Riskproreg Pfg 30 Fund Market Value
| PFSMX Fund | USD 9.88 0.01 0.10% |
| Symbol | Riskproreg |
Riskproreg Pfg '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 Pfg'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 Pfg.
| 01/01/2023 |
| 12/21/2024 |
If you would invest 0.00 in Riskproreg Pfg on January 1, 2023 and sell it all today you would earn a total of 0.00 from holding Riskproreg Pfg 30 or generate 0.0% return on investment in Riskproreg Pfg over 720 days. Riskproreg Pfg is related to or competes with Pfg American, Pfg Br, Pfg American, Pfg Fidelity, Pfg Fidelity, Pfg Fidelity, and Pfg Invesco. The fund seeks to achieve its investment objective by investing more than 80 percent of the funds assets, plus any amoun... More
Riskproreg Pfg 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 Pfg'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 Pfg 30 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 1.08 |
Riskproreg Pfg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Riskproreg Pfg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Riskproreg Pfg's standard deviation. In reality, there are many statistical measures that can use Riskproreg Pfg historical prices to predict the future Riskproreg Pfg's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.20) |
Riskproreg Pfg 30 Backtested Returns
Riskproreg Pfg 30 maintains Sharpe Ratio (i.e., Efficiency) of -0.0591, which implies the entity had a -0.0591% return per unit of risk over the last 3 months. Riskproreg Pfg 30 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Riskproreg Pfg's Coefficient Of Variation of (5,413), risk adjusted performance of (0.02), and Variance of 0.4033 to confirm the risk estimate we provide. The fund holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, Riskproreg Pfg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Riskproreg Pfg is expected to be smaller as well.
Auto-correlation | 0.32 |
Below average predictability
Riskproreg Pfg 30 has below average predictability. Overlapping area represents the amount of predictability between Riskproreg Pfg time series from 1st of January 2023 to 27th of December 2023 and 27th of December 2023 to 21st 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 Pfg 30 price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Riskproreg Pfg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Riskproreg Pfg 30 lagged returns against current returns
Autocorrelation, which is Riskproreg Pfg 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 Pfg's mutual fund expected returns. We can calculate the autocorrelation of Riskproreg Pfg returns to help us make a trade decision. For example, suppose you find that Riskproreg Pfg 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 Pfg 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 Pfg mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Riskproreg Pfg 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 Pfg mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Riskproreg Pfg Lagged Returns
When evaluating Riskproreg Pfg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Riskproreg Pfg mutual fund have on its future price. Riskproreg Pfg 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 Pfg autocorrelation shows the relationship between Riskproreg Pfg mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Riskproreg Pfg 30.
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 Pfg 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 Pfg security.
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