Oppenheimer Moderate Invstr Fund Market Value
| ONMIX Fund | USD 11.17 0.05 0.45% |
| Symbol | Oppenheimer |
Oppenheimer Moderate '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 Oppenheimer Moderate'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 Oppenheimer Moderate.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in Oppenheimer Moderate on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding Oppenheimer Moderate Invstr or generate 0.0% return on investment in Oppenheimer Moderate over 720 days. Oppenheimer Moderate is related to or competes with Oppenheimer Main, Oppenheimer Intl, Oppenheimer Main, Oppenheimer Global, Oppenheimer Strat, Oppenheimer Strategic, and Oppenheimer Intl. The fund is a fund of funds, and invests its assets in other underlying mutual funds advised by Invesco Advisers, Inc More
Oppenheimer Moderate 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 Oppenheimer Moderate'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 Oppenheimer Moderate Invstr upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6366 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.04 | |||
| Value At Risk | (0.72) | |||
| Potential Upside | 0.8969 |
Oppenheimer Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oppenheimer Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oppenheimer Moderate's standard deviation. In reality, there are many statistical measures that can use Oppenheimer Moderate historical prices to predict the future Oppenheimer Moderate's volatility.| Risk Adjusted Performance | 0.0028 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.02) |
Oppenheimer Moderate Backtested Returns
At this stage we consider Oppenheimer Mutual Fund to be very steady. Oppenheimer Moderate maintains Sharpe Ratio (i.e., Efficiency) of 0.0529, which implies the entity had a 0.0529 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Oppenheimer Moderate, which you can use to evaluate the volatility of the fund. Please check Oppenheimer Moderate's Coefficient Of Variation of 9679.85, risk adjusted performance of 0.0028, and Semi Deviation of 0.5762 to confirm if the risk estimate we provide is consistent with the expected return of 0.0285%. The fund holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, Oppenheimer Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oppenheimer Moderate is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
Oppenheimer Moderate Invstr has weak predictability. Overlapping area represents the amount of predictability between Oppenheimer Moderate time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st 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 Oppenheimer Moderate price movement. The serial correlation of 0.24 indicates that over 24.0% of current Oppenheimer Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Oppenheimer Moderate lagged returns against current returns
Autocorrelation, which is Oppenheimer Moderate 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 Oppenheimer Moderate's mutual fund expected returns. We can calculate the autocorrelation of Oppenheimer Moderate returns to help us make a trade decision. For example, suppose you find that Oppenheimer Moderate 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 |
Oppenheimer Moderate 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 Oppenheimer Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oppenheimer Moderate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oppenheimer Moderate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Oppenheimer Moderate Lagged Returns
When evaluating Oppenheimer Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oppenheimer Moderate mutual fund have on its future price. Oppenheimer Moderate 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, Oppenheimer Moderate autocorrelation shows the relationship between Oppenheimer Moderate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Oppenheimer Moderate Invstr.
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 Oppenheimer Mutual Fund
Oppenheimer Moderate financial ratios help investors to determine whether Oppenheimer 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 Oppenheimer with respect to the benefits of owning Oppenheimer Moderate security.
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