Regnan Uk Umbrella Fund Market Value
| REGIX Fund | USD 6.82 0.06 0.87% |
| Symbol | Regnan |
Regnan Uk '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 Regnan Uk'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 Regnan Uk.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Regnan Uk on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Regnan Uk Umbrella or generate 0.0% return on investment in Regnan Uk over 720 days. Regnan Uk is related to or competes with Tswhgyldbdinstl, Tsw Emerging, Johcm Emerging, Johcm Global, Johcm Emerging, and Johcm Emerging. The fund invests primarily in a high-conviction global equity portfolio of companies the adviser believes have the poten... More
Regnan Uk 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 Regnan Uk'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 Regnan Uk Umbrella upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 3.98 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.35 |
Regnan Uk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regnan Uk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regnan Uk's standard deviation. In reality, there are many statistical measures that can use Regnan Uk historical prices to predict the future Regnan Uk's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.42) |
Regnan Uk Umbrella Backtested Returns
Regnan Uk Umbrella 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. Regnan Uk Umbrella exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Regnan Uk's Risk Adjusted Performance of (0.06), coefficient of variation of (1,135), and Variance of 0.7017 to confirm the risk estimate we provide. The fund holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, Regnan Uk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Regnan Uk is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Regnan Uk Umbrella has insignificant reverse predictability. Overlapping area represents the amount of predictability between Regnan Uk time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Regnan Uk Umbrella price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Regnan Uk price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Regnan Uk Umbrella lagged returns against current returns
Autocorrelation, which is Regnan Uk 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 Regnan Uk's mutual fund expected returns. We can calculate the autocorrelation of Regnan Uk returns to help us make a trade decision. For example, suppose you find that Regnan Uk 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 |
Regnan Uk 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 Regnan Uk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regnan Uk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regnan Uk mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Regnan Uk Lagged Returns
When evaluating Regnan Uk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regnan Uk mutual fund have on its future price. Regnan Uk 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, Regnan Uk autocorrelation shows the relationship between Regnan Uk mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Regnan Uk Umbrella.
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 Regnan Mutual Fund
Regnan Uk financial ratios help investors to determine whether Regnan 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 Regnan with respect to the benefits of owning Regnan Uk security.
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