Inverse Sp 500 Fund Market Value
| RYURX Fund | USD 116.85 2.47 2.07% |
| Symbol | Inverse |
Inverse Sp '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 Inverse Sp'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 Inverse Sp.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Inverse Sp on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Inverse Sp 500 or generate 0.0% return on investment in Inverse Sp over 90 days. Inverse Sp is related to or competes with Federated Total, Intermediate-term, Ab Bond, Pace Strategic, Rbc Ultra-short, Transamerica Bond, and Siit High. The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in financial in... More
Inverse Sp 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 Inverse Sp'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 Inverse Sp 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.1352 | |||
| Maximum Drawdown | 5.38 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.79 |
Inverse Sp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inverse Sp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inverse Sp's standard deviation. In reality, there are many statistical measures that can use Inverse Sp historical prices to predict the future Inverse Sp's volatility.| Risk Adjusted Performance | 0.0468 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1966 | |||
| Sortino Ratio | 0.1275 | |||
| Treynor Ratio | (0.06) |
Inverse Sp 500 Backtested Returns
At this stage we consider Inverse Mutual Fund to be very steady. Inverse Sp 500 holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Inverse Sp 500, which you can use to evaluate the volatility of the entity. Please check out Inverse Sp's Risk Adjusted Performance of 0.0468, downside deviation of 1.24, and Market Risk Adjusted Performance of (0.05) to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The fund retains a Market Volatility (i.e., Beta) of -0.82, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Inverse Sp are expected to decrease at a much lower rate. During the bear market, Inverse Sp is likely to outperform the market.
Auto-correlation | -0.49 |
Modest reverse predictability
Inverse Sp 500 has modest reverse predictability. Overlapping area represents the amount of predictability between Inverse Sp time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Inverse Sp 500 price movement. The serial correlation of -0.49 indicates that about 49.0% of current Inverse Sp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 13.35 |
Inverse Sp 500 lagged returns against current returns
Autocorrelation, which is Inverse Sp 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 Inverse Sp's mutual fund expected returns. We can calculate the autocorrelation of Inverse Sp returns to help us make a trade decision. For example, suppose you find that Inverse Sp 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 |
Inverse Sp 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 Inverse Sp mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inverse Sp mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inverse Sp mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Inverse Sp Lagged Returns
When evaluating Inverse Sp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inverse Sp mutual fund have on its future price. Inverse Sp 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, Inverse Sp autocorrelation shows the relationship between Inverse Sp mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inverse Sp 500.
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 Inverse Mutual Fund
Inverse Sp financial ratios help investors to determine whether Inverse 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 Inverse with respect to the benefits of owning Inverse Sp security.
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