Palm Valley Capital Fund Market Value
| PVCMX Fund | USD 12.22 0.04 0.33% |
| Symbol | Palm |
Palm Valley '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 Palm Valley'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 Palm Valley.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Palm Valley on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Palm Valley Capital or generate 0.0% return on investment in Palm Valley over 90 days. Palm Valley is related to or competes with Horizon Kinetics, Simplify Interest, Standpoint Multi, Goehring Rozencwajg, and Acquirers. To achieve its investment objective the fund invests primarily in a portfolio of small capitalization common stocks More
Palm Valley 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 Palm Valley'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 Palm Valley Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1112 | |||
| Maximum Drawdown | 2.87 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.3271 |
Palm Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Palm Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Palm Valley's standard deviation. In reality, there are many statistical measures that can use Palm Valley historical prices to predict the future Palm Valley's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (1.17) |
Palm Valley Capital Backtested Returns
Palm Valley Capital maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies the entity had a -0.13 % return per unit of risk over the last 3 months. Palm Valley Capital exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Palm Valley's Variance of 0.1729, coefficient of variation of (787.39), and Risk Adjusted Performance of (0.12) to confirm the risk estimate we provide. The fund holds a Beta of 0.0537, which implies not very significant fluctuations relative to the market. As returns on the market increase, Palm Valley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Palm Valley is expected to be smaller as well.
Auto-correlation | -0.1 |
Very weak reverse predictability
Palm Valley Capital has very weak reverse predictability. Overlapping area represents the amount of predictability between Palm Valley time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Palm Valley Capital price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Palm Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Palm Valley Capital lagged returns against current returns
Autocorrelation, which is Palm Valley 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 Palm Valley's mutual fund expected returns. We can calculate the autocorrelation of Palm Valley returns to help us make a trade decision. For example, suppose you find that Palm Valley 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 |
Palm Valley 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 Palm Valley mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Palm Valley mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Palm Valley mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Palm Valley Lagged Returns
When evaluating Palm Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Palm Valley mutual fund have on its future price. Palm Valley 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, Palm Valley autocorrelation shows the relationship between Palm Valley mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Palm Valley Capital.
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 Palm Mutual Fund
Palm Valley financial ratios help investors to determine whether Palm 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 Palm with respect to the benefits of owning Palm Valley security.
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