Msvif Mid Cap Fund Market Value
| MMGPX Fund | USD 6.71 0.42 5.89% |
| Symbol | Msvif |
Please note, there is a significant difference between Msvif Mid's value and its price as these two are different measures arrived at by different means. Investors typically determine if Msvif Mid is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Msvif Mid'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.
Msvif Mid '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 Msvif Mid'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 Msvif Mid.
| 12/29/2022 |
| 12/18/2024 |
If you would invest 0.00 in Msvif Mid on December 29, 2022 and sell it all today you would earn a total of 0.00 from holding Msvif Mid Cap or generate 0.0% return on investment in Msvif Mid over 720 days. Msvif Mid is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Msvif Mid is entity of United States. It is traded as Fund on NMFQS exchange. More
Msvif Mid 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 Msvif Mid'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 Msvif Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.2281 | |||
| Maximum Drawdown | 7.75 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 3.13 |
Msvif Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msvif Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msvif Mid's standard deviation. In reality, there are many statistical measures that can use Msvif Mid historical prices to predict the future Msvif Mid's volatility.| Risk Adjusted Performance | 0.2 | |||
| Jensen Alpha | 0.3951 | |||
| Total Risk Alpha | 0.3794 | |||
| Sortino Ratio | 0.2328 | |||
| Treynor Ratio | 0.3008 |
Msvif Mid Cap Backtested Returns
Msvif Mid appears to be not too volatile, given 3 months investment horizon. Msvif Mid Cap has Sharpe Ratio of 0.22, which conveys that the entity had a 0.22% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Msvif Mid, which you can use to evaluate the volatility of the fund. Please exercise Msvif Mid's Mean Deviation of 1.32, downside deviation of 1.73, and Risk Adjusted Performance of 0.2 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 1.4, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Msvif Mid will likely underperform.
Auto-correlation | 0.34 |
Below average predictability
Msvif Mid Cap has below average predictability. Overlapping area represents the amount of predictability between Msvif Mid 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 Msvif Mid Cap price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Msvif Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Msvif Mid Cap lagged returns against current returns
Autocorrelation, which is Msvif Mid 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 Msvif Mid's mutual fund expected returns. We can calculate the autocorrelation of Msvif Mid returns to help us make a trade decision. For example, suppose you find that Msvif Mid 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 |
Msvif Mid 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 Msvif Mid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msvif Mid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msvif Mid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msvif Mid Lagged Returns
When evaluating Msvif Mid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msvif Mid mutual fund have on its future price. Msvif Mid 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, Msvif Mid autocorrelation shows the relationship between Msvif Mid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msvif Mid Cap.
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 Msvif Mutual Fund
Msvif Mid financial ratios help investors to determine whether Msvif 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 Msvif with respect to the benefits of owning Msvif Mid security.
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