Davis Financial Fund Market Value
| RPFGX Fund | USD 65.65 1.26 1.88% |
| Symbol | Davis |
Davis Financial '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 Davis Financial'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 Davis Financial.
| 12/30/2024 |
| 03/30/2025 |
If you would invest 0.00 in Davis Financial on December 30, 2024 and sell it all today you would earn a total of 0.00 from holding Davis Financial Fund or generate 0.0% return on investment in Davis Financial over 90 days. Davis Financial is related to or competes with Aqr Risk-balanced, T Rowe, Metropolitan West, Barings Us, Gmo High, Transamerica High, and Artisan High. The funds investment adviser uses the Davis Investment Discipline to invest at least 80 percent of the funds net assets,... More
Davis Financial 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 Davis Financial'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 Davis Financial Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.082 | |||
| Maximum Drawdown | 6.45 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 1.66 |
Davis Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Davis Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Davis Financial's standard deviation. In reality, there are many statistical measures that can use Davis Financial historical prices to predict the future Davis Financial's volatility.| Risk Adjusted Performance | 0.039 | |||
| Jensen Alpha | 0.0958 | |||
| Total Risk Alpha | 0.1079 | |||
| Sortino Ratio | 0.0758 | |||
| Treynor Ratio | 0.0351 |
Davis Financial Backtested Returns
At this stage we consider Davis Mutual Fund to be very steady. Davis Financial secures Sharpe Ratio (or Efficiency) of 0.0456, which denotes the fund had a 0.0456 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Davis Financial Fund, which you can use to evaluate the volatility of the entity. Please confirm Davis Financial's Mean Deviation of 0.8094, downside deviation of 1.21, and Coefficient Of Variation of 2336.73 to check if the risk estimate we provide is consistent with the expected return of 0.052%. The fund shows a Beta (market volatility) of 1.08, which means a somewhat significant risk relative to the market. Davis Financial returns are very sensitive to returns on the market. As the market goes up or down, Davis Financial is expected to follow.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Davis Financial Fund has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Davis Financial time series from 30th of December 2024 to 13th of February 2025 and 13th of February 2025 to 30th 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 Davis Financial price movement. The serial correlation of -0.72 indicates that around 72.0% of current Davis Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 2.69 |
Davis Financial lagged returns against current returns
Autocorrelation, which is Davis Financial 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 Davis Financial's mutual fund expected returns. We can calculate the autocorrelation of Davis Financial returns to help us make a trade decision. For example, suppose you find that Davis Financial 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 |
Davis Financial 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 Davis Financial mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Davis Financial mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Davis Financial mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Davis Financial Lagged Returns
When evaluating Davis Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Davis Financial mutual fund have on its future price. Davis Financial 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, Davis Financial autocorrelation shows the relationship between Davis Financial mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Davis Financial Fund.
Regressed Prices |
| Timeline |
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Other Information on Investing in Davis Mutual Fund
Davis Financial financial ratios help investors to determine whether Davis 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 Davis with respect to the benefits of owning Davis Financial security.
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