Mesirow Enhanced Core Fund Market Value
| MFBIX Fund | USD 8.79 0.00 0.00% |
| Symbol | Mesirow |
Mesirow Enhanced '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 Mesirow Enhanced'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 Mesirow Enhanced.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Mesirow Enhanced on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Mesirow Enhanced Core or generate 0.0% return on investment in Mesirow Enhanced over 90 days. Mesirow Enhanced is related to or competes with Goldman Sachs, Columbia Real, Nexpoint Real, and Real Estate. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Mesirow Enhanced 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 Mesirow Enhanced'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 Mesirow Enhanced Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3068 | |||
| Information Ratio | 0.3868 | |||
| Maximum Drawdown | 1.28 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.4582 |
Mesirow Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mesirow Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mesirow Enhanced's standard deviation. In reality, there are many statistical measures that can use Mesirow Enhanced historical prices to predict the future Mesirow Enhanced's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.0248 | |||
| Sortino Ratio | 0.3295 | |||
| Treynor Ratio | (0.23) |
Mesirow Enhanced Core Backtested Returns
At this stage we consider Mesirow Mutual Fund to be very steady. Mesirow Enhanced Core has Sharpe Ratio of 0.0546, which conveys that the entity had a 0.0546 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Mesirow Enhanced, which you can use to evaluate the volatility of the fund. Please verify Mesirow Enhanced's Mean Deviation of 0.1837, downside deviation of 0.3068, and Risk Adjusted Performance of (0.02) to check out if the risk estimate we provide is consistent with the expected return of 0.0141%. The fund secures a Beta (Market Risk) of 0.0342, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mesirow Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mesirow Enhanced is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Mesirow Enhanced Core has very weak reverse predictability. Overlapping area represents the amount of predictability between Mesirow Enhanced time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Mesirow Enhanced Core price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Mesirow Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mesirow Enhanced Core lagged returns against current returns
Autocorrelation, which is Mesirow Enhanced 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 Mesirow Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Mesirow Enhanced returns to help us make a trade decision. For example, suppose you find that Mesirow Enhanced 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 |
Mesirow Enhanced 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 Mesirow Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mesirow Enhanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mesirow Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mesirow Enhanced Lagged Returns
When evaluating Mesirow Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mesirow Enhanced mutual fund have on its future price. Mesirow Enhanced 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, Mesirow Enhanced autocorrelation shows the relationship between Mesirow Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mesirow Enhanced Core.
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 Mesirow Mutual Fund
Mesirow Enhanced financial ratios help investors to determine whether Mesirow 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 Mesirow with respect to the benefits of owning Mesirow Enhanced security.
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