Mesirow Financial Small Fund Market Value
| MSVVX Fund | USD 12.31 0.01 0.08% |
| Symbol | Mesirow |
Mesirow Financial '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 Financial'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 Financial.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Mesirow Financial on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Mesirow Financial Small or generate 0.0% return on investment in Mesirow Financial over 30 days. Mesirow Financial is related to or competes with Pimco Emerging, Transamerica Emerging, Ashmore Emerging, Angel Oak, Pnc Emerging, and Pace International. The investment seeks to provide long-term capital appreciation with less volatility than the U.S More
Mesirow Financial 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 Financial'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 Financial Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 11.67 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.35 |
Mesirow Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mesirow Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mesirow Financial's standard deviation. In reality, there are many statistical measures that can use Mesirow Financial historical prices to predict the future Mesirow Financial's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mesirow Financial'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.
Mesirow Financial Small Backtested Returns
Mesirow Financial Small has Sharpe Ratio of -0.16, which conveys that the entity had a -0.16 % return per unit of risk over the last 3 months. Mesirow Financial exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mesirow Financial's Mean Deviation of 0.8468, standard deviation of 1.63, and Risk Adjusted Performance of (0.11) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mesirow Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mesirow Financial is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Mesirow Financial Small has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mesirow Financial time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Financial Small price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Mesirow Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Mesirow Financial Small lagged returns against current returns
Autocorrelation, which is Mesirow Financial 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 Financial's mutual fund expected returns. We can calculate the autocorrelation of Mesirow Financial returns to help us make a trade decision. For example, suppose you find that Mesirow Financial 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 Financial 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 Financial mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mesirow Financial 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 Financial mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mesirow Financial Lagged Returns
When evaluating Mesirow Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mesirow Financial mutual fund have on its future price. Mesirow Financial 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 Financial autocorrelation shows the relationship between Mesirow Financial mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mesirow Financial Small.
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 Financial 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 Financial security.
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