Polen Growth Fund Market Value
| POLIX Fund | USD 44.30 0.84 1.93% |
| Symbol | Polen |
Polen Growth '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 Polen Growth'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 Polen Growth.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Polen Growth on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Polen Growth Fund or generate 0.0% return on investment in Polen Growth over 90 days. Polen Growth is related to or competes with Congress Mid, Wcm Focused, Polen Growth, Polen International, and Polen Global. The fund typically invests in a focused portfolio of common stocks of large capitalization companies that, in the Advise... More
Polen Growth 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 Polen Growth'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 Polen Growth Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 1.38 |
Polen Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Polen Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Polen Growth's standard deviation. In reality, there are many statistical measures that can use Polen Growth historical prices to predict the future Polen Growth's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.19) |
Polen Growth Backtested Returns
Polen Growth maintains Sharpe Ratio (i.e., Efficiency) of -0.14, which implies the entity had a -0.14 % return per unit of risk over the last 3 months. Polen Growth exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Polen Growth's Coefficient Of Variation of (695.04), risk adjusted performance of (0.12), and Variance of 1.17 to confirm the risk estimate we provide. The fund holds a Beta of 0.87, which implies possible diversification benefits within a given portfolio. Polen Growth returns are very sensitive to returns on the market. As the market goes up or down, Polen Growth is expected to follow.
Auto-correlation | -0.6 |
Good reverse predictability
Polen Growth Fund has good reverse predictability. Overlapping area represents the amount of predictability between Polen Growth time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Polen Growth price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Polen Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 3.07 |
Polen Growth lagged returns against current returns
Autocorrelation, which is Polen Growth 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 Polen Growth's mutual fund expected returns. We can calculate the autocorrelation of Polen Growth returns to help us make a trade decision. For example, suppose you find that Polen Growth 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 |
Polen Growth 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 Polen Growth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Polen Growth mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Polen Growth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Polen Growth Lagged Returns
When evaluating Polen Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Polen Growth mutual fund have on its future price. Polen Growth 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, Polen Growth autocorrelation shows the relationship between Polen Growth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Polen Growth Fund.
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 Polen Mutual Fund
Polen Growth financial ratios help investors to determine whether Polen 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 Polen with respect to the benefits of owning Polen Growth security.
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |