Dreyfus Large Cap Fund Market Value
| DLQAX Fund | USD 12.14 0.27 2.27% |
| Symbol | Dreyfus |
Dreyfus Large '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 Large'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 Dreyfus Large.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Dreyfus Large on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Dreyfus Large Cap or generate 0.0% return on investment in Dreyfus Large over 90 days. Dreyfus Large is related to or competes with Cardinal Small, Eic Value, T Rowe, Gmo Quality, Aam Select, Boyd Watterson, and Barings Active. To pursue its goal, the fund normally invests at least 80 percent of its net assets, plus any borrowings for investment ... More
Dreyfus Large 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 Large'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 Dreyfus Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 24.8 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 1.34 |
Dreyfus Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfus Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfus Large's standard deviation. In reality, there are many statistical measures that can use Dreyfus Large historical prices to predict the future Dreyfus Large's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.26) |
Dreyfus Large Cap Backtested Returns
Dreyfus Large Cap secures Sharpe Ratio (or Efficiency) of -0.15, which denotes the fund had a -0.15 % return per unit of standard deviation over the last 3 months. Dreyfus Large Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dreyfus Large's Mean Deviation of 1.38, standard deviation of 3.38, and Coefficient Of Variation of (661.14) to check the risk estimate we provide. The fund shows a Beta (market volatility) of 2.03, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dreyfus Large will likely underperform.
Auto-correlation | -0.05 |
Very weak reverse predictability
Dreyfus Large Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Dreyfus Large time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Dreyfus Large Cap price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Dreyfus Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Dreyfus Large Cap lagged returns against current returns
Autocorrelation, which is Dreyfus Large 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 Dreyfus Large's mutual fund expected returns. We can calculate the autocorrelation of Dreyfus Large returns to help us make a trade decision. For example, suppose you find that Dreyfus Large 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 |
Dreyfus Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dreyfus Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dreyfus Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dreyfus Large Lagged Returns
When evaluating Dreyfus Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dreyfus Large mutual fund have on its future price. Dreyfus Large 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 Large autocorrelation shows the relationship between Dreyfus Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dreyfus Large Cap.
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 Mutual Fund
Dreyfus Large financial ratios help investors to determine whether Dreyfus 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 Dreyfus with respect to the benefits of owning Dreyfus Large security.
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