Marshfield Centrated Opportunity Fund Market Value
| MRFOX Fund | USD 31.57 0.14 0.45% |
| Symbol | Marshfield |
Marshfield Centrated '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 Marshfield Centrated'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 Marshfield Centrated.
| 01/24/2023 |
| 01/13/2025 |
If you would invest 0.00 in Marshfield Centrated on January 24, 2023 and sell it all today you would earn a total of 0.00 from holding Marshfield Centrated Opportunity or generate 0.0% return on investment in Marshfield Centrated over 720 days. Marshfield Centrated is related to or competes with Rbb Fund, Vy Franklin, Omni Small-cap, Kirr Marbach, Tax-managed, and Rational Dividend. The fund seeks to achieve its investment objective by investing principally in a portfolio of common stocks of companies... More
Marshfield Centrated 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 Marshfield Centrated'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 Marshfield Centrated Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.09 |
Marshfield Centrated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marshfield Centrated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marshfield Centrated's standard deviation. In reality, there are many statistical measures that can use Marshfield Centrated historical prices to predict the future Marshfield Centrated's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.09) |
Marshfield Centrated Backtested Returns
Marshfield Centrated has Sharpe Ratio of -0.0746, which conveys that the entity had a -0.0746% return per unit of risk over the last 3 months. Marshfield Centrated exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marshfield Centrated's Standard Deviation of 0.762, mean deviation of 0.4844, and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Marshfield Centrated's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marshfield Centrated is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
Marshfield Centrated Opportunity has good predictability. Overlapping area represents the amount of predictability between Marshfield Centrated time series from 24th of January 2023 to 19th of January 2024 and 19th of January 2024 to 13th of January 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 Marshfield Centrated price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Marshfield Centrated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 1.47 |
Marshfield Centrated lagged returns against current returns
Autocorrelation, which is Marshfield Centrated 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 Marshfield Centrated's mutual fund expected returns. We can calculate the autocorrelation of Marshfield Centrated returns to help us make a trade decision. For example, suppose you find that Marshfield Centrated 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 |
Marshfield Centrated 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 Marshfield Centrated mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marshfield Centrated mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marshfield Centrated mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Marshfield Centrated Lagged Returns
When evaluating Marshfield Centrated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marshfield Centrated mutual fund have on its future price. Marshfield Centrated 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, Marshfield Centrated autocorrelation shows the relationship between Marshfield Centrated mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Marshfield Centrated Opportunity.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in Marshfield Mutual Fund
Marshfield Centrated financial ratios help investors to determine whether Marshfield 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 Marshfield with respect to the benefits of owning Marshfield Centrated security.
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