Dreyfus Treasury Securities Fund Market Value
| DIRXX Fund | USD 1.00 0.00 0.00% |
| Symbol | Dreyfus |
Please note, there is a significant difference between Dreyfus Treasury's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dreyfus Treasury is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dreyfus Treasury'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.
Dreyfus Treasury '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 Dreyfus Treasury's money market 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 Dreyfus Treasury.
| 07/02/2024 |
| 12/29/2024 |
If you would invest 0.00 in Dreyfus Treasury on July 2, 2024 and sell it all today you would earn a total of 0.00 from holding Dreyfus Treasury Securities or generate 0.0% return on investment in Dreyfus Treasury over 180 days. Dreyfus Treasury is related to or competes with Multisector Bond, Touchstone Premium, T Rowe, National Tax, Morningstar Defensive, and Versatile Bond. Dreyfus Treasury is entity of United States More
Dreyfus Treasury 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 Dreyfus Treasury's money market 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 Dreyfus Treasury Securities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 1.01 |
Dreyfus Treasury Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfus Treasury's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfus Treasury's standard deviation. In reality, there are many statistical measures that can use Dreyfus Treasury historical prices to predict the future Dreyfus Treasury's volatility.| Risk Adjusted Performance | 0.044 | |||
| Jensen Alpha | 0.0055 | |||
| Total Risk Alpha | 0.0018 | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dreyfus Treasury's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dreyfus Treasury Sec Backtested Returns
We have found sixteen technical indicators for Dreyfus Treasury Securities, which you can use to evaluate the volatility of the entity. Please confirm Dreyfus Treasury's Coefficient Of Variation of 812.4, standard deviation of 0.1243, and Mean Deviation of 0.0301 to check if the risk estimate we provide is consistent with the expected return of 0.0%. The fund shows a Beta (market volatility) of -0.0108, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dreyfus Treasury are expected to decrease at a much lower rate. During the bear market, Dreyfus Treasury is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
Dreyfus Treasury Securities has no correlation between past and present. Overlapping area represents the amount of predictability between Dreyfus Treasury time series from 2nd of July 2024 to 30th of September 2024 and 30th of September 2024 to 29th 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 Dreyfus Treasury Sec price movement. The serial correlation of 0.0 indicates that just 0.0% of current Dreyfus Treasury price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dreyfus Treasury Sec lagged returns against current returns
Autocorrelation, which is Dreyfus Treasury money market 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 Dreyfus Treasury's money market fund expected returns. We can calculate the autocorrelation of Dreyfus Treasury returns to help us make a trade decision. For example, suppose you find that Dreyfus Treasury has exhibited high autocorrelation historically, and you observe that the money market 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 |
Dreyfus Treasury 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 Dreyfus Treasury money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dreyfus Treasury money market fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dreyfus Treasury money market fund over time.
Current vs Lagged Prices |
| Timeline |
Dreyfus Treasury Lagged Returns
When evaluating Dreyfus Treasury's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dreyfus Treasury money market fund have on its future price. Dreyfus Treasury 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, Dreyfus Treasury autocorrelation shows the relationship between Dreyfus Treasury money market fund current value and its past values and can show if there is a momentum factor associated with investing in Dreyfus Treasury Securities.
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 Dreyfus Money Market Fund
Dreyfus Treasury financial ratios help investors to determine whether Dreyfus Money Market 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 Dreyfus with respect to the benefits of owning Dreyfus Treasury security.
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