Paradigm Value Fund Market Value

PVFAX Fund  USD 49.59  1.01  2.08%   
Paradigm Value's market value is the price at which a share of Paradigm Value trades on a public exchange. It measures the collective expectations of Paradigm Value Fund investors about its performance. Paradigm Value is trading at 49.59 as of the 15th of March 2025; that is 2.08 percent increase since the beginning of the trading day. The fund's open price was 48.58.
With this module, you can estimate the performance of a buy and hold strategy of Paradigm Value Fund and determine expected loss or profit from investing in Paradigm Value over a given investment horizon. Check out Paradigm Value Correlation, Paradigm Value Volatility and Paradigm Value Alpha and Beta module to complement your research on Paradigm Value.
Symbol

Please note, there is a significant difference between Paradigm Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if Paradigm Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Paradigm Value's 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.

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.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
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.

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.
Hype
Prediction
LowEstimatedHigh
47.5449.5951.64
Details
Intrinsic
Valuation
LowRealHigh
49.3851.4353.48
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Paradigm Value. Your research has to be compared to or analyzed against Paradigm Value's peers to derive any actionable benefits. When done correctly, Paradigm Value's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Paradigm Value.

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 Risk Adjusted Performance of (0.18), coefficient of variation of (451.60), and Variance of 3.77 to confirm the risk estimate we provide. The fund holds a Beta of 1.08, which implies a somewhat significant risk relative to the market. Paradigm Value returns are very sensitive to returns on the market. As the market goes up or down, Paradigm Value is expected to follow.

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 Coefficient0.47
Spearman Rank Test0.4
Residual Average0.0
Price Variance7.41

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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