Manning Napier Callodine Fund Market Value
| CEIZX Fund | 15.73 0.01 0.06% |
| Symbol | Manning |
Manning Napier '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 Manning Napier'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 Manning Napier.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Manning Napier on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Manning Napier Callodine or generate 0.0% return on investment in Manning Napier over 720 days. Manning Napier is related to or competes with Pro-blend(r) Extended, Pro-blend(r) Extended, Unconstrained Bond, Pro-blend(r) Conservative, Manning Napier, and Disciplined Value. The fund will, under normal circumstances, invest at least 80 percent of its net assets, plus borrowings for investment ... More
Manning Napier 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 Manning Napier'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 Manning Napier Callodine upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6888 | |||
| Information Ratio | 0.0331 | |||
| Maximum Drawdown | 4.63 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.78 |
Manning Napier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Manning Napier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Manning Napier's standard deviation. In reality, there are many statistical measures that can use Manning Napier historical prices to predict the future Manning Napier's volatility.| Risk Adjusted Performance | 0.1338 | |||
| Jensen Alpha | 0.0604 | |||
| Total Risk Alpha | 0.0111 | |||
| Sortino Ratio | 0.0425 | |||
| Treynor Ratio | 0.1973 |
Manning Napier Callodine Backtested Returns
At this stage we consider Manning Mutual Fund to be very steady. Manning Napier Callodine has Sharpe Ratio of 0.19, which conveys that the entity had a 0.19% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Manning Napier, which you can use to evaluate the volatility of the fund. Please verify Manning Napier's Downside Deviation of 0.6888, risk adjusted performance of 0.1338, and Mean Deviation of 0.6896 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The fund secures a Beta (Market Risk) of 0.73, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Manning Napier's returns are expected to increase less than the market. However, during the bear market, the loss of holding Manning Napier is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Manning Napier Callodine has average predictability. Overlapping area represents the amount of predictability between Manning Napier time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 Manning Napier Callodine price movement. The serial correlation of 0.49 indicates that about 49.0% of current Manning Napier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Manning Napier Callodine lagged returns against current returns
Autocorrelation, which is Manning Napier 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 Manning Napier's mutual fund expected returns. We can calculate the autocorrelation of Manning Napier returns to help us make a trade decision. For example, suppose you find that Manning Napier 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 |
Manning Napier 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 Manning Napier mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Manning Napier mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Manning Napier mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Manning Napier Lagged Returns
When evaluating Manning Napier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Manning Napier mutual fund have on its future price. Manning Napier 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, Manning Napier autocorrelation shows the relationship between Manning Napier mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Manning Napier Callodine.
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 Manning Mutual Fund
Manning Napier financial ratios help investors to determine whether Manning 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 Manning with respect to the benefits of owning Manning Napier security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |