Preferred Securities Fund Market Value

PPRSX Fund  USD 28.57  0.01  0.04%   
Preferred Securities' market value is the price at which a share of Preferred Securities trades on a public exchange. It measures the collective expectations of Preferred Securities Fund investors about its performance. Preferred Securities is trading at 28.57 as of the 1st of March 2025; that is 0.04% up since the beginning of the trading day. The fund's open price was 28.56.
With this module, you can estimate the performance of a buy and hold strategy of Preferred Securities Fund and determine expected loss or profit from investing in Preferred Securities over a given investment horizon. Check out Preferred Securities Correlation, Preferred Securities Volatility and Preferred Securities Alpha and Beta module to complement your research on Preferred Securities.
Symbol

Please note, there is a significant difference between Preferred Securities' value and its price as these two are different measures arrived at by different means. Investors typically determine if Preferred Securities is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Preferred Securities' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Preferred Securities '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 Preferred Securities' 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 Preferred Securities.
0.00
01/30/2025
No Change 0.00  0.0 
In 31 days
03/01/2025
0.00
If you would invest  0.00  in Preferred Securities on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Preferred Securities Fund or generate 0.0% return on investment in Preferred Securities over 30 days. Preferred Securities is related to or competes with Strategic Asset, Strategic Asset, Strategic Asset, Strategic Asset, International Equity, Strategic Asset, and International Small. The investment seeks to provide current income More

Preferred Securities 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 Preferred Securities' 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 Preferred Securities Fund upside and downside potential and time the market with a certain degree of confidence.

Preferred Securities Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Preferred Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Preferred Securities' standard deviation. In reality, there are many statistical measures that can use Preferred Securities historical prices to predict the future Preferred Securities' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Preferred Securities' 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.
Hype
Prediction
LowEstimatedHigh
28.2328.5728.91
Details
Intrinsic
Valuation
LowRealHigh
28.1428.4828.82
Details
Naive
Forecast
LowNextHigh
28.1128.4528.79
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
28.5628.5728.58
Details

Preferred Securities Backtested Returns

At this stage we consider Preferred Mutual Fund to be very steady. Preferred Securities 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. We have found eighteen technical indicators for Preferred Securities, which you can use to evaluate the volatility of the fund. Please check Preferred Securities' Standard Deviation of 0.3285, information ratio of 0.1788, and Risk Adjusted Performance of 0.0901 to confirm if the risk estimate we provide is consistent with the expected return of 0.0483%. The fund holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. the returns on MARKET and Preferred Securities are completely uncorrelated.

Auto-correlation

    
  -0.71  

Almost perfect reverse predictability

Preferred Securities Fund has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Preferred Securities time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Preferred Securities price movement. The serial correlation of -0.71 indicates that around 71.0% of current Preferred Securities price fluctuation can be explain by its past prices.
Correlation Coefficient-0.71
Spearman Rank Test-0.53
Residual Average0.0
Price Variance0.0

Preferred Securities lagged returns against current returns

Autocorrelation, which is Preferred Securities 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 Preferred Securities' mutual fund expected returns. We can calculate the autocorrelation of Preferred Securities returns to help us make a trade decision. For example, suppose you find that Preferred Securities 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  

Preferred Securities 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 Preferred Securities mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Preferred Securities mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Preferred Securities mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Preferred Securities Lagged Returns

When evaluating Preferred Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Preferred Securities mutual fund have on its future price. Preferred Securities 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, Preferred Securities autocorrelation shows the relationship between Preferred Securities mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Preferred Securities 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 Preferred Mutual Fund

Preferred Securities financial ratios help investors to determine whether Preferred 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 Preferred with respect to the benefits of owning Preferred Securities security.
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