Dreyfus Short Intermediate Fund Market Value
| DSIBX Fund | USD 12.74 0.01 0.08% |
| Symbol | Dreyfus |
Dreyfus Short '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 Short'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 Short.
| 02/04/2023 |
| 12/25/2024 |
If you would invest 0.00 in Dreyfus Short on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Dreyfus Short Intermediate or generate 0.0% return on investment in Dreyfus Short over 690 days. Dreyfus Short is related to or competes with Dreyfus Intermediate, Dreyfus Gnma, Fidelity Limited, Morningstar Unconstrained, Thrivent High, Via Renewables, and T Rowe. The fund normally invests substantially all of its net assets in municipal bonds that provide income exempt from federal... More
Dreyfus Short 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 Short'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 Short Intermediate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.56) | |||
| Maximum Drawdown | 0.5485 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.0785 |
Dreyfus Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfus Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfus Short's standard deviation. In reality, there are many statistical measures that can use Dreyfus Short historical prices to predict the future Dreyfus Short's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.89) |
Dreyfus Short Interm Backtested Returns
Dreyfus Short Interm secures Sharpe Ratio (or Efficiency) of -0.0798, which denotes the fund had a -0.0798% return per unit of standard deviation over the last 3 months. Dreyfus Short Intermediate exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dreyfus Short's Standard Deviation of 0.0918, mean deviation of 0.0603, and Coefficient Of Variation of (1,297) to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0191, which means not very significant fluctuations relative to the market. As returns on the market increase, Dreyfus Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dreyfus Short is expected to be smaller as well.
Auto-correlation | 0.42 |
Average predictability
Dreyfus Short Intermediate has average predictability. Overlapping area represents the amount of predictability between Dreyfus Short time series from 4th of February 2023 to 15th of January 2024 and 15th of January 2024 to 25th 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 Short Interm price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Dreyfus Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Dreyfus Short Interm lagged returns against current returns
Autocorrelation, which is Dreyfus Short 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 Short's mutual fund expected returns. We can calculate the autocorrelation of Dreyfus Short returns to help us make a trade decision. For example, suppose you find that Dreyfus Short 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 Short 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 Short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dreyfus Short 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 Short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dreyfus Short Lagged Returns
When evaluating Dreyfus Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dreyfus Short mutual fund have on its future price. Dreyfus Short 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 Short autocorrelation shows the relationship between Dreyfus Short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dreyfus Short Intermediate.
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 Short 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 Short security.
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