Eagle Capital Appreciation Fund Market Value
| HRCIX Fund | USD 60.74 0.95 1.59% |
| Symbol | Eagle |
Eagle 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 Eagle 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 Eagle Capital.
| 12/04/2024 |
| 01/03/2025 |
If you would invest 0.00 in Eagle Capital on December 4, 2024 and sell it all today you would earn a total of 0.00 from holding Eagle Capital Appreciation or generate 0.0% return on investment in Eagle Capital over 30 days. Eagle Capital is related to or competes with Lsv Small, Lord Abbett, Royce Opportunity, Amg River, Fidelity Small, Small Cap, and William Blair. During normal market conditions, the fund seeks to achieve its objective by investing at least 65 percent of its net ass... More
Eagle 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 Eagle 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 Eagle Capital Appreciation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 14.7 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.65 |
Eagle Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eagle Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eagle Capital's standard deviation. In reality, there are many statistical measures that can use Eagle Capital historical prices to predict the future Eagle Capital's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.15) |
Eagle Capital Apprec Backtested Returns
Eagle Capital Apprec secures Sharpe Ratio (or Efficiency) of -0.0204, which denotes the fund had a -0.0204% return per unit of risk over the last 3 months. Eagle Capital Appreciation exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Eagle Capital's Standard Deviation of 1.84, variance of 3.38, and Mean Deviation of 0.9649 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eagle Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eagle Capital is expected to be smaller as well.
Auto-correlation | -0.5 |
Modest reverse predictability
Eagle Capital Appreciation has modest reverse predictability. Overlapping area represents the amount of predictability between Eagle Capital time series from 4th of December 2024 to 19th of December 2024 and 19th of December 2024 to 3rd 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 Eagle Capital Apprec price movement. The serial correlation of -0.5 indicates that about 50.0% of current Eagle Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 18.44 |
Eagle Capital Apprec lagged returns against current returns
Autocorrelation, which is Eagle 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 Eagle Capital's mutual fund expected returns. We can calculate the autocorrelation of Eagle Capital returns to help us make a trade decision. For example, suppose you find that Eagle 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 |
Eagle 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 Eagle Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eagle 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 Eagle Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Eagle Capital Lagged Returns
When evaluating Eagle Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eagle Capital mutual fund have on its future price. Eagle 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, Eagle Capital autocorrelation shows the relationship between Eagle Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Eagle Capital Appreciation.
Regressed Prices |
| Timeline |
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Other Information on Investing in Eagle Mutual Fund
Eagle Capital financial ratios help investors to determine whether Eagle 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 Eagle with respect to the benefits of owning Eagle Capital security.
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