund's standard deviation. In reality, there are many statistical measures that can use Appleseed Fund historical prices to predict the future Appleseed Fund's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | 0.0417 | |||
| Total Risk Alpha | 0.0901 | |||
| Treynor Ratio | (0.03) |
Appleseed Fund Appleseed Backtested Returns
At this stage we consider Appleseed Mutual Fund to be very steady. Appleseed Fund Appleseed secures Sharpe Ratio (or Efficiency) of 0.0464, which signifies that the fund had a 0.0464 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Appleseed Fund Appleseed, which you can use to evaluate the volatility of the entity. Please confirm Appleseed Fund's insignificant Risk Adjusted Performance, mean deviation of 0.6124, and Standard Deviation of 0.83 to double-check if the risk estimate we provide is consistent with the expected return of 0.0392%. The fund shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Appleseed Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Appleseed Fund is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
Appleseed Fund Appleseed has weak reverse predictability. Overlapping area represents the amount of predictability between Appleseed Fund time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Appleseed Fund Appleseed price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Appleseed Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Appleseed Fund Appleseed lagged returns against current returns
Autocorrelation, which is Appleseed Fund 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 Appleseed Fund's mutual fund expected returns. We can calculate the autocorrelation of Appleseed Fund returns to help us make a trade decision. For example, suppose you find that Appleseed Fund 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 |
Appleseed Fund 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 Appleseed Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Appleseed Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Appleseed Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Appleseed Fund Lagged Returns
When evaluating Appleseed Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Appleseed Fund mutual fund have on its future price. Appleseed Fund 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, Appleseed Fund autocorrelation shows the relationship between Appleseed Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Appleseed Fund Appleseed.
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 Appleseed Mutual Fund
Appleseed Fund financial ratios help investors to determine whether Appleseed 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 Appleseed with respect to the benefits of owning Appleseed Fund security.
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