Intal High Relative Fund Market Value
| DIHRX Fund | USD 13.58 0.23 1.72% |
| Symbol | Intal |
Intal High '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 Intal High'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 Intal High.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Intal High on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Intal High Relative or generate 0.0% return on investment in Intal High over 90 days. Intal High is related to or competes with Vanguard Intermediate-ter, Ab Bond, Nationwide Government, Doubleline Total, Intermediate Bond, and Versatile Bond. Under normal circumstances, the portfolio will invest at least 80 percent of its net assets in securities of companies i... More
Intal High 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 Intal High'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 Intal High Relative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8727 | |||
| Information Ratio | 0.2451 | |||
| Maximum Drawdown | 3.8 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.51 |
Intal High Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intal High's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intal High's standard deviation. In reality, there are many statistical measures that can use Intal High historical prices to predict the future Intal High's volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | 0.097 | |||
| Total Risk Alpha | 0.1926 | |||
| Sortino Ratio | 0.2288 | |||
| Treynor Ratio | 1.55 |
Intal High Relative Backtested Returns
At this stage we consider Intal Mutual Fund to be very steady. Intal High Relative holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Intal High Relative, which you can use to evaluate the volatility of the entity. Please check out Intal High's Market Risk Adjusted Performance of 1.56, risk adjusted performance of 0.1068, and Downside Deviation of 0.8727 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. The fund retains a Market Volatility (i.e., Beta) of 0.0585, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intal High's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intal High is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
Intal High Relative has below average predictability. Overlapping area represents the amount of predictability between Intal High 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 Intal High Relative price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Intal High price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Intal High Relative lagged returns against current returns
Autocorrelation, which is Intal High 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 Intal High's mutual fund expected returns. We can calculate the autocorrelation of Intal High returns to help us make a trade decision. For example, suppose you find that Intal High 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 |
Intal High 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 Intal High mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intal High mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intal High mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Intal High Lagged Returns
When evaluating Intal High's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intal High mutual fund have on its future price. Intal High 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, Intal High autocorrelation shows the relationship between Intal High mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Intal High Relative.
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 Intal Mutual Fund
Intal High financial ratios help investors to determine whether Intal 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 Intal with respect to the benefits of owning Intal High security.
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