Insurance Portfolio Insurance Fund Market Value
| FSPCX Fund | USD 96.86 0.26 0.27% |
| Symbol | Insurance |
Insurance Portfolio '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 Insurance Portfolio'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 Insurance Portfolio.
| 09/27/2024 |
| 03/26/2025 |
If you would invest 0.00 in Insurance Portfolio on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Insurance Portfolio Insurance or generate 0.0% return on investment in Insurance Portfolio over 180 days. Insurance Portfolio is related to or competes with Consumer Finance, Banking Portfolio, Automotive Portfolio, Consumer Discretionary, and Construction And. The fund normally invests at least 80 percent of assets in securities of companies principally engaged in underwriting, ... More
Insurance Portfolio 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 Insurance Portfolio'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 Insurance Portfolio Insurance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.03 | |||
| Maximum Drawdown | 5.24 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 1.68 |
Insurance Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insurance Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insurance Portfolio's standard deviation. In reality, there are many statistical measures that can use Insurance Portfolio historical prices to predict the future Insurance Portfolio's volatility.| Risk Adjusted Performance | 0.0375 | |||
| Jensen Alpha | 0.0338 | |||
| Total Risk Alpha | 0.0319 | |||
| Sortino Ratio | 0.0266 | |||
| Treynor Ratio | 0.0584 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Insurance Portfolio'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.
Insurance Portfolio Backtested Returns
At this stage we consider Insurance Mutual Fund to be very steady. Insurance Portfolio holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Insurance Portfolio, which you can use to evaluate the volatility of the entity. Please check out Insurance Portfolio's Market Risk Adjusted Performance of 0.0684, risk adjusted performance of 0.0375, and Downside Deviation of 1.23 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The fund retains a Market Volatility (i.e., Beta) of 0.61, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Insurance Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Insurance Portfolio is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
Insurance Portfolio Insurance has below average predictability. Overlapping area represents the amount of predictability between Insurance Portfolio time series from 27th of September 2024 to 26th of December 2024 and 26th of December 2024 to 26th 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 Insurance Portfolio price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Insurance Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 5.09 |
Insurance Portfolio lagged returns against current returns
Autocorrelation, which is Insurance Portfolio 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 Insurance Portfolio's mutual fund expected returns. We can calculate the autocorrelation of Insurance Portfolio returns to help us make a trade decision. For example, suppose you find that Insurance Portfolio 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 |
Insurance Portfolio 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 Insurance Portfolio mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insurance Portfolio mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insurance Portfolio mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Insurance Portfolio Lagged Returns
When evaluating Insurance Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insurance Portfolio mutual fund have on its future price. Insurance Portfolio 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, Insurance Portfolio autocorrelation shows the relationship between Insurance Portfolio mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Insurance Portfolio Insurance.
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.| ZLAB | Zai Lab | |
| ASLE | AerSale Corp | |
| ATS | AT S Austria |
Other Information on Investing in Insurance Mutual Fund
Insurance Portfolio financial ratios help investors to determine whether Insurance 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 Insurance with respect to the benefits of owning Insurance Portfolio security.
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