Infrastructure Fund Retail Fund Market Value
| FLRUX Fund | USD 23.14 0.10 0.43% |
| Symbol | Infrastructure |
Infrastructure Fund '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 Infrastructure Fund'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 Infrastructure Fund.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Infrastructure Fund on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Infrastructure Fund Retail or generate 0.0% return on investment in Infrastructure Fund over 90 days. Infrastructure Fund is related to or competes with Muirfield Fund, Quantex Fund, Dynamic Growth, Invesco Dividend, and Portfolio. The fund invests primarily in common and preferred stocks, as well as fixed income securities More
Infrastructure Fund 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 Infrastructure Fund'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 Infrastructure Fund Retail upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.154 | |||
| Maximum Drawdown | 1.62 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.5599 |
Infrastructure Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infrastructure Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infrastructure Fund's standard deviation. In reality, there are many statistical measures that can use Infrastructure Fund historical prices to predict the future Infrastructure Fund's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0016 | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Infrastructure Fund'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.
Infrastructure Fund Backtested Returns
Infrastructure Fund holds Efficiency (Sharpe) Ratio of -0.0543, which attests that the entity had a -0.0543 % return per unit of risk over the last 3 months. Infrastructure Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Infrastructure Fund's Risk Adjusted Performance of (0.1), standard deviation of 0.3964, and Market Risk Adjusted Performance of (0.17) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Infrastructure Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Infrastructure Fund is expected to be smaller as well.
Auto-correlation | -0.38 |
Poor reverse predictability
Infrastructure Fund Retail has poor reverse predictability. Overlapping area represents the amount of predictability between Infrastructure Fund 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 Infrastructure Fund price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Infrastructure Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Infrastructure Fund lagged returns against current returns
Autocorrelation, which is Infrastructure Fund 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 Infrastructure Fund's mutual fund expected returns. We can calculate the autocorrelation of Infrastructure Fund returns to help us make a trade decision. For example, suppose you find that Infrastructure Fund 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 |
Infrastructure Fund 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 Infrastructure Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infrastructure Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infrastructure Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Infrastructure Fund Lagged Returns
When evaluating Infrastructure Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infrastructure Fund mutual fund have on its future price. Infrastructure Fund 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, Infrastructure Fund autocorrelation shows the relationship between Infrastructure Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Infrastructure Fund Retail.
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 Infrastructure Mutual Fund
Infrastructure Fund financial ratios help investors to determine whether Infrastructure 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 Infrastructure with respect to the benefits of owning Infrastructure Fund security.
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