Msif Core Portfolio Fund Market Value
| MUOCX Fund | USD 25.83 0.44 1.67% |
| Symbol | Msif |
Msif Core '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 Msif Core'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 Msif Core.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Msif Core on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Msif Core Portfolio or generate 0.0% return on investment in Msif Core over 90 days. Msif Core is related to or competes with Nt International, Kinetics Small, United Kingdom, Ab Small, and Ab Small. The Adviser seeks to achieve the funds investment objective by investing primarily in U.S More
Msif Core 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 Msif Core'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 Msif Core Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.86 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.3 |
Msif Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msif Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msif Core's standard deviation. In reality, there are many statistical measures that can use Msif Core historical prices to predict the future Msif Core's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.0007) | |||
| Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Msif Core'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.
Msif Core Portfolio Backtested Returns
Msif Core Portfolio has Sharpe Ratio of -0.15, which conveys that the entity had a -0.15 % return per unit of risk over the last 3 months. Msif Core exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Msif Core's Standard Deviation of 1.03, mean deviation of 0.7989, and Risk Adjusted Performance of (0.12) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.84, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Msif Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Msif Core is expected to be smaller as well.
Auto-correlation | -0.47 |
Modest reverse predictability
Msif Core Portfolio has modest reverse predictability. Overlapping area represents the amount of predictability between Msif Core time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th of March 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 Msif Core Portfolio price movement. The serial correlation of -0.47 indicates that about 47.0% of current Msif Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Msif Core Portfolio lagged returns against current returns
Autocorrelation, which is Msif Core 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 Msif Core's mutual fund expected returns. We can calculate the autocorrelation of Msif Core returns to help us make a trade decision. For example, suppose you find that Msif Core 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 |
Msif Core 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 Msif Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msif Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msif Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msif Core Lagged Returns
When evaluating Msif Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msif Core mutual fund have on its future price. Msif Core 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, Msif Core autocorrelation shows the relationship between Msif Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msif Core Portfolio.
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 Msif Mutual Fund
Msif Core financial ratios help investors to determine whether Msif 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 Msif with respect to the benefits of owning Msif Core security.
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