The Dreyfus Sustainable Fund Market Value

DTCCX Fund  USD 13.44  0.31  2.36%   
The Dreyfus' market value is the price at which a share of The Dreyfus trades on a public exchange. It measures the collective expectations of The Dreyfus Sustainable investors about its performance. The Dreyfus is trading at 13.44 as of the 16th of March 2025; that is 2.36 percent increase since the beginning of the trading day. The fund's open price was 13.13.
With this module, you can estimate the performance of a buy and hold strategy of The Dreyfus Sustainable and determine expected loss or profit from investing in The Dreyfus over a given investment horizon. Check out The Dreyfus Correlation, The Dreyfus Volatility and The Dreyfus Alpha and Beta module to complement your research on The Dreyfus.
Symbol

Please note, there is a significant difference between The Dreyfus' value and its price as these two are different measures arrived at by different means. Investors typically determine if The Dreyfus is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, The Dreyfus' 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.

The Dreyfus '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 The Dreyfus' 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 The Dreyfus.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in The Dreyfus on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding The Dreyfus Sustainable or generate 0.0% return on investment in The Dreyfus over 90 days. The Dreyfus is related to or competes with Dreyfusstandish Global, Dreyfusstandish Global, Dreyfus High, Dreyfus High, Dreyfus High, Dreyfus New, and Dreyfus International. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity ... More

The Dreyfus 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 The Dreyfus' 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 The Dreyfus Sustainable upside and downside potential and time the market with a certain degree of confidence.

The Dreyfus Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for The Dreyfus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Dreyfus' standard deviation. In reality, there are many statistical measures that can use The Dreyfus historical prices to predict the future The Dreyfus' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of The Dreyfus' 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.
Hype
Prediction
LowEstimatedHigh
12.2813.4414.60
Details
Intrinsic
Valuation
LowRealHigh
12.4513.6114.77
Details
Naive
Forecast
LowNextHigh
12.0613.2214.38
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.1914.2015.21
Details

The Dreyfus Sustainable Backtested Returns

The Dreyfus Sustainable owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the fund had a -0.13 % return per unit of risk over the last 3 months. The Dreyfus Sustainable exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate The Dreyfus' Variance of 1.27, coefficient of variation of (752.97), and Risk Adjusted Performance of (0.11) to confirm the risk estimate we provide. The entity has a beta of 0.86, which indicates possible diversification benefits within a given portfolio. the Dreyfus returns are very sensitive to returns on the market. As the market goes up or down, the Dreyfus is expected to follow.

Auto-correlation

    
  -0.55  

Good reverse predictability

The Dreyfus Sustainable has good reverse predictability. Overlapping area represents the amount of predictability between The Dreyfus time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 The Dreyfus Sustainable price movement. The serial correlation of -0.55 indicates that about 55.0% of current The Dreyfus price fluctuation can be explain by its past prices.
Correlation Coefficient-0.55
Spearman Rank Test-0.49
Residual Average0.0
Price Variance0.28

The Dreyfus Sustainable lagged returns against current returns

Autocorrelation, which is The Dreyfus 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 The Dreyfus' mutual fund expected returns. We can calculate the autocorrelation of The Dreyfus returns to help us make a trade decision. For example, suppose you find that The Dreyfus 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  

The Dreyfus 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 The Dreyfus mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Dreyfus mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Dreyfus mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

The Dreyfus Lagged Returns

When evaluating The Dreyfus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Dreyfus mutual fund have on its future price. The Dreyfus 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, The Dreyfus autocorrelation shows the relationship between The Dreyfus mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Dreyfus Sustainable.
   Regressed Prices   
       Timeline  

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Other Information on Investing in The Mutual Fund

The Dreyfus financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Dreyfus security.
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