Equity Index Investor Fund Market Value
| GEQZX Fund | USD 58.23 1.05 1.77% |
| Symbol | Equity |
Equity Index '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 Equity Index'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 Equity Index.
| 03/10/2024 |
| 03/05/2025 |
If you would invest 0.00 in Equity Index on March 10, 2024 and sell it all today you would earn a total of 0.00 from holding Equity Index Investor or generate 0.0% return on investment in Equity Index over 360 days. Equity Index is related to or competes with Growth Equity, Value Equity, Small Cap, International Equity, and Global Real. The fund will invest substantially all, and normally at least 80 percent of its total assets, in the equity securities i... More
Equity Index 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 Equity Index'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 Equity Index Investor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0212 | |||
| Maximum Drawdown | 3.81 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.09 |
Equity Index Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Equity Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Equity Index's standard deviation. In reality, there are many statistical measures that can use Equity Index historical prices to predict the future Equity Index's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.0335 | |||
| Treynor Ratio | 0.4741 |
Equity Index Investor Backtested Returns
Equity Index Investor secures Sharpe Ratio (or Efficiency) of -0.1, which denotes the fund had a -0.1 % return per unit of risk over the last 3 months. Equity Index Investor exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Equity Index's Mean Deviation of 0.683, standard deviation of 0.8948, and Variance of 0.8007 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Equity Index are expected to decrease at a much lower rate. During the bear market, Equity Index is likely to outperform the market.
Auto-correlation | 0.29 |
Poor predictability
Equity Index Investor has poor predictability. Overlapping area represents the amount of predictability between Equity Index time series from 10th of March 2024 to 6th of September 2024 and 6th of September 2024 to 5th 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 Equity Index Investor price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Equity Index price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 1.8 |
Equity Index Investor lagged returns against current returns
Autocorrelation, which is Equity Index 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 Equity Index's mutual fund expected returns. We can calculate the autocorrelation of Equity Index returns to help us make a trade decision. For example, suppose you find that Equity Index 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 |
Equity Index 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 Equity Index mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Equity Index mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Equity Index mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Equity Index Lagged Returns
When evaluating Equity Index's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Equity Index mutual fund have on its future price. Equity Index 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, Equity Index autocorrelation shows the relationship between Equity Index mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Equity Index Investor.
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 Equity Mutual Fund
Equity Index financial ratios help investors to determine whether Equity 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 Equity with respect to the benefits of owning Equity Index security.
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