Stock Index Fund Market Value
| HSTIX Fund | USD 44.10 0.24 0.54% |
| Symbol | Stock |
Stock Index '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 Stock Index'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 Stock Index.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Stock Index on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Stock Index Fund or generate 0.0% return on investment in Stock Index over 30 days. Stock Index is related to or competes with Value Fund, Growth Fund, International Equity, Short Term, and Small Company. It pursues its investment objective by seeking to replicate the total return performance of the index, which is composed... More
Stock Index 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 Stock Index'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 Stock Index Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6635 | |||
| Information Ratio | 0.036 | |||
| Maximum Drawdown | 3.86 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.965 |
Stock Index Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stock Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stock Index's standard deviation. In reality, there are many statistical measures that can use Stock Index historical prices to predict the future Stock Index's volatility.| Risk Adjusted Performance | 0.1355 | |||
| Jensen Alpha | 0.0474 | |||
| Total Risk Alpha | 0.0321 | |||
| Sortino Ratio | 0.0357 | |||
| Treynor Ratio | 0.1544 |
Stock Index Fund Backtested Returns
At this stage we consider Stock Mutual Fund to be very steady. Stock Index Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Stock Index Fund, which you can use to evaluate the volatility of the fund. Please validate Stock Index's Semi Deviation of 0.4349, risk adjusted performance of 0.1355, and Coefficient Of Variation of 531.07 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.74, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stock Index's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stock Index is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Stock Index Fund has no correlation between past and present. Overlapping area represents the amount of predictability between Stock Index time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stock Index Fund price movement. The serial correlation of 0.0 indicates that just 0.0% of current Stock Index price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Stock Index Fund lagged returns against current returns
Autocorrelation, which is Stock Index 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 Stock Index's mutual fund expected returns. We can calculate the autocorrelation of Stock Index returns to help us make a trade decision. For example, suppose you find that Stock Index 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 |
Stock Index 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 Stock Index mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stock Index mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stock Index mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Stock Index Lagged Returns
When evaluating Stock Index's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stock Index mutual fund have on its future price. Stock Index 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, Stock Index autocorrelation shows the relationship between Stock Index mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Stock Index Fund.
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 Stock Mutual Fund
Stock Index financial ratios help investors to determine whether Stock 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 Stock with respect to the benefits of owning Stock Index security.
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