The Hartford Capital Fund Market Value
| HCAYX Fund | USD 51.60 1.00 1.90% |
| Symbol | Hartford |
Hartford Capital '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 Hartford Capital'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 Hartford Capital.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Hartford Capital on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding The Hartford Capital or generate 0.0% return on investment in Hartford Capital over 90 days. Hartford Capital is related to or competes with Western Asset, Gmo High, Rbc Bluebay, Metropolitan West, Virtus High, Artisan High, and Chartwell Short. The fund normally invests at least 65 percent of its net assets in common stocks More
Hartford Capital 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 Hartford Capital'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 The Hartford Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 1.49 |
Hartford Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hartford Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hartford Capital's standard deviation. In reality, there are many statistical measures that can use Hartford Capital historical prices to predict the future Hartford Capital's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hartford Capital'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.
Hartford Capital Backtested Returns
Hartford Capital holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of risk over the last 3 months. Hartford Capital exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hartford Capital's Market Risk Adjusted Performance of (0.11), risk adjusted performance of (0.1), and Standard Deviation of 0.9847 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 1.0, which attests to possible diversification benefits within a given portfolio. Hartford Capital returns are very sensitive to returns on the market. As the market goes up or down, Hartford Capital is expected to follow.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
The Hartford Capital has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Hartford Capital time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th 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 Hartford Capital price movement. The serial correlation of -0.77 indicates that around 77.0% of current Hartford Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 3.48 |
Hartford Capital lagged returns against current returns
Autocorrelation, which is Hartford Capital 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 Hartford Capital's mutual fund expected returns. We can calculate the autocorrelation of Hartford Capital returns to help us make a trade decision. For example, suppose you find that Hartford Capital 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 |
Hartford Capital 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 Hartford Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hartford Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hartford Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Hartford Capital Lagged Returns
When evaluating Hartford Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hartford Capital mutual fund have on its future price. Hartford Capital 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, Hartford Capital autocorrelation shows the relationship between Hartford Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Hartford Capital.
Regressed Prices |
| Timeline |
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Other Information on Investing in Hartford Mutual Fund
Hartford Capital financial ratios help investors to determine whether Hartford 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 Hartford with respect to the benefits of owning Hartford Capital security.
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