Moderately Servative Balanced Fund Market Value

SMACX Fund  USD 10.70  0.14  1.33%   
Moderately Conservative's market value is the price at which a share of Moderately Conservative trades on a public exchange. It measures the collective expectations of Moderately Servative Balanced investors about its performance. Moderately Conservative is trading at 10.70 as of the 15th of March 2025; that is 1.33% up since the beginning of the trading day. The fund's open price was 10.56.
With this module, you can estimate the performance of a buy and hold strategy of Moderately Servative Balanced and determine expected loss or profit from investing in Moderately Conservative over a given investment horizon. Check out Moderately Conservative Correlation, Moderately Conservative Volatility and Moderately Conservative Alpha and Beta module to complement your research on Moderately Conservative.
Symbol

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

Moderately Conservative '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 Moderately Conservative'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 Moderately Conservative.
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 Moderately Conservative on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Moderately Servative Balanced or generate 0.0% return on investment in Moderately Conservative over 90 days. Moderately Conservative is related to or competes with Great-west Moderately, Pgim Conservative, Lifestyle, Fidelity Managed, Wealthbuilder Moderate, Blackrock Moderate, and Dimensional Retirement. The investment seeks total return consisting of capital appreciation and income More

Moderately Conservative 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 Moderately Conservative'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 Moderately Servative Balanced upside and downside potential and time the market with a certain degree of confidence.

Moderately Conservative Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderately Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderately Conservative's standard deviation. In reality, there are many statistical measures that can use Moderately Conservative historical prices to predict the future Moderately Conservative's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moderately Conservative'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
10.0310.7011.37
Details
Intrinsic
Valuation
LowRealHigh
9.3310.0011.77
Details

Moderately Conservative Backtested Returns

Moderately Conservative has Sharpe Ratio of -0.12, which conveys that the entity had a -0.12 % return per unit of risk over the last 3 months. Moderately Conservative exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Moderately Conservative's Risk Adjusted Performance of (0.11), standard deviation of 0.6749, and Mean Deviation of 0.5309 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moderately Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderately Conservative is expected to be smaller as well.

Auto-correlation

    
  -0.55  

Good reverse predictability

Moderately Servative Balanced has good reverse predictability. Overlapping area represents the amount of predictability between Moderately Conservative 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 Moderately Conservative price movement. The serial correlation of -0.55 indicates that about 55.0% of current Moderately Conservative price fluctuation can be explain by its past prices.
Correlation Coefficient-0.55
Spearman Rank Test-0.29
Residual Average0.0
Price Variance0.04

Moderately Conservative lagged returns against current returns

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

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

Moderately Conservative Lagged Returns

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

Moderately Conservative financial ratios help investors to determine whether Moderately 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 Moderately with respect to the benefits of owning Moderately Conservative security.
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