Riskproreg Tactical 0 30 Fund Market Value
| PFTEX Fund | USD 10.64 0.01 0.09% |
| Symbol | Riskproreg |
Riskproreg Tactical '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 Tactical'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 Tactical.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Riskproreg Tactical on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Riskproreg Tactical 0 30 or generate 0.0% return on investment in Riskproreg Tactical over 30 days. Riskproreg Tactical is related to or competes with Riskproreg Pfg, Riskproreg Pfg, Riskproreg Dynamic, Riskproreg Dynamic, and Riskproreg. The fund seeks to achieve its investment objective by investing more than 80 percent of the funds assets, plus any amoun... More
Riskproreg Tactical 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 Tactical'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 Tactical 0 30 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7625 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.97 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.01 |
Riskproreg Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Riskproreg Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Riskproreg Tactical's standard deviation. In reality, there are many statistical measures that can use Riskproreg Tactical historical prices to predict the future Riskproreg Tactical's volatility.| Risk Adjusted Performance | 0.0078 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Riskproreg Tactical'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.
Riskproreg Tactical Backtested Returns
Riskproreg Tactical maintains Sharpe Ratio (i.e., Efficiency) of -0.0162, which implies the entity had a -0.0162% return per unit of risk over the last 3 months. Riskproreg Tactical exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Riskproreg Tactical's Risk Adjusted Performance of 0.0078, coefficient of variation of 8594.08, and Semi Deviation of 0.657 to confirm the risk estimate we provide. The fund holds a Beta of 0.0916, which implies not very significant fluctuations relative to the market. As returns on the market increase, Riskproreg Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Riskproreg Tactical is expected to be smaller as well.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Riskproreg Tactical 0 30 has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Riskproreg Tactical time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 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 Tactical price movement. The serial correlation of -0.78 indicates that around 78.0% of current Riskproreg Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Riskproreg Tactical lagged returns against current returns
Autocorrelation, which is Riskproreg Tactical 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 Tactical's mutual fund expected returns. We can calculate the autocorrelation of Riskproreg Tactical returns to help us make a trade decision. For example, suppose you find that Riskproreg Tactical 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 Tactical 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 Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Riskproreg Tactical 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 Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Riskproreg Tactical Lagged Returns
When evaluating Riskproreg Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Riskproreg Tactical mutual fund have on its future price. Riskproreg Tactical 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 Tactical autocorrelation shows the relationship between Riskproreg Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Riskproreg Tactical 0 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 Tactical 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 Tactical security.
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