Paradigm Value Fund Market Value
| PVFAX Fund | USD 49.59 1.01 2.08% |
| Symbol | Paradigm |
Paradigm Value '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 Paradigm Value'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 Paradigm Value.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Paradigm Value on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Paradigm Value Fund or generate 0.0% return on investment in Paradigm Value over 90 days. Paradigm Value is related to or competes with Royce Small, Royce Smaller, Kinetics Paradigm, and Tcw Relative. The fund invests primarily in the common stocks of small capitalization companies that the Advisor believes have the pot... More
Paradigm Value 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 Paradigm Value'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 Paradigm Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 13.6 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 1.39 |
Paradigm Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Paradigm Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Paradigm Value's standard deviation. In reality, there are many statistical measures that can use Paradigm Value historical prices to predict the future Paradigm Value's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 2.41 |
Paradigm Value Backtested Returns
Paradigm Value maintains Sharpe Ratio (i.e., Efficiency) of -0.21, which implies the entity had a -0.21 % return per unit of risk over the last 3 months. Paradigm Value exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Paradigm Value's Coefficient Of Variation of (451.60), variance of 3.77, and Risk Adjusted Performance of (0.19) to confirm the risk estimate we provide. The fund holds a Beta of -0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Paradigm Value are expected to decrease at a much lower rate. During the bear market, Paradigm Value is likely to outperform the market.
Auto-correlation | 0.47 |
Average predictability
Paradigm Value Fund has average predictability. Overlapping area represents the amount of predictability between Paradigm Value 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 Paradigm Value price movement. The serial correlation of 0.47 indicates that about 47.0% of current Paradigm Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 7.41 |
Paradigm Value lagged returns against current returns
Autocorrelation, which is Paradigm Value 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 Paradigm Value's mutual fund expected returns. We can calculate the autocorrelation of Paradigm Value returns to help us make a trade decision. For example, suppose you find that Paradigm Value 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 |
Paradigm Value 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 Paradigm Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Paradigm Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Paradigm Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Paradigm Value Lagged Returns
When evaluating Paradigm Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Paradigm Value mutual fund have on its future price. Paradigm Value 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, Paradigm Value autocorrelation shows the relationship between Paradigm Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Paradigm Value 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 Paradigm Mutual Fund
Paradigm Value financial ratios help investors to determine whether Paradigm 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 Paradigm with respect to the benefits of owning Paradigm Value security.
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