Msif Advantage Port Fund Market Value
| MADSX Fund | USD 24.63 1.41 5.41% |
| Symbol | Msif |
Msif Advantage '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 Msif Advantage'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 Msif Advantage.
| 12/29/2022 |
| 12/18/2024 |
If you would invest 0.00 in Msif Advantage on December 29, 2022 and sell it all today you would earn a total of 0.00 from holding Msif Advantage Port or generate 0.0% return on investment in Msif Advantage over 720 days. Msif Advantage is related to or competes with Ambrus Core, Versatile Bond, Alliancebernstein, Ab Global, and Bbh Intermediate. The fund invests primarily in established companies with capitalizations within the range of companies included in the R... More
Msif Advantage 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 Msif Advantage'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 Msif Advantage Port upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7755 | |||
| Information Ratio | 0.3076 | |||
| Maximum Drawdown | 6.45 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 2.68 |
Msif Advantage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msif Advantage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msif Advantage's standard deviation. In reality, there are many statistical measures that can use Msif Advantage historical prices to predict the future Msif Advantage's volatility.| Risk Adjusted Performance | 0.265 | |||
| Jensen Alpha | 0.4602 | |||
| Total Risk Alpha | 0.3556 | |||
| Sortino Ratio | 0.5183 | |||
| Treynor Ratio | (47.88) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Msif Advantage'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.
Msif Advantage Port Backtested Returns
Msif Advantage appears to be very steady, given 3 months investment horizon. Msif Advantage Port has Sharpe Ratio of 0.34, which conveys that the entity had a 0.34% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Msif Advantage, which you can use to evaluate the volatility of the fund. Please exercise Msif Advantage's Coefficient Of Variation of 278.21, mean deviation of 1.03, and Risk Adjusted Performance of 0.265 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.0096, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Msif Advantage are expected to decrease at a much lower rate. During the bear market, Msif Advantage is likely to outperform the market.
Auto-correlation | 0.37 |
Below average predictability
Msif Advantage Port has below average predictability. Overlapping area represents the amount of predictability between Msif Advantage time series from 29th of December 2022 to 24th of December 2023 and 24th of December 2023 to 18th 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 Msif Advantage Port price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Msif Advantage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 4.59 |
Msif Advantage Port lagged returns against current returns
Autocorrelation, which is Msif Advantage 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 Msif Advantage's mutual fund expected returns. We can calculate the autocorrelation of Msif Advantage returns to help us make a trade decision. For example, suppose you find that Msif Advantage 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 |
Msif Advantage 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 Msif Advantage mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msif Advantage mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msif Advantage mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msif Advantage Lagged Returns
When evaluating Msif Advantage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msif Advantage mutual fund have on its future price. Msif Advantage 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, Msif Advantage autocorrelation shows the relationship between Msif Advantage mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msif Advantage Port.
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 Msif Mutual Fund
Msif Advantage financial ratios help investors to determine whether Msif 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 Msif with respect to the benefits of owning Msif Advantage security.
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