Total Income Real Fund Market Value
| TIPWX Fund | USD 26.90 0.01 0.04% |
| Symbol | Total |
Total Income '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 Total Income'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 Total Income.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Total Income on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Total Income Real or generate 0.0% return on investment in Total Income over 720 days. Total Income is related to or competes with Transamerica Emerging, Vy Jpmorgan, Rbc Emerging, Black Oak, Shelton Emerging, Franklin Emerging, and Origin Emerging. Total Income is entity of United States. It is traded as Fund on NMFQS exchange. More
Total Income 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 Total Income'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 Total Income Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.47) | |||
| Maximum Drawdown | 1.57 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.0722 |
Total Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Total Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Total Income's standard deviation. In reality, there are many statistical measures that can use Total Income historical prices to predict the future Total Income's volatility.| Risk Adjusted Performance | (0.22) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 7.71 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Total Income'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.
Total Income Real Backtested Returns
Total Income Real owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.24, which indicates the fund had a -0.24% return per unit of risk over the last 3 months. Total Income Real exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Total Income's Variance of 0.0358, risk adjusted performance of (0.22), and Coefficient Of Variation of (422.55) to confirm the risk estimate we provide. The entity has a beta of -0.0071, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Total Income are expected to decrease at a much lower rate. During the bear market, Total Income is likely to outperform the market.
Auto-correlation | 0.66 |
Good predictability
Total Income Real has good predictability. Overlapping area represents the amount of predictability between Total Income time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Total Income Real price movement. The serial correlation of 0.66 indicates that around 66.0% of current Total Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Total Income Real lagged returns against current returns
Autocorrelation, which is Total Income 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 Total Income's mutual fund expected returns. We can calculate the autocorrelation of Total Income returns to help us make a trade decision. For example, suppose you find that Total Income 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 |
Total Income 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 Total Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Total Income mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Total Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Total Income Lagged Returns
When evaluating Total Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Total Income mutual fund have on its future price. Total Income 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, Total Income autocorrelation shows the relationship between Total Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Total Income Real.
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 Total Mutual Fund
Total Income financial ratios help investors to determine whether Total 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 Total with respect to the benefits of owning Total Income security.
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