Massmutual Retiresmart 2025 Fund Market Value
| MMIYX Fund | USD 10.75 0.58 5.12% |
| Symbol | Massmutual |
Massmutual Retiresmart '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 Massmutual Retiresmart'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 Massmutual Retiresmart.
| 11/19/2024 |
| 12/19/2024 |
If you would invest 0.00 in Massmutual Retiresmart on November 19, 2024 and sell it all today you would earn a total of 0.00 from holding Massmutual Retiresmart 2025 or generate 0.0% return on investment in Massmutual Retiresmart over 30 days. Massmutual Retiresmart is related to or competes with Massmutual Select, Massmutual Select, Massmutual Select, Massmutual Select, Massmutual Select, Massmutual Select, and Massmutual Select. The fund is a fund of funds that seeks to achieve its investment objective by investing in a combination of U.S More
Massmutual Retiresmart 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 Massmutual Retiresmart'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 Massmutual Retiresmart 2025 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 1.51 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.5362 |
Massmutual Retiresmart Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Massmutual Retiresmart's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Massmutual Retiresmart's standard deviation. In reality, there are many statistical measures that can use Massmutual Retiresmart historical prices to predict the future Massmutual Retiresmart's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Massmutual Retiresmart'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.
Massmutual Retiresmart Backtested Returns
Massmutual Retiresmart has Sharpe Ratio of -0.12, which conveys that the entity had a -0.12% return per unit of risk over the last 3 months. Massmutual Retiresmart exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Massmutual Retiresmart's Risk Adjusted Performance of (0.09), standard deviation of 0.7081, and Mean Deviation of 0.3381 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.57, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Massmutual Retiresmart's returns are expected to increase less than the market. However, during the bear market, the loss of holding Massmutual Retiresmart is expected to be smaller as well.
Auto-correlation | -0.65 |
Very good reverse predictability
Massmutual Retiresmart 2025 has very good reverse predictability. Overlapping area represents the amount of predictability between Massmutual Retiresmart time series from 19th of November 2024 to 4th of December 2024 and 4th of December 2024 to 19th 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 Massmutual Retiresmart price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Massmutual Retiresmart price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Massmutual Retiresmart lagged returns against current returns
Autocorrelation, which is Massmutual Retiresmart 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 Massmutual Retiresmart's mutual fund expected returns. We can calculate the autocorrelation of Massmutual Retiresmart returns to help us make a trade decision. For example, suppose you find that Massmutual Retiresmart 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 |
Massmutual Retiresmart 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 Massmutual Retiresmart mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Massmutual Retiresmart mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Massmutual Retiresmart mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Massmutual Retiresmart Lagged Returns
When evaluating Massmutual Retiresmart's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Massmutual Retiresmart mutual fund have on its future price. Massmutual Retiresmart 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, Massmutual Retiresmart autocorrelation shows the relationship between Massmutual Retiresmart mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Massmutual Retiresmart 2025.
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 Massmutual Mutual Fund
Massmutual Retiresmart financial ratios help investors to determine whether Massmutual 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 Massmutual with respect to the benefits of owning Massmutual Retiresmart security.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios |