Vy Morgan Stanley Fund Market Value
| IGFAX Fund | USD 13.65 0.04 0.29% |
| Symbol | IGFAX |
Vy Morgan '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 Morgan'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 Morgan.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Vy Morgan on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Vy Morgan Stanley or generate 0.0% return on investment in Vy Morgan over 60 days. Vy Morgan is related to or competes with Us Government, Virtus Seix, Inverse Government, Ridgeworth Seix, Intermediate Government, and Us Government. The fund invests primarily in equity securities of issuers located throughout the world that the advisor believes have, ... More
Vy Morgan 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 Morgan'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 Morgan Stanley upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.6555 |
Vy Morgan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy Morgan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy Morgan's standard deviation. In reality, there are many statistical measures that can use Vy Morgan historical prices to predict the future Vy Morgan's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.55) |
Vy Morgan Stanley Backtested Returns
Vy Morgan Stanley retains Efficiency (Sharpe Ratio) of -0.044, which indicates the fund had a -0.044% return per unit of price deviation over the last 3 months. Vy Morgan exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vy Morgan's Risk Adjusted Performance of (0.08), mean deviation of 0.3973, and Standard Deviation of 0.5488 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vy Morgan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vy Morgan is expected to be smaller as well.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Vy Morgan Stanley has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vy Morgan time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Morgan Stanley price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Vy Morgan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Vy Morgan Stanley lagged returns against current returns
Autocorrelation, which is Vy Morgan 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 Morgan's mutual fund expected returns. We can calculate the autocorrelation of Vy Morgan returns to help us make a trade decision. For example, suppose you find that Vy Morgan 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 Morgan 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 Morgan mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy Morgan 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 Morgan mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy Morgan Lagged Returns
When evaluating Vy Morgan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy Morgan mutual fund have on its future price. Vy Morgan 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 Morgan autocorrelation shows the relationship between Vy Morgan mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Morgan Stanley.
Regressed Prices |
| Timeline |
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Other Information on Investing in IGFAX Mutual Fund
Vy Morgan financial ratios help investors to determine whether IGFAX 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 IGFAX with respect to the benefits of owning Vy Morgan security.
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