Woman In Leadership Fund Market Value
| GWILX Fund | USD 15.99 0.18 1.14% |
| Symbol | Woman |
Woman In '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 Woman In'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 Woman In.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Woman In on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Woman In Leadership or generate 0.0% return on investment in Woman In over 30 days. Woman In is related to or competes with Pax Ellevate, SPDR SSGA, TCW ETF, Sustainable Equity, and Pax Ellevate. Using quantitative analysis, under normal market circumstances, the Portfolio invests at least 80 percent of the value o... More
Woman In 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 Woman In'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 Woman In Leadership upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 12.57 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.23 |
Woman In Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Woman In's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Woman In's standard deviation. In reality, there are many statistical measures that can use Woman In historical prices to predict the future Woman In's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.22) |
Woman In Leadership Backtested Returns
Woman In Leadership shows Sharpe Ratio of -0.12, which attests that the fund had a -0.12 % return per unit of risk over the last 3 months. Woman In Leadership exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Woman In's Mean Deviation of 0.8055, market risk adjusted performance of (0.21), and Standard Deviation of 1.62 to validate the risk estimate we provide. The entity maintains a market beta of 0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Woman In's returns are expected to increase less than the market. However, during the bear market, the loss of holding Woman In is expected to be smaller as well.
Auto-correlation | -0.59 |
Good reverse predictability
Woman In Leadership has good reverse predictability. Overlapping area represents the amount of predictability between Woman In time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Woman In Leadership price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Woman In price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Woman In Leadership lagged returns against current returns
Autocorrelation, which is Woman In 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 Woman In's mutual fund expected returns. We can calculate the autocorrelation of Woman In returns to help us make a trade decision. For example, suppose you find that Woman In 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 |
Woman In 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 Woman In mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Woman In mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Woman In mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Woman In Lagged Returns
When evaluating Woman In's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Woman In mutual fund have on its future price. Woman In 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, Woman In autocorrelation shows the relationship between Woman In mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Woman In Leadership.
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 Woman Mutual Fund
Woman In financial ratios help investors to determine whether Woman 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 Woman with respect to the benefits of owning Woman In security.
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Stocks Directory Find actively traded stocks across global markets | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |