Hedgerow Income And Fund Market Value
| HIOIX Fund | USD 12.24 0.05 0.41% |
| Symbol | Hedgerow |
Hedgerow Income '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 Hedgerow Income'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 Hedgerow Income.
| 12/02/2024 |
| 01/01/2025 |
If you would invest 0.00 in Hedgerow Income on December 2, 2024 and sell it all today you would earn a total of 0.00 from holding Hedgerow Income And or generate 0.0% return on investment in Hedgerow Income over 30 days. Hedgerow Income is related to or competes with Goldman Sachs, Fidelity Advisor, Sprott Gold, Goldman Sachs, Short Precious, Vy Goldman, and Global Gold. The funds investment objective is total return comprised of income and capital appreciation More
Hedgerow Income 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 Hedgerow Income'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 Hedgerow Income And upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.012 | |||
| Maximum Drawdown | 5.88 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.16 |
Hedgerow Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hedgerow Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hedgerow Income's standard deviation. In reality, there are many statistical measures that can use Hedgerow Income historical prices to predict the future Hedgerow Income's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | 0.011 | |||
| Total Risk Alpha | 0.0102 | |||
| Sortino Ratio | 0.0099 | |||
| Treynor Ratio | 0.2978 |
Hedgerow Income And Backtested Returns
At this stage we consider Hedgerow Mutual Fund to be slightly risky. Hedgerow Income And holds Efficiency (Sharpe) Ratio of 0.0342, which attests that the entity had a 0.0342% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hedgerow Income And, which you can use to evaluate the volatility of the entity. Please check out Hedgerow Income's Downside Deviation of 1.04, market risk adjusted performance of 0.3078, and Risk Adjusted Performance of 0.0204 to validate if the risk estimate we provide is consistent with the expected return of 0.03%. The fund retains a Market Volatility (i.e., Beta) of 0.0372, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hedgerow Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hedgerow Income is expected to be smaller as well.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Hedgerow Income And has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Hedgerow Income time series from 2nd of December 2024 to 17th of December 2024 and 17th of December 2024 to 1st of January 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 Hedgerow Income And price movement. The serial correlation of -0.74 indicates that around 74.0% of current Hedgerow Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Hedgerow Income And lagged returns against current returns
Autocorrelation, which is Hedgerow Income 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 Hedgerow Income's mutual fund expected returns. We can calculate the autocorrelation of Hedgerow Income returns to help us make a trade decision. For example, suppose you find that Hedgerow Income 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 |
Hedgerow Income 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 Hedgerow Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hedgerow Income mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hedgerow Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Hedgerow Income Lagged Returns
When evaluating Hedgerow Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hedgerow Income mutual fund have on its future price. Hedgerow Income 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, Hedgerow Income autocorrelation shows the relationship between Hedgerow Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Hedgerow Income And.
Regressed Prices |
| Timeline |
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Other Information on Investing in Hedgerow Mutual Fund
Hedgerow Income financial ratios help investors to determine whether Hedgerow 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 Hedgerow with respect to the benefits of owning Hedgerow Income security.
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