Grizzly Short Fund Market Value
| GRZZX Fund | USD 5.56 0.09 1.59% |
| Symbol | Grizzly |
Grizzly Short '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 Grizzly Short'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 Grizzly Short.
| 12/25/2024 |
| 03/25/2025 |
If you would invest 0.00 in Grizzly Short on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Grizzly Short Fund or generate 0.0% return on investment in Grizzly Short over 90 days. Grizzly Short is related to or competes with The Gold, Goldman Sachs, Europac Gold, Great West, Global Gold, Precious Metals, and Gold And. When the fund sells a stock short, it incurs an obligation to replace the stock borrowed at whatever its price may be at... More
Grizzly Short 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 Grizzly Short'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 Grizzly Short Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.0622 | |||
| Maximum Drawdown | 5.06 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.63 |
Grizzly Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grizzly Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grizzly Short's standard deviation. In reality, there are many statistical measures that can use Grizzly Short historical prices to predict the future Grizzly Short's volatility.| Risk Adjusted Performance | 0.0325 | |||
| Jensen Alpha | 0.0266 | |||
| Total Risk Alpha | 0.0642 | |||
| Sortino Ratio | 0.0549 | |||
| Treynor Ratio | 0.4291 |
Grizzly Short Backtested Returns
At this stage we consider Grizzly Mutual Fund to be not too volatile. Grizzly Short holds Efficiency (Sharpe) Ratio of 0.0389, which attests that the entity had a 0.0389 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Grizzly Short, which you can use to evaluate the volatility of the entity. Please check out Grizzly Short's Market Risk Adjusted Performance of 0.4391, risk adjusted performance of 0.0325, and Downside Deviation of 1.11 to validate if the risk estimate we provide is consistent with the expected return of 0.0388%. The fund retains a Market Volatility (i.e., Beta) of 0.0571, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grizzly Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grizzly Short is expected to be smaller as well.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Grizzly Short Fund has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Grizzly Short time series from 25th of December 2024 to 8th of February 2025 and 8th of February 2025 to 25th 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 Grizzly Short price movement. The serial correlation of -0.76 indicates that around 76.0% of current Grizzly Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Grizzly Short lagged returns against current returns
Autocorrelation, which is Grizzly Short 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 Grizzly Short's mutual fund expected returns. We can calculate the autocorrelation of Grizzly Short returns to help us make a trade decision. For example, suppose you find that Grizzly Short 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 |
Grizzly Short 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 Grizzly Short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grizzly Short mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grizzly Short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Grizzly Short Lagged Returns
When evaluating Grizzly Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grizzly Short mutual fund have on its future price. Grizzly Short 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, Grizzly Short autocorrelation shows the relationship between Grizzly Short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Grizzly Short Fund.
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 Grizzly Mutual Fund
Grizzly Short financial ratios help investors to determine whether Grizzly 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 Grizzly with respect to the benefits of owning Grizzly Short security.
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |