Holbrook Structured Income Fund Market Value
| HOSIX Fund | USD 9.82 0.00 0.00% |
| Symbol | Holbrook |
Holbrook Structured '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 Holbrook Structured'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 Holbrook Structured.
| 01/17/2023 |
| 01/06/2025 |
If you would invest 0.00 in Holbrook Structured on January 17, 2023 and sell it all today you would earn a total of 0.00 from holding Holbrook Structured Income or generate 0.0% return on investment in Holbrook Structured over 720 days. Holbrook Structured is related to or competes with Transamerica Cleartrack, Calvert Moderate, Qs Moderate, Voya Target, Tiaa Cref, Qs Moderate, and Wealthbuilder Moderate. The Advisor expects, under normal conditions, to be primarily invested in commercial and residential mortgage-backed sec... More
Holbrook Structured 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 Holbrook Structured'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 Holbrook Structured Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 0.7166 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1018 |
Holbrook Structured Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Holbrook Structured's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Holbrook Structured's standard deviation. In reality, there are many statistical measures that can use Holbrook Structured historical prices to predict the future Holbrook Structured's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.36) |
Holbrook Structured Backtested Returns
At this stage we consider Holbrook Mutual Fund to be very steady. Holbrook Structured 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. We have found eighteen technical indicators for Holbrook Structured, which you can use to evaluate the volatility of the entity. Please check out Holbrook Structured's Risk Adjusted Performance of (0.01), market risk adjusted performance of (0.35), and Standard Deviation of 0.0829 to validate if the risk estimate we provide is consistent with the expected return of 0.0099%. The fund retains a Market Volatility (i.e., Beta) of 0.0062, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Holbrook Structured's returns are expected to increase less than the market. However, during the bear market, the loss of holding Holbrook Structured is expected to be smaller as well.
Auto-correlation | 0.96 |
Excellent predictability
Holbrook Structured Income has excellent predictability. Overlapping area represents the amount of predictability between Holbrook Structured time series from 17th of January 2023 to 12th of January 2024 and 12th of January 2024 to 6th 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 Holbrook Structured price movement. The serial correlation of 0.96 indicates that 96.0% of current Holbrook Structured price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.96 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Holbrook Structured lagged returns against current returns
Autocorrelation, which is Holbrook Structured 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 Holbrook Structured's mutual fund expected returns. We can calculate the autocorrelation of Holbrook Structured returns to help us make a trade decision. For example, suppose you find that Holbrook Structured 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 |
Holbrook Structured 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 Holbrook Structured mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Holbrook Structured mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Holbrook Structured mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Holbrook Structured Lagged Returns
When evaluating Holbrook Structured's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Holbrook Structured mutual fund have on its future price. Holbrook Structured 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, Holbrook Structured autocorrelation shows the relationship between Holbrook Structured mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Holbrook Structured Income.
Regressed Prices |
| Timeline |
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Other Information on Investing in Holbrook Mutual Fund
Holbrook Structured financial ratios help investors to determine whether Holbrook 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 Holbrook with respect to the benefits of owning Holbrook Structured security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |