Intech Managed Volatility Fund Market Value

JRSTX Fund  USD 12.03  0.01  0.08%   
Intech Us' market value is the price at which a share of Intech Us trades on a public exchange. It measures the collective expectations of Intech Managed Volatility investors about its performance. Intech Us is trading at 12.03 as of the 17th of February 2025; that is 0.08 percent down since the beginning of the trading day. The fund's open price was 12.04.
With this module, you can estimate the performance of a buy and hold strategy of Intech Managed Volatility and determine expected loss or profit from investing in Intech Us over a given investment horizon. Check out Intech Us Correlation, Intech Us Volatility and Intech Us Alpha and Beta module to complement your research on Intech Us.
Symbol

Please note, there is a significant difference between Intech Us' value and its price as these two are different measures arrived at by different means. Investors typically determine if Intech Us is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intech Us' 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.

Intech Us '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 Intech Us' 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 Intech Us.
0.00
12/19/2024
No Change 0.00  0.0 
In 2 months and 2 days
02/17/2025
0.00
If you would invest  0.00  in Intech Us on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Intech Managed Volatility or generate 0.0% return on investment in Intech Us over 60 days. Intech Us is related to or competes with Large Cap, Large Cap, Laudus Us, Janus Forty, and Parnassus Mid. The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities of U.S More

Intech Us 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 Intech Us' 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 Intech Managed Volatility upside and downside potential and time the market with a certain degree of confidence.

Intech Us Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Intech Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intech Us' standard deviation. In reality, there are many statistical measures that can use Intech Us historical prices to predict the future Intech Us' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intech Us' 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.
Hype
Prediction
LowEstimatedHigh
11.1912.0312.87
Details
Intrinsic
Valuation
LowRealHigh
11.1411.9812.82
Details
Naive
Forecast
LowNextHigh
11.1111.9612.80
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.7711.9212.06
Details

Intech Managed Volatility Backtested Returns

At this stage we consider Intech Mutual Fund to be very steady. Intech Managed Volatility holds Efficiency (Sharpe) Ratio of 0.0323, which attests that the entity had a 0.0323 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Intech Managed Volatility, which you can use to evaluate the volatility of the entity. Please check out Intech Us' Downside Deviation of 1.06, risk adjusted performance of 0.0076, and Market Risk Adjusted Performance of 0.0047 to validate if the risk estimate we provide is consistent with the expected return of 0.0272%. The fund retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intech Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Intech Us is expected to be smaller as well.

Auto-correlation

    
  0.14  

Insignificant predictability

Intech Managed Volatility has insignificant predictability. Overlapping area represents the amount of predictability between Intech Us time series from 19th of December 2024 to 18th of January 2025 and 18th of January 2025 to 17th of February 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 Intech Managed Volatility price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Intech Us price fluctuation can be explain by its past prices.
Correlation Coefficient0.14
Spearman Rank Test0.02
Residual Average0.0
Price Variance0.0
Intech ReturnsIntech Lagged ReturnsDiversified AwayIntech ReturnsIntech Lagged ReturnsDiversified Away100%

Intech Managed Volatility lagged returns against current returns

Autocorrelation, which is Intech Us 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 Intech Us' mutual fund expected returns. We can calculate the autocorrelation of Intech Us returns to help us make a trade decision. For example, suppose you find that Intech Us 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   
JavaScript chart by amCharts 3.21.15Jan 21Jan 25Jan 29FebFeb 06Feb 10Feb 14-1.0%-0.5%0%0.5%1.0%1.5%2.0%2.5%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Intech Us 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 Intech Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intech Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intech Us mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Jan 21Jan 25Jan 29FebFeb 06Feb 10Feb 1411.6011.6511.7011.7511.8011.8511.9011.95
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Intech Us Lagged Returns

When evaluating Intech Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intech Us mutual fund have on its future price. Intech Us 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, Intech Us autocorrelation shows the relationship between Intech Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Intech Managed Volatility.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Dec 23Dec 30JanJan 13Jan 20Jan 27FebFeb 10Feb 1711.511.611.711.811.912.0
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       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 Intech Mutual Fund

Intech Us financial ratios help investors to determine whether Intech 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 Intech with respect to the benefits of owning Intech Us security.
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Global Correlations
Find global opportunities by holding instruments from different markets
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings