Ultra Short Fixed Income Fund Market Value

SWSFX Fund  USD 10.32  0.01  0.1%   
Ultra-short Fixed's market value is the price at which a share of Ultra-short Fixed trades on a public exchange. It measures the collective expectations of Ultra Short Fixed Income investors about its performance. Ultra-short Fixed is trading at 10.32 as of the 15th of March 2025; that is 0.1 percent down since the beginning of the trading day. The fund's open price was 10.33.
With this module, you can estimate the performance of a buy and hold strategy of Ultra Short Fixed Income and determine expected loss or profit from investing in Ultra-short Fixed over a given investment horizon. Check out Ultra-short Fixed Correlation, Ultra-short Fixed Volatility and Ultra-short Fixed Alpha and Beta module to complement your research on Ultra-short Fixed.
Symbol

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

Ultra-short Fixed '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 Ultra-short Fixed'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 Ultra-short Fixed.
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 Ultra-short Fixed on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Ultra Short Fixed Income or generate 0.0% return on investment in Ultra-short Fixed over 90 days. Ultra-short Fixed is related to or competes with Janus Global, Fidelity Advisor, Great-west Moderately, Lord Abbett, Federated Hermes, Wealthbuilder Conservative, and Saat Conservative. The fund will, under normal circumstances, invest primarily in fixed-income securities More

Ultra-short Fixed 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 Ultra-short Fixed'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 Ultra Short Fixed Income upside and downside potential and time the market with a certain degree of confidence.

Ultra-short Fixed Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ultra-short Fixed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ultra-short Fixed's standard deviation. In reality, there are many statistical measures that can use Ultra-short Fixed historical prices to predict the future Ultra-short Fixed's volatility.
Hype
Prediction
LowEstimatedHigh
10.2210.3210.42
Details
Intrinsic
Valuation
LowRealHigh
10.1010.2011.35
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ultra-short Fixed. Your research has to be compared to or analyzed against Ultra-short Fixed's peers to derive any actionable benefits. When done correctly, Ultra-short Fixed's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Ultra Short Fixed.

Ultra Short Fixed Backtested Returns

At this stage we consider Ultra-short Mutual Fund to be very steady. Ultra Short Fixed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Ultra Short Fixed Income, which you can use to evaluate the volatility of the fund. Please validate Ultra-short Fixed's Coefficient Of Variation of 471.54, risk adjusted performance of 0.1056, and Variance of 0.0096 to confirm if the risk estimate we provide is consistent with the expected return of 0.0224%. The entity has a beta of -0.0033, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ultra-short Fixed are expected to decrease at a much lower rate. During the bear market, Ultra-short Fixed is likely to outperform the market.

Auto-correlation

    
  0.56  

Modest predictability

Ultra Short Fixed Income has modest predictability. Overlapping area represents the amount of predictability between Ultra-short Fixed 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 Ultra Short Fixed price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Ultra-short Fixed price fluctuation can be explain by its past prices.
Correlation Coefficient0.56
Spearman Rank Test0.97
Residual Average0.0
Price Variance0.0

Ultra Short Fixed lagged returns against current returns

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

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

Ultra-short Fixed Lagged Returns

When evaluating Ultra-short Fixed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ultra-short Fixed mutual fund have on its future price. Ultra-short Fixed 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, Ultra-short Fixed autocorrelation shows the relationship between Ultra-short Fixed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ultra Short Fixed Income.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Ultra-short Mutual Fund

Ultra-short Fixed financial ratios help investors to determine whether Ultra-short 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 Ultra-short with respect to the benefits of owning Ultra-short Fixed security.
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