Vy Clarion Real Fund Market Value
| ICRPX Fund | USD 26.27 0.27 1.04% |
| Symbol | Vy(r) |
Vy(r) Clarion '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 Vy(r) Clarion'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 Vy(r) Clarion.
| 01/13/2023 |
| 01/02/2025 |
If you would invest 0.00 in Vy(r) Clarion on January 13, 2023 and sell it all today you would earn a total of 0.00 from holding Vy Clarion Real or generate 0.0% return on investment in Vy(r) Clarion over 720 days. Vy(r) Clarion is related to or competes with Realty Income, Dynex Capital, First Industrial, Healthcare Realty, Kennedy Wilson, Belpointe PREP, and Park Hotels. Under normal market conditions, the Portfolio invests at least 80 percent of its net assets in common and preferred stoc... More
Vy(r) Clarion 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 Vy(r) Clarion'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 Vy Clarion Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 5.17 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.25 |
Vy(r) Clarion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy(r) Clarion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy(r) Clarion's standard deviation. In reality, there are many statistical measures that can use Vy(r) Clarion historical prices to predict the future Vy(r) Clarion's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.64) |
Vy Clarion Real Backtested Returns
Vy Clarion Real retains Efficiency (Sharpe Ratio) of -0.0827, which indicates the fund had a -0.0827% return per unit of price deviation over the last 3 months. Vy(r) Clarion exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vy(r) Clarion's Mean Deviation of 0.7471, risk adjusted performance of (0.08), and Standard Deviation of 0.9642 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vy(r) Clarion's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vy(r) Clarion is expected to be smaller as well.
Auto-correlation | -0.38 |
Poor reverse predictability
Vy Clarion Real has poor reverse predictability. Overlapping area represents the amount of predictability between Vy(r) Clarion time series from 13th of January 2023 to 8th of January 2024 and 8th of January 2024 to 2nd 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 Vy Clarion Real price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Vy(r) Clarion price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 2.56 |
Vy Clarion Real lagged returns against current returns
Autocorrelation, which is Vy(r) Clarion 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 Vy(r) Clarion's mutual fund expected returns. We can calculate the autocorrelation of Vy(r) Clarion returns to help us make a trade decision. For example, suppose you find that Vy(r) Clarion 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 |
Vy(r) Clarion 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 Vy(r) Clarion mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy(r) Clarion mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vy(r) Clarion mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy(r) Clarion Lagged Returns
When evaluating Vy(r) Clarion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy(r) Clarion mutual fund have on its future price. Vy(r) Clarion 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, Vy(r) Clarion autocorrelation shows the relationship between Vy(r) Clarion mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Clarion Real.
Regressed Prices |
| Timeline |
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Other Information on Investing in Vy(r) Mutual Fund
Vy(r) Clarion financial ratios help investors to determine whether Vy(r) 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 Vy(r) with respect to the benefits of owning Vy(r) Clarion security.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings |