Research Portfolio Institutional Fund Market Value
| JAGRX Fund | USD 59.82 0.50 0.84% |
| Symbol | Research |
Research Portfolio '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 Research Portfolio'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 Research Portfolio.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Research Portfolio on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Research Portfolio Institutional or generate 0.0% return on investment in Research Portfolio over 360 days. Research Portfolio is related to or competes with Janus Overseas, Thornburg International, Janus Forty, and Blackrock Gbl. The Portfolio pursues its investment objective by investing primarily in common stocks selected for their growth potenti... More
Research Portfolio 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 Research Portfolio'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 Research Portfolio Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.0301 | |||
| Maximum Drawdown | 5.03 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 1.65 |
Research Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Research Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Research Portfolio's standard deviation. In reality, there are many statistical measures that can use Research Portfolio historical prices to predict the future Research Portfolio's volatility.| Risk Adjusted Performance | 0.1141 | |||
| Jensen Alpha | 0.0425 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.024 | |||
| Treynor Ratio | 0.1608 |
Research Portfolio Backtested Returns
Research Portfolio appears to be very steady, given 3 months investment horizon. Research Portfolio maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the entity had a 0.2% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Research Portfolio, which you can use to evaluate the volatility of the fund. Please evaluate Research Portfolio's Coefficient Of Variation of 686.84, semi deviation of 1.08, and Risk Adjusted Performance of 0.1141 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.91, which implies possible diversification benefits within a given portfolio. Research Portfolio returns are very sensitive to returns on the market. As the market goes up or down, Research Portfolio is expected to follow.
Auto-correlation | 0.31 |
Below average predictability
Research Portfolio Institutional has below average predictability. Overlapping area represents the amount of predictability between Research Portfolio time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Research Portfolio price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Research Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 4.81 |
Research Portfolio lagged returns against current returns
Autocorrelation, which is Research Portfolio 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 Research Portfolio's mutual fund expected returns. We can calculate the autocorrelation of Research Portfolio returns to help us make a trade decision. For example, suppose you find that Research Portfolio 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 |
Research Portfolio 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 Research Portfolio mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Research Portfolio mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Research Portfolio mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Research Portfolio Lagged Returns
When evaluating Research Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Research Portfolio mutual fund have on its future price. Research Portfolio 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, Research Portfolio autocorrelation shows the relationship between Research Portfolio mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Research Portfolio Institutional.
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 Research Mutual Fund
Research Portfolio financial ratios help investors to determine whether Research 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 Research with respect to the benefits of owning Research Portfolio security.
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