Dreyfus Research Growth Fund Market Value
| DWOIX Fund | USD 18.16 0.16 0.87% |
| Symbol | Dreyfus |
Dreyfus Research '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 Research'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 Research.
| 12/28/2024 |
| 03/28/2025 |
If you would invest 0.00 in Dreyfus Research on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Dreyfus Research Growth or generate 0.0% return on investment in Dreyfus Research over 90 days. Dreyfus Research is related to or competes with Metropolitan West, Calvert High, Western Asset, Tiaa Cref, Oakhurst Short, and Siit High. To pursue its goals, the fund normally invests at least 80 percent of its net assets, plus any borrowings for investment... More
Dreyfus Research 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 Research'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 Research Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 6.92 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 2.18 |
Dreyfus Research Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfus Research's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfus Research's standard deviation. In reality, there are many statistical measures that can use Dreyfus Research historical prices to predict the future Dreyfus Research's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.15) |
Dreyfus Research Growth Backtested Returns
Dreyfus Research Growth secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the fund had a -0.11 % return per unit of standard deviation over the last 3 months. Dreyfus Research Growth exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dreyfus Research's Standard Deviation of 1.67, coefficient of variation of (913.65), and Mean Deviation of 1.29 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 1.25, 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 Research will likely underperform.
Auto-correlation | -0.36 |
Poor reverse predictability
Dreyfus Research Growth has poor reverse predictability. Overlapping area represents the amount of predictability between Dreyfus Research time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 Research Growth price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Dreyfus Research price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.17 |
Dreyfus Research Growth lagged returns against current returns
Autocorrelation, which is Dreyfus Research 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 Research's mutual fund expected returns. We can calculate the autocorrelation of Dreyfus Research returns to help us make a trade decision. For example, suppose you find that Dreyfus Research 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 Research 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 Research mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dreyfus Research 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 Research mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dreyfus Research Lagged Returns
When evaluating Dreyfus Research's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dreyfus Research mutual fund have on its future price. Dreyfus Research 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 Research autocorrelation shows the relationship between Dreyfus Research mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dreyfus Research Growth.
Regressed Prices |
| Timeline |
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Other Information on Investing in Dreyfus Mutual Fund
Dreyfus Research 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 Research security.
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