Msift Mid Cap Fund Market Value
| MSMFX Fund | USD 13.55 0.84 5.84% |
| Symbol | Msift |
Msift 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 Msift 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 Msift Mid.
| 11/19/2024 |
| 12/19/2024 |
If you would invest 0.00 in Msift Mid on November 19, 2024 and sell it all today you would earn a total of 0.00 from holding Msift Mid Cap or generate 0.0% return on investment in Msift Mid over 30 days. Msift Mid is related to or competes with Growth Portfolio, Small Pany, Emerging Markets, and Morgan Stanley. Under normal circumstances, the adviser seeks to achieve the funds investment objective by investing primarily in establ... More
Msift 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 Msift 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 Msift Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.3051 | |||
| Maximum Drawdown | 7.69 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 3.19 |
Msift Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msift Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msift Mid's standard deviation. In reality, there are many statistical measures that can use Msift Mid historical prices to predict the future Msift Mid's volatility.| Risk Adjusted Performance | 0.2621 | |||
| Jensen Alpha | 0.502 | |||
| Total Risk Alpha | 0.4658 | |||
| Sortino Ratio | 0.4134 | |||
| Treynor Ratio | 4.61 |
Msift Mid Cap Backtested Returns
Msift Mid appears to be not too volatile, given 3 months investment horizon. Msift 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 Msift Mid, which you can use to evaluate the volatility of the fund. Please exercise Msift Mid's Mean Deviation of 1.25, risk adjusted performance of 0.2621, and Downside Deviation of 1.17 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Msift Mid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Msift Mid is expected to be smaller as well.
Auto-correlation | -0.54 |
Good reverse predictability
Msift Mid Cap has good reverse predictability. Overlapping area represents the amount of predictability between Msift Mid 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 Msift Mid Cap price movement. The serial correlation of -0.54 indicates that about 54.0% of current Msift Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Msift Mid Cap lagged returns against current returns
Autocorrelation, which is Msift 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 Msift Mid's mutual fund expected returns. We can calculate the autocorrelation of Msift Mid returns to help us make a trade decision. For example, suppose you find that Msift 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 |
Msift 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 Msift Mid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msift 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 Msift Mid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msift Mid Lagged Returns
When evaluating Msift Mid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msift Mid mutual fund have on its future price. Msift 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, Msift Mid autocorrelation shows the relationship between Msift Mid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msift 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 Msift Mutual Fund
Msift Mid financial ratios help investors to determine whether Msift 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 Msift with respect to the benefits of owning Msift Mid security.
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