Europe 125x Strategy Fund Market Value

RYEUX Fund  USD 97.56  0.98  0.99%   
Europe 125x's market value is the price at which a share of Europe 125x trades on a public exchange. It measures the collective expectations of Europe 125x Strategy investors about its performance. Europe 125x is trading at 97.56 as of the 21st of December 2024; that is 0.99 percent decrease since the beginning of the trading day. The fund's open price was 98.54.
With this module, you can estimate the performance of a buy and hold strategy of Europe 125x Strategy and determine expected loss or profit from investing in Europe 125x over a given investment horizon. Check out Europe 125x Correlation, Europe 125x Volatility and Europe 125x Alpha and Beta module to complement your research on Europe 125x.
Symbol

Please note, there is a significant difference between Europe 125x's value and its price as these two are different measures arrived at by different means. Investors typically determine if Europe 125x is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Europe 125x'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.

Europe 125x '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 Europe 125x'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 Europe 125x.
0.00
11/21/2024
No Change 0.00  0.0 
In 31 days
12/21/2024
0.00
If you would invest  0.00  in Europe 125x on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Europe 125x Strategy or generate 0.0% return on investment in Europe 125x over 30 days. Europe 125x is related to or competes with Basic Materials, Basic Materials, Banking Fund, Basic Materials, Sp Midcap, Basic Materials, and Biotechnology Fund. The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in securities o... More

Europe 125x 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 Europe 125x'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 Europe 125x Strategy upside and downside potential and time the market with a certain degree of confidence.

Europe 125x Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Europe 125x's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Europe 125x's standard deviation. In reality, there are many statistical measures that can use Europe 125x historical prices to predict the future Europe 125x's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Europe 125x's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
96.4998.2299.95
Details
Intrinsic
Valuation
LowRealHigh
88.0389.76107.32
Details
Naive
Forecast
LowNextHigh
85.6887.4089.13
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
94.48108.35122.22
Details

Europe 125x Strategy Backtested Returns

Europe 125x Strategy secures Sharpe Ratio (or Efficiency) of -0.2, which denotes the fund had a -0.2% return per unit of risk over the last 3 months. Europe 125x Strategy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Europe 125x's Mean Deviation of 0.9891, standard deviation of 1.73, and Variance of 2.98 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Europe 125x's returns are expected to increase less than the market. However, during the bear market, the loss of holding Europe 125x is expected to be smaller as well.

Auto-correlation

    
  -0.85  

Excellent reverse predictability

Europe 125x Strategy has excellent reverse predictability. Overlapping area represents the amount of predictability between Europe 125x time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st 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 Europe 125x Strategy price movement. The serial correlation of -0.85 indicates that around 85.0% of current Europe 125x price fluctuation can be explain by its past prices.
Correlation Coefficient-0.85
Spearman Rank Test-0.93
Residual Average0.0
Price Variance54.22

Europe 125x Strategy lagged returns against current returns

Autocorrelation, which is Europe 125x 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 Europe 125x's mutual fund expected returns. We can calculate the autocorrelation of Europe 125x returns to help us make a trade decision. For example, suppose you find that Europe 125x 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  

Europe 125x 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 Europe 125x mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Europe 125x mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Europe 125x mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Europe 125x Lagged Returns

When evaluating Europe 125x's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Europe 125x mutual fund have on its future price. Europe 125x 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, Europe 125x autocorrelation shows the relationship between Europe 125x mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Europe 125x Strategy.
   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 Europe Mutual Fund

Europe 125x financial ratios help investors to determine whether Europe 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 Europe with respect to the benefits of owning Europe 125x security.
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