Rational Defensive Growth Fund Market Value
| HSUTX Fund | USD 60.83 1.41 2.37% |
| Symbol | Rational |
Rational Defensive '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 Rational Defensive'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 Rational Defensive.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Rational Defensive on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Rational Defensive Growth or generate 0.0% return on investment in Rational Defensive over 90 days. Rational Defensive is related to or competes with Rational Dividend, Manager Directed, Rational Real, T Rowe, and Rational Defensive. The fund pursues its investment objective by investing primarily in the stocks of companies with the 25 to 50 most attra... More
Rational Defensive 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 Rational Defensive'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 Rational Defensive Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.73 | |||
| Value At Risk | (2.62) | |||
| Potential Upside | 1.59 |
Rational Defensive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rational Defensive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rational Defensive's standard deviation. In reality, there are many statistical measures that can use Rational Defensive historical prices to predict the future Rational Defensive's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rational Defensive'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.
Rational Defensive Growth Backtested Returns
Rational Defensive Growth maintains Sharpe Ratio (i.e., Efficiency) of -0.15, which implies the entity had a -0.15 % return per unit of risk over the last 3 months. Rational Defensive Growth exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rational Defensive's Variance of 1.59, coefficient of variation of (695.73), and Risk Adjusted Performance of (0.12) to confirm the risk estimate we provide. The fund holds a Beta of 0.95, which implies possible diversification benefits within a given portfolio. Rational Defensive returns are very sensitive to returns on the market. As the market goes up or down, Rational Defensive is expected to follow.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Rational Defensive Growth has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Rational Defensive time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Rational Defensive Growth price movement. The serial correlation of -0.74 indicates that around 74.0% of current Rational Defensive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 12.3 |
Rational Defensive Growth lagged returns against current returns
Autocorrelation, which is Rational Defensive 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 Rational Defensive's mutual fund expected returns. We can calculate the autocorrelation of Rational Defensive returns to help us make a trade decision. For example, suppose you find that Rational Defensive 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 |
Rational Defensive 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 Rational Defensive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rational Defensive mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rational Defensive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rational Defensive Lagged Returns
When evaluating Rational Defensive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rational Defensive mutual fund have on its future price. Rational Defensive 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, Rational Defensive autocorrelation shows the relationship between Rational Defensive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rational Defensive Growth.
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 Rational Mutual Fund
Rational Defensive financial ratios help investors to determine whether Rational 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 Rational with respect to the benefits of owning Rational Defensive security.
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |