Cf Ir 3000 Fund Market Value
| IRDEX Fund | USD 46.42 0.04 0.09% |
| Symbol | IRDEX |
Please note, there is a significant difference between Cf Ir's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cf Ir is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cf Ir's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Cf Ir '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 Cf Ir'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 Cf Ir.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Cf Ir on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Cf Ir 3000 or generate 0.0% return on investment in Cf Ir over 30 days. Cf Ir is related to or competes with Voya Government. Cf Ir is entity of United States. It is traded as Fund on NMFQS exchange. More
Cf Ir 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 Cf Ir'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 Cf Ir 3000 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.066 | |||
| Maximum Drawdown | 5.83 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.3 |
Cf Ir Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cf Ir's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cf Ir's standard deviation. In reality, there are many statistical measures that can use Cf Ir historical prices to predict the future Cf Ir's volatility.| Risk Adjusted Performance | 0.0793 | |||
| Jensen Alpha | 0.0717 | |||
| Total Risk Alpha | 0.0543 | |||
| Sortino Ratio | 0.0515 | |||
| Treynor Ratio | 1.26 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cf Ir'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.
Cf Ir 3000 Backtested Returns
At this stage we consider IRDEX Mutual Fund to be very steady. Cf Ir 3000 retains Efficiency (Sharpe Ratio) of 0.0585, which signifies that the fund had a 0.0585% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Cf Ir, which you can use to evaluate the volatility of the entity. Please confirm Cf Ir's Coefficient Of Variation of 1011.44, market risk adjusted performance of 1.27, and Standard Deviation of 0.8368 to double-check if the risk estimate we provide is consistent with the expected return of 0.0511%. The fund owns a Beta (Systematic Risk) of 0.0577, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cf Ir's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cf Ir is expected to be smaller as well.
Auto-correlation | 0.07 |
Virtually no predictability
Cf Ir 3000 has virtually no predictability. Overlapping area represents the amount of predictability between Cf Ir time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th 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 Cf Ir 3000 price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Cf Ir price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Cf Ir 3000 lagged returns against current returns
Autocorrelation, which is Cf Ir 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 Cf Ir's mutual fund expected returns. We can calculate the autocorrelation of Cf Ir returns to help us make a trade decision. For example, suppose you find that Cf Ir 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 |
Cf Ir 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 Cf Ir mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cf Ir mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cf Ir mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cf Ir Lagged Returns
When evaluating Cf Ir's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cf Ir mutual fund have on its future price. Cf Ir 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, Cf Ir autocorrelation shows the relationship between Cf Ir mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cf Ir 3000.
Regressed Prices |
| Timeline |
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Other Information on Investing in IRDEX Mutual Fund
Cf Ir financial ratios help investors to determine whether IRDEX 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 IRDEX with respect to the benefits of owning Cf Ir security.
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