Northern Ustreasury Index Fund Market Value
| BTIAX Fund | USD 19.29 0.02 0.10% |
| Symbol | NORTHERN |
Northern Ustreasury '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 Northern Ustreasury'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 Northern Ustreasury.
| 04/06/2023 |
| 03/26/2025 |
If you would invest 0.00 in Northern Ustreasury on April 6, 2023 and sell it all today you would earn a total of 0.00 from holding Northern Ustreasury Index or generate 0.0% return on investment in Northern Ustreasury over 720 days. Northern Ustreasury is related to or competes with Pgim Esg, Chartwell Short, T Rowe, Muzinich, and T Rowe. The fund will invest substantially all of its net assets in a representative sample of the U.S More
Northern Ustreasury 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 Northern Ustreasury'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 Northern Ustreasury Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.275 | |||
| Information Ratio | 0.0342 | |||
| Maximum Drawdown | 1.28 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.5187 |
Northern Ustreasury Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Northern Ustreasury's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Northern Ustreasury's standard deviation. In reality, there are many statistical measures that can use Northern Ustreasury historical prices to predict the future Northern Ustreasury's volatility.| Risk Adjusted Performance | 0.0472 | |||
| Jensen Alpha | 0.0125 | |||
| Total Risk Alpha | 0.0116 | |||
| Sortino Ratio | 0.0354 | |||
| Treynor Ratio | 0.6185 |
Northern Ustreasury Index Backtested Returns
At this stage we consider NORTHERN Mutual Fund to be very steady. Northern Ustreasury Index has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Northern Ustreasury, which you can use to evaluate the volatility of the fund. Please verify Northern Ustreasury's Downside Deviation of 0.275, risk adjusted performance of 0.0472, and Mean Deviation of 0.2232 to check out if the risk estimate we provide is consistent with the expected return of 0.0365%. The fund secures a Beta (Market Risk) of 0.0203, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Northern Ustreasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding Northern Ustreasury is expected to be smaller as well.
Auto-correlation | -0.54 |
Good reverse predictability
Northern Ustreasury Index has good reverse predictability. Overlapping area represents the amount of predictability between Northern Ustreasury time series from 6th of April 2023 to 31st of March 2024 and 31st of March 2024 to 26th 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 Northern Ustreasury Index price movement. The serial correlation of -0.54 indicates that about 54.0% of current Northern Ustreasury price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Northern Ustreasury Index lagged returns against current returns
Autocorrelation, which is Northern Ustreasury 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 Northern Ustreasury's mutual fund expected returns. We can calculate the autocorrelation of Northern Ustreasury returns to help us make a trade decision. For example, suppose you find that Northern Ustreasury 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 |
Northern Ustreasury 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 Northern Ustreasury mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Northern Ustreasury mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Northern Ustreasury mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Northern Ustreasury Lagged Returns
When evaluating Northern Ustreasury's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Northern Ustreasury mutual fund have on its future price. Northern Ustreasury 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, Northern Ustreasury autocorrelation shows the relationship between Northern Ustreasury mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Northern Ustreasury Index.
Regressed Prices |
| Timeline |
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Other Information on Investing in NORTHERN Mutual Fund
Northern Ustreasury financial ratios help investors to determine whether NORTHERN 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 NORTHERN with respect to the benefits of owning Northern Ustreasury security.
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