Riskproreg Dynamic 0 10 Fund Market Value
| PFDOX Fund | USD 8.56 0.03 0.35% |
| Symbol | Riskproreg |
Riskproreg Dynamic '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 Riskproreg Dynamic'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 Riskproreg Dynamic.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Riskproreg Dynamic on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Riskproreg Dynamic 0 10 or generate 0.0% return on investment in Riskproreg Dynamic over 30 days. Riskproreg Dynamic is related to or competes with Riskproreg Tactical, Riskproreg Dynamic, Riskproreg Pfg, Riskproreg, and Riskproreg Pfg. The fund seeks to achieve its investment objective by investing more than 80 percent of the funds assets, plus any amoun... More
Riskproreg Dynamic 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 Riskproreg Dynamic'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 Riskproreg Dynamic 0 10 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 1.28 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.2331 |
Riskproreg Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Riskproreg Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Riskproreg Dynamic's standard deviation. In reality, there are many statistical measures that can use Riskproreg Dynamic historical prices to predict the future Riskproreg Dynamic's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.68) |
Riskproreg Dynamic Backtested Returns
Riskproreg Dynamic maintains Sharpe Ratio (i.e., Efficiency) of -0.17, which implies the entity had a -0.17% return per unit of risk over the last 3 months. Riskproreg Dynamic exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Riskproreg Dynamic's Coefficient Of Variation of (581.68), variance of 0.0634, and Risk Adjusted Performance of (0.16) to confirm the risk estimate we provide. The fund holds a Beta of 0.0785, which implies not very significant fluctuations relative to the market. As returns on the market increase, Riskproreg Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Riskproreg Dynamic is expected to be smaller as well.
Auto-correlation | -0.89 |
Excellent reverse predictability
Riskproreg Dynamic 0 10 has excellent reverse predictability. Overlapping area represents the amount of predictability between Riskproreg Dynamic time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Riskproreg Dynamic price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Riskproreg Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Riskproreg Dynamic lagged returns against current returns
Autocorrelation, which is Riskproreg Dynamic 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 Riskproreg Dynamic's mutual fund expected returns. We can calculate the autocorrelation of Riskproreg Dynamic returns to help us make a trade decision. For example, suppose you find that Riskproreg Dynamic 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 |
Riskproreg Dynamic 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 Riskproreg Dynamic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Riskproreg Dynamic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Riskproreg Dynamic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Riskproreg Dynamic Lagged Returns
When evaluating Riskproreg Dynamic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Riskproreg Dynamic mutual fund have on its future price. Riskproreg Dynamic 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, Riskproreg Dynamic autocorrelation shows the relationship between Riskproreg Dynamic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Riskproreg Dynamic 0 10.
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 Riskproreg Mutual Fund
Riskproreg Dynamic financial ratios help investors to determine whether Riskproreg 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 Riskproreg with respect to the benefits of owning Riskproreg Dynamic security.
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